I'm currently pursuing my master's in statistics with probability specialisation. I am interested in stochastic calculus and want to apply for a PhD in math. My first year of master's includes a lot of stats courses. The second year is when I get to choose courses related to stochastic calculus.
The problem I have is I don't think I can do projects until the third semester. There are a couple of reasons for this:
- There is no semester break and professors don't want to give a project during the semester
- Most of the summer programmes are cancelled in my country.
I have excellent grades in my undergraduate and in master's so far. I have done two basic projects in my undergrad and one reading project under a professor in my master's. I have good letters of recommendations.
Do I have any chance of getting into math PhD programs in the US? What can I do to strengthen my application?
Courses I have taken in my undergrad: (grade - course contents)
Three analysis courses - got all As (real, multivariate, metric spaces)
Three Algebra courses - B in ring theory and A's in others (Linear algebra, group theory and ring theory)
Complex Analysis course - got an A
Topology (Till quotient topology in munkres) - got B
Complex Analysis - got an A
Differential Equations (existence, uniqueness, rectification etc.) - got an A
Calculus (Tensors and differential forms) - got an A
Two stochastic processes courses (Discrete and continous-time chains) - got A in both
Optimisation and game theory - A's in both
Courses taken in Master's: (marks are given instead of a grade)
- Analysis - I ( scored 95/100), Probability (scored 90/100) + Bunch of statistics courses
- Measure theoretic Probability, Analysis - II (taking them currently) + Bunch of statistics courses
Courses I plan to take:
- Functional Analysis
- Martingale theory
- Ergodic theory
- Brownian motion and diffusions
- Markov Processes and Martingale Problems
- Advanced functional analysis / PDEs
- Theory of large deviations