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PhD Student Position in Mathematical Statistics – KTH, Sweden, May 2022

Sweden

The Royal Institute of Technology invites applications for a Ph.D. student position in Mathematical Statistics for a project on advances in stochastic control theory and applications. The position is funded by the Swedish Research Council, Sweden – May 2022

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General Info

Position: PhD Position
No. of Positions: 1
Research Field: ,
Deadline to Apply: Expired
Joining Date: ASAP
Contract Period: 1 Year
Salary: According to standard norms

Workplace:
Department of Mathematics

KTH Royal Institute of Technology, Sweden

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Qualification Details

To be admitted to postgraduate education (Chapter 7, 39 § Swedish Higher Education Ordinance), the applicant must have basic eligibility in accordance with either of the following:

  • passed a second cycle degree (for example a master's degree),
  • completed course requirements of at least 240 higher education credits, of which at least 60 second-cycle higher education credits, or
  • acquired, in some other way within or outside the country, substantially equivalent knowledge

In addition to the above, there is also a mandatory requirement for English equivalent to English B/6, read more here

Selection

In order to succeed as a doctoral student at KTH you need to be goal oriented and persevering in your work. During the selection process, candidates will be assessed upon their ability to:

  • independently pursue his or her work
  • collaborate with others,
  • have a professional approach and
  • analyse and work with complex issues.

In addition to the traditional academic merits, a relevant degree project and international experience are regarded as advantageous qualifications. After the qualification requirements, great emphasis will be placed on personal qualities and personal suitability.

After the qualification requirements, great emphasis will be placed on personal competency.

Target degree: Doctoral degree

Responsibilities/Job Description

Project description

Third-cycle subject: Mathematical Statistics, specialization Stochastic Control Theory.

The problem to make optimal decisions under uncertainty can in many cases be handleded within the mathematical theory of optimal stochastic control. There exists today a powerful mathematical theory for such standard problems. But there are still many important nonstandard stochastic control situations which are beyong reach for these established techniques. Therefore, there is a need for new solution approaches, and this is the motivation for my project. For example, I want to develop solution methods for the optimal control for nonstandard systems such as stochastic partial differential equations with space dependence and memory, Volterra stochastic partial integral equations, systems with dynamics involving not just the value of the state in the coefficients, but also the history of its probability distribution and modelling neuro network via mea-field stochastic differential euqations.

These challenging optimal stochastic control problems are of fundamental importance because of their use in the modelling of optimal decisions within many applications, including population dynamics and epidemics, physics and finance. I will develop solution methods that can handle such systems by combining, and developing further, results from stochastic analysis, white noise theory, Hida-Malliavin calculus, functional analysis and deep learning.As demonstrated inmy research publications I have already obtained substantial results in this direction, but much work remains

You are expected to develop own ideas and communicate scientific results both orally and in writing.

Supervision: The doctoral student will be placed at the KTH Royal Institute of Technology and supervised by: Associate professor Nacira Agram

How to Apply?

Application Method: Online Application
Ref. No.: S-2022-0748

Application Procedure

Apply for the position and admission through KTH's recruitment system. It is the applicant’s responsibility to ensure that the application is complete in accordance with the instructions in the advertisement.

Applications must be received at the last closing date at midnight, CET/CEST (Central European Time/entral European Summer Time).

Applications must include the following elements:

  • CV including your relevant professional experience and knowledge.
  • Application letter with a brief description of why you want to pursue research studies, about what your academic interests are and how they relate to your previous studies and future goals. (Maximum 2 pages long)
  • Copies of diplomas and grades from previous university studies and certificates of fulfilled language requirements (see above). Translations into English or Swedish if the original document is not issued in one of these languages.Copies of originals must be certified.
  • Representative publications or technical reports. For longer documents, please provide a summary (abstract) and a web link to the full text.

About the Employer:

Note or Other details

Offer

Information regarding admission and employment

Only those admitted to postgraduate education may be employed as a doctoral student. The total length of employment may not be longer than what corresponds to full-time doctoral education in four years ' time. An employed doctoral student can, to a limited extent (maximum 20%), perform certain tasks within their role, e.g. training and administration. A new position as a doctoral student is for a maximum of one year, and then the employment may be renewed for a maximum of two years at a time.

Union representatives

You will find contact information for union representatives on KTH's website.

Doctoral section (Students’ union on KTH Royal Institute of Technology)

You will find contact information for doctoral section on the section's website.\

Other information

Striving towards gender equality, diversity and equal conditions is both a question of quality for KTH and a given part of our values.

For information about processing of personal data in the recruitment process please read here.

We firmly decline all contact with staffing and recruitment agencies and job ad salespersons.

Disclaimer: In case of discrepancy between the Swedish original and the English translation of the job announcement, the Swedish version takes precedence.

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Contact details

Nacira Agram, [email protected], 087906000

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