PhD student Mathematics

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The Faculty of Technology strives to ensure that Linnaeus University's vision permeates all activities, with a focus on the keywords: Attractive knowledge environment, excellent research, social drive, and global values. The Faculty of Technology has broad operations spanning ten different departments through which Linnaeus University provides education and conducts research. The faculty has approximately 3 100 students at the undergraduate and advanced levels, 90 doctoral students and 300 teaching staff including administrators.

The research in mathematics has both theoretical and practical focus. In pure mathematics, the research is focused on p-adic analysis, dynamical systems, complex analysis, functional analysis, micro-local analysis, stochastic analysis and time-frequency analysis.

The research in applied mathematics is concentrated on mathematical modelling in natural and social sciences, engineering, signal processing, information security, economics, finances, decision making, psychology and cognitive science. The modelling is performed in close cooperation with experts from the respective areas.

Admitted to: Mathematics

Type of employment: The employment as a doctoral student is limited according to chapter 5, section 7 of the Higher Education Ordinance. The total employment period may not be longer than the equivalent full-time postgraduate studies of four years

Location: Växjö

Start: February 2, 2022

Work description

In 1973 Black, Scholes and Merton published their celebrated option pricing theorem where the authors used advanced mathematical tools, in particular stochastic analysis and partial differential equations to find the arbitrage free option price in a complete financial market.

The aim of this thesis project is to make further progress in the development of advanced mathematical methods, working with applications at the interplay between mathematics and finance.

Specifically,

• develop new methods in stochastic control theory including Hida-Malliavin calculus, white noise theory and functional analysis, with applications to optimal portfolio, pricing and risk assessments,
• extend the mathematical finance models, including stock price models, to make them more realistic. In particular, I will do this by developing calculus for other types of stochastic processes, including processes with jumps, mean-field and memory,
• study stochastic Volterra integral partial equations with space interactions, this topic is important for applications in biology such as population dynamics and epidemiology,
• use machine learning techniques and numerical approximations to solve the problems explicitly.

The PhD position will be attached to the group Stochastic Analysis, Stochastic Processes, and be part of the project "Advances in Stochastic Control Theory and Applications" (Vetenskapsrådet, Grant number: 2020-04697). 

According to the Higher Education Ordinance, a person appointed to a doctoral studentship should primarily devote himself/herself to his/her own studies. An appointee may, however, work to a limited extent with education, research, artistic development, and administration. However, before a doctoral degree has been awarded, duties of this kind may not comprise more than 20% of a full-time position.

Requirements

General requirements

A person fulfils the general entry requirements if he/she has:

• An advanced level degree
• A completed undergraduate program of at least 240 credits, including 60 credits at the advanced level
• Or the equivalent knowledge obtained in or outside of Sweden

Specific requirements

A person fulfils the specific entry requirements if he/she has:

• at least 120 higher education credits in the subject mathematics or in subjects related to the education at doctoral level or equivalent knowledge acquired in some other order within or outside the country, of which an individual project of at least 15 higher education credits, and
• good language skills in English in terms of both speech and writing.

Lastly, the applicant must be assessed as having the ability to pursue the studies.

Assessment criteria

The selection to third cycle studies is based on the assessed ability to pursue the studies. The assessment focuses mainly on study results from first cycle and second cycle studies. The following is considered:

The following will also be considered: ability to work with others, ambition, independence and personal aptitude, as well as the applicant’s assessed ability, based on their own experience and competence, to successfully complete the studies.

Application process

Applicants are expected to submit their application in English or Swedish, which should include:

• A personal letter which states the reason for being interested in the position and in which ways the research project corresponds to your interests, experience and educational background
• A CV
• contact information for 2-3 reference persons. NOTE! Reference persons shall have been contacted in advance by the applicant and are expected to send a statement (letter of recommendation) to the head of department before the end of the application period.
• Master’s degree transcripts/diploma, and copy, or link, to master degree project
• Any other relevant documents (references, recommendation letter, transcript of records)

For further information, please contact

Subject representative Andrei Khrennikov, +46 470-708790, [email protected]

Head of Department Marcus Nilsson, +46 470-708115, [email protected]

Questions regarding the recruitment process are referred to HR-partner Emmy Andersson, +46 480-446108, [email protected]

Welcome with your application according to instructions at the latest, December 20, 2021

Linnaeus University has the ambition to utilize the qualities that an even gender distribution and diversity brings to the organization.

Please apply by clicking on the Apply button at the bottom of the ad. Applicants are requested to the application resolving CV, cover letter , a copy of a relevant essay , grades and certificates and other relevant documents. The applicant also requested to submit with their application a proposed research plan within the current area of research. All documents must be attached to digital in the application. The application and other documents shall be marked with the reference number. All documents cited must be received by the University no later than 24.00 (Local time in Sweden) on the closing day.

Contact person

URL to this pagehttps://lnu.se/en/meet-linnaeus-university/work-at-the-university/?rmpage=job&rmjob=6258&rmlang=UK