Welcome to the Research Training Group (RTG) in Stochastic Analysis and Applications funded by
the Division of Mathematical Sciences (DMS) of the National Science Foundation (NSF) and Princeton University. The group includes four faculty
from the Department of Operations Research and Financial Engineering (ORFE) at Princeton University.
The focus of the group is stochastic analysis as it applies to a wide range of problems emanating
from areas as diverse as large scale stochastic networks, stochastic partial differential equations and market models,
rare events and extreme operational risk, dynamic risk management with risk measures, credit derivatives,
emissions markets and environmental finance, and other applications of financial mathematics.
Postdoctoral FellowshipsNone available presently.
There are a number of doctoral fellowships available for students interested in a Ph.D. in the ORFE Department at Princeton University, and research as part of the RTG on Stochastic Analysis & Applications. Applications are welcome from applicants with undergraduate degrees with a strong mathematical component. Further details and information about application procedures can be found here. NSF requires RTG fellowship recipients to be US citizens or permanent residents.