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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.

In the banner photo above, Action members gather at University College Cork for the STOCHASTICA Directions Workshop, April 27-29, 2026.

Find out more about the Grant Holder >>

Latest News and Announcements

29 Apr 2026

Graphics Competition - Winners Announced

We are delighted to celebrate the winners of our Graphics Competition, showcasing the beauty of stochastic science through visualisation:First place (pictured) — Erwin Luesink (University of Amsterdam)A striking visualisation of stochastic dynamics on Lie groups, capturing trajectories of kinetic Langevin processes on curved spaces — where geometry and randomness intertwine. Second place — Carlos Escudero (UNED, Madrid)A powerful illustration of stochastic radial growth, revealing how randomness alone can shape structure and drive pattern formation in evolving systems. These works beautifully highlight how complex mathematical ideas can be made visible, offering new intuition into stochastic phenomena.Congratulations to our winners — and thank you to all participants for an inspiring collection of submissions!
Read on linkedin.com

Call for applications: Short-Term Scientific Missions

Call for applications to the Short-Term Scientific Mission grant scheme are open from April 8. STSMs support short research visits that strengthen collaboration within the Action, promote knowledge exchange, and generate concrete scientific outcomes aligned with the objectives of STOCHASTICA.  
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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!  
Read on linkedin.com

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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