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.
The group's training program includes three components:
- Postdoctoral Training
- Ph.D. Student Training
- Undergraduate Summer Internships
Available Postdoctoral Fellowships
None presently available.
Available Ph.D. Fellowships
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 under Fellowship Opportunities. NSF requires RTG fellowship recipients to be US citizens or permanent residents.