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STOCHASTICA - CA24104 - Stochastic Differential Equations: Computation, Inference, Applications

Stochastic Differential Equations: Computation, Inference, ApplicationsCOST Action CA24104

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STOCHASTICA


Stochastic Differential Equations: Computation, Inference, Applications

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.

See our calendar of events for Grant Period 2 (November 2026 - October 2027).

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 >>

Latest News and Announcements

Professor Lucian Beznea, Director of the Simion Stoilow Institute of Mathematics of the Romanian Academy

Professor Lucian Beznea appointed Chevalier de l'Ordre des Palmes académiques.

We are delighted to share that Professor Lucian Beznea, a member of the STOCHASTICA network and Director of the Simion Stoilow Institute of Mathematics of the Romanian Academy, has been appointed Chevalier de l'Ordre des Palmes académiques by the French Republic. This distinction recognises his longstanding commitment to academic Francophonie, his contribution to Franco-Romanian academic cooperation, and his efforts to strengthen scientific and cultural ties between the two countries. The Ordre des Palmes académiques is one of France's historic distinctions, recognising contributions to education, academia and the promotion of knowledge. Warm congratulations to Professor Beznea on this wonderful recognition!
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Professor Giulia di Nunno, University of Oslo

STOCHASTICA Voices highlights stakeholders

Our recent Industry Consultation Report highlighted the need for stochastic methods that combine  mathematical rigour with practical usability, and for stakeholders to help define future research priorities. With STOCHASTICA Stakeholder Voices, we give space to the people behind this dialogue. We begin with Prof. Giulia Di Nunno (University of Oslo) and Dr Katie O’Brien (Health Protection Surveillance Centre, Ireland), sharing their perspectives on connecting stochastic research with practical challenges.
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Call for applications: Short-Term Scientific Missions

A call for applications to the Short-Term Scientific Mission grant scheme is 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. Update: the next assessment panel meets on September 29. Apply by 5pm GMT on September 28 to be considered.  
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14 Sep 2026

STOCHASTICA Industry Consultation Report

STOCHASTICA has brought together stakeholders from academia, industry, research, and government to discuss stochastic modelling applications in fields like climate science, epidemiology, machine learning, and finance.
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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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