Stochastic Analysis in Interaction

The IRTG 2544 „Stochastic Analysis in Interaction“ is a DFG-funded research initiative of the Berlin universities (FU, HU, and TU Berlin) and the Weierstrass Institute with the University of Oxford. It is a certified unit of the Berlin Mathematical School (BMS), the graduate school in mathematics run jointly by FU, HU and TU Berlin. Through the BMS it is also part of the Berlin Mathematics Research Center Math+.


The IRTG’s vision and mission is to train a new generation of researchers in the vibrant field of stochastic analysis that presents formidable theoretical challenges in its mathematical foundations and that breaths and grows through its applications. The fields of applications of particular interest to the 25 researchers from Berlin and Oxford are

•           Mathematical Finance
•           Natural Sciences
•           Statistics and Machine Learning

The PhD students will visit the University of Oxford for six months as a compulsory part of their graduate studies in order to work with professors and researchers of the British partner institution. Joint supervision is intended. In addition, there will be regular (joint) research seminars, summer schools, workshops, and conferences that allow PhD students to deepen their knowledge and present their research.

Deadlines: There are regular calls for application until all the positions are filled: Please check the website for regular updates.

The current deadline to apply for 5 PhD positions is 10 August 2020.
More information can be found here:

Places: 13 PhD student positions

Scholarships: The positions are fully funded for 3 years with no teaching duties and salaries according to 75% of full-time hours TVL E-13 (Berlin pay grades for public servants).

Contact Information

Prof. Dr. Peter Bank (Berlin), Prof. Dr. Terry Lyons (Oxford)
+49 30 314 22816
Tom Klose
+49 (0)30 314 28620
Regular calls on the website; recent deadline: 10 Aug 20
13 PhD student positions
Fully funded, 75% TVL E-13, 3 years, no teaching duties
Technische Universität Berlin