Stochastic Differential Equations: Computation, Inference, ApplicationsCOST Action CA24104

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.

A report on a consultation of stakeholders conducted in the first year of the Action is available:STOCHASTICA: Industry Consultation Report.

In the banner photo above, Action members gather at University College Cork in Ireland for the STOCHASTICA Directions Workshop, April 27-29, 2026, and again at the University of Niš in Serbia for the 2026 STOCHASTICA Colloquium, August  26-28, 2026.

Find out more about the Grant Holder >>