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DTC MATH 16 - Delay McKean-Vlasov stochastic differential equations and applications to finance

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  • Full or part time
    Dr C Yuan
  • Application Deadline
    Applications accepted all year round
  • Self-Funded PhD Students Only
    Self-Funded PhD Students Only

Project Description

In this project, we shall investigate a class of delay McKean-Vlasov stochastic differential equations (SDEs), also known as mean-field delay SDEs. We shall study the properties of these equations such as existence and uniqueness of the solution, optimal control and portfolio optimization.

Entry requirements

Candidates must have a minimum of an upper second class honours degree or equivalent in a relevant subject, or an appropriate Master’s degree (with Merit). Informal enquiries are welcome by emailing the project supervisor.

For candidates whose first language is not English, we require IELTS 6.0 (with 5.5 in each component) or equivalent. Please visit our website for a list of acceptable English language tests. We prefer candidates to have already met the English Language requirements at the point of application, although this is not a requirement.

How to apply

Visit our webpage for details - http://www.swansea.ac.uk/science/research/dtc/biosciences-projects-2018-19/

Please include the project ID and title in your email subject header (eg. DTC MATH xxxxxx)

Funding Notes

Student Finance England have announced plans to offer student loans for PhD level courses from September 2018 for courses at any PhD awarding university (including Swansea University). Full details are still to be confirmed. Visit our website for updated information. – http://www.swansea.ac.uk/postgraduate/fees-and-funding/pg-loans/

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