PhD and Postdoctoral Positions in Stochastic Analysis, SPDEs, and Macroeconomic Inequality Dynamics

Exciting opportunities are available for both postdoctoral researchers and PhD students to join a collaborative research project on Random Fields in Continuous-Time Overlapping Generations Models , focusing on the intersection of stochastic analysis, SPDEs, Malliavin calculus, macroeconomic dynamics, and inequality theory . The project is a joint effort between Umeå University (Sweden) and the University of Glasgow (UK), led by Professors Christian Ewald, Charles Nolan, Dr. Yihan Zou, and Associate Professor Kevin Kamm. Postdoctoral Position (Umeå University): This 2-year, full-time, tax-free scholarship is embedded in the Department of Mathematics and Mathematical Statistics at Umeå University. The successful candidate will work on developing unified stochastic frameworks for analyzing correlated shocks, wealth distributions, and macroeconomic dynamics using advanced mathematical tools such as SPDEs, Malliavin calculus, and infinite-dimensional control theory. The research environment is vibrant, with opportunities for collaboration in applied and theoretical mathematics, computational methods, and financial mathematics. The stipend is 750,000 SEK for two years, funded by Kempestiftelserna. The position starts on 1 September 2026 or by agreement. Applicants must have a recent doctoral degree in mathematics, applied mathematics, mathematical finance, quantitative economics, or a related field, and strong English skills. Experience in stochastic analysis, SPDEs, or related areas is highly valued. PhD Studentship (University of Glasgow): This ESRC-funded studentship (1 + 3.5 years) supports doctoral research on quantitative tools for analyzing inequality and macroeconomic dynamics via random fields. The project will combine theoretical modeling with empirical insights and policy relevance, including the calibration of models to UK data. The supervisory team includes Professors Ewald, Nolan, and Dr. Zou. Applicants should have a strong mathematical background and interest in stochastic analysis, SPDEs, and quantitative modeling. Details on stipend and tuition coverage are not specified. Research Topics: The project covers random fields and SPDEs in OLG models, Malliavin calculus, stochastic maximum principles, inequality dynamics, tail behavior of wealth distributions, and policy analysis (taxation, pensions, financial stability). The work is highly interdisciplinary, bridging mathematics, economics, and quantitative finance. Eligibility: Both positions require strong mathematical skills and a background in relevant fields. The postdoc requires a recent PhD; the PhD position requires a strong undergraduate or master's background. English proficiency is essential. The project encourages applications from diverse backgrounds and especially welcomes female applicants. Application Process: For the postdoc, submit your application via Umeå University’s Varbi system, including a cover letter, CV, degree certificates, thesis or summary, and references. For the PhD, apply via the University of Glasgow/SGSSS link. Deadlines: 31 March 2026 (postdoc). For more information, contact the supervisors or visit the provided links.