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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

Call for applications: Dissemination Conference Grants

Call for applications to the Dissemination conference grant scheme are open from March 11. These grants support Action Participants making a conference presentation designed to significantly increase the visibility of the Action among potential stakeholders and those in the research community, and to attract additional participants to the network.  
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Dr Irene Tubikanec, MC member and EDI representative
08 Mar

STOCHASTICA marks International Women's Day

On International Women's Day (March 8, 2026), we highlight the voices of women in the STOCHASTICA Management Committee on our webpage. Our colleagues share personal perspectives on building a research path, navigating challenges in science, and creating supportive and inclusive research environments. These remind us that scientific progress is not only driven by ideas, but also by the communities that nurture them!  
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Dr Oana Lang, Science Communication Coordinator
11 Feb

STOCHASTICA marks the International Day of Girls and Women in Science

On the International Day of Girls and Women in Science (February 11, 2026), we highlight the voices of women in the STOCHASTICA Core Group on our webpage. Through their work in mathematics, computation, and applications, they help shape not only research directions, but also the communities we work in.  
Read on linkedin.com

Call for applications: Inclusiveness Target Country (ITC) Conference Grants

Call for applications to the ITC Conference grant scheme are open from February 11. These grants support Action Participants affiliated with an institution located in an Inclusiveness Target Country / Near Neighbour Country for their participation in high-level third-party conferences before October 16, 2026. ITC Conference grantees will receive support for attending and presenting their own work within the scope of the Action (oral presentation) in a conference.  
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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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