PhD dissertation different from master thesis

I understand that it's possible, thankfully, to have your dissertation in a different topic from your master's thesis, but what problems might I run into?

Background on me:

I am finishing up my master's in mathematical finance and now plan to pursue a PhD with my dissertation being in stochastic analysis/calculus, a branch of mathematics used in finance and physics.

My background on stochastic analysis:

I have had 3 classes related to stochastic analysis and 2 classes applying the concepts.

My thesis has extremely little relevance to stochastic analysis. I recall one time where I was about to use a theorem in stochastic analysis but later decided against it.