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STOCHASTICA


Stochastic Differential Equations: Computation, Inference, Applications

About STOCHASTICA

We are a pan-European network of researchers working under the umbrella of Computational Stochastics. As an EU-funded COST Action, STOCHASTICA brings together applied modellers, theoretical mathematicians, numerical analysts, and statisticians with the goal of making practical and general-purpose tools that empower non-specialist experts to make appropriate and routine use of stochastic differential equation (SDE) models.

Starting November 1, 2025, the Action supports scientific networking by organising workshops, training schools, a virtual seminar series, and providing grants to its members for conference travel and short-term scientific missions to other countries.

Find out more about the Action >>

We particularly encourage stakeholders in industry and academia who wish to apply SDE models to get involved from an early stage. Please contact Prof Gabriel Lord to express your interest, and apply for one of our working groups.

The Grant Holder Institution is University College Cork.

Find out more about the Grant Holder >>

Latest News and Announcements

Charles Edouard Bréhier receives the 2025 Blaise-Pascal Prize.

We are delighted to congratulate Charles-Edouard Bréhier, member of the STOCHASTICA leadership team, on receiving the prestigious 2025 Blaise-Pascal Prize of the Académie des Sciences. This award recognises his outstanding contributions to the analysis and numerical simulation of complex stochastic systems, as well as his pioneering work on algorithms for rare-event quantification. We are proud to have Charles-Edouard as part of STOCHASTICA and celebrate this well-deserved recognition! Photo credit: Académie des sciences – Mathieu Baumer.  
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Researchers from 15 countries across Europe gathered at the COST Association headquarters in Brussels on September 26 to kick off COST Action STOCHASTICA.
26 Sep 2025

First meeting of the Action management committee

Researchers from 15 countries across Europe gathered at the COST Association headquarters in Brussels on September 26 to kick off COST Action STOCHASTICA. This first meeting of the management committee was focused on planning for the first year of the Action. The Action management structure was discussed and approved. Leadership positions were filled by election, and a draft Work and Budget Plan for Year 1 proposed. 
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Young researchers and innovators gather at COST Association headquarters for the COST Academy Leadership Workshop
07 Sep 2025

Young STOCHASTICA researchers join COST Leadership Academy

Three STOCHASTICA members - Pawel Morkisz, Şahin Işik, and Oana Lang  - participated in the Leadership Workshop organised by the COST Academy and held on 5 September 2025 at the COST premises in Brussels. Bringing together a diverse group of emerging researchers from across Europe, the event offered an inspiring environment to explore the multifaceted challenges of leadership and to navigate the strategic and collaborative dimension of a COST Action. Guided by Dr. Ronald de Bruin, Director of the COST Association, and featuring insightful testimonies from experienced network leaders, participants actively engaged in practical individual and group leadership exercises. The workshop contributed to participants’ development as emerging leaders, with several now taking on expanded roles within STOCHASTICA.
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Funded by

This website is based upon work from COST Action Stochastica CA24104, supported by COST (European Cooperation in Science and Technology).

COST (European Cooperation in Science and Technology) is a funding agency for research and innovation networks. Our Actions help connect research initiatives across Europe and enable scientists to grow their ideas by sharing them with  their peers. This boosts their research, career and innovation.

STOCHASTICA

CA24104 - Stochastic Differential Equations: Computation, Inference, Applications

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