Probability, Stochastic Analysis and Applications

The ICTI program in Applied Mathematics offers postdoctoral training in Probability, Stochastic Analysis and Applications, which provides opportunities for research experiences, including interdisciplinary research in connection with other departments and programs, participation in international research programs and networks, active engagement in scientific life of the hosting center or institution, which includes participation in working groups, weekly organized seminars, and other activities.

Krauss Camp details
Carnegie Mellon University.

Postdoctoral training will be conducted at CMU during the first year and at the Mathematics Departments of three Portuguese institutions: Faculdade de Ciências / Universidade de Lisboa, Faculdade de Ciências e Tecnologia / Universidade Nova de Lisboa, Instituto Superior Técnico / Universidade Técnica de Lisboa during the second (and possibly third) year.

It is expected that at the end of the postdoctoral experience, each postdoctoral fellow will have a well-defined independent research program, well-developed communication skills, a broad perspective of his or her field, the know-how to seek individual grant support, and the ability to mentor.

In the initial period and until they choose mentors, postdoctoral fellows will be guided by a pre-assigned a CMU/Portuguese pair of Pro Tem (temporary) mentors. 

During their stay at CMU, Postdoctoral Fellows in Probability, Stochastic Analysis and Applications are expected to participate in:

  • Weekly Probability Seminars
  • Special Seminars in Probability in Science and Industry
  • Graduate and Postdoctoral Advanced Topics Courses: There will be at least 3 courses offered in each academic year.
  • Working Groups: There are several working groups involving faculty, postdoctoral fellows and graduate students.
  • Workshops and Conferences

In addition, postdoctoral fellows will be encouraged and (partially) funded to participate in workshops, conferences, and summer schools in the US and abroad.

Postdoctoral fellows will be required to complete an annual report detailing their research and educational activities.

During their stay in Portugal, Postdoctoral Fellows in Probability, Stochastic Analysis and Applications are expected to participate in the activities of the Centro de Análise Matemática Geometria e Sistemas Dinâmicos CAMGSD, Centro de Matemática e Aplicações Fundamentais CMAF, Grupo de Física Matemática GFM, Centro de Matemática e Aplicações CEMAT or Centro de Matemática e Aplicações CMA, which include weekly seminars, workshops and conferences.

The ICTI Program in Applied Mathematics with an emphasis on Probability, Stochastic Analysis and their Applications does not offer a training in Mathematical Finance or Computational Finance.

Apply on-line >>
Application details >>