Laboratory of Stochastic Analysis and its Applications

Postdoctoral research positions. Deadline: April 1, 2015

International Laboratory of Stochastic Analysis and its Applications invites applications for postdoctoral research positions in the field of stochastic analysis.

The job involves:

• working under the direct supervision of Valentin Konakov, Enno Mammen and/or Stephane Menozzi;
• participants are encouraged to pursue their own research in parallel with working on LSA's research projects in three broad areas:

1. statistical inference in semi-/nonparametric models;
2. discretization of stochastic differential equations;
3. degenerate diffusions and Aronson-type two-sided bounds for transition densities;

• writing research papers for international peer-reviewed journals in co-authorship with the members of the Lab;
• some teaching as well as public presentations of candidate’s own research are also encouraged;
• participation in organization of the events and other contribution to the Lab’s development.

The Lab offers access to its databases and analytical software, as well as mathematical modeling, software development and data processing support.

Requirements:

• a PhD from an international research university in such fields mathematics as: probability theory, mathematical statistics, stochastic analysis;
• ability to work in a team,
• fluent English
• relevant experience is an asset although not required

General conditions for Post-Doctoral Research positions can be found here. Appointments will be normally made for one year.

Please apply via online application form and attach you CV and research statement. Two letters of recommendations should be sent directly to fellowship@hse.ru by April 1, 2015.

The HSE is a young, dynamic, fast-growing Russian research university providing unique research opportunities.