2026 STOCHASTICA Colloquium, August 2026
The 2026 STOCHASTICA Colloquium took place in the University of Niš, Serbia, over August 26-28, 2026.
The local organizer of the event is the Faculty of Sciences and Mathematics, University of Niš, Serbia.
This workshop will serve as a forum for researchers to discuss and further develop research directions established at the STOCHASTICA Directions Workshop, held at University College Cork over April 27–29, 2026.
The program included plenary scientific talks by invited speakers, poster presentations, and dedicated discussion sessions.
Programme
All times are Serbian Summer Time (GMT+2). Click on the title of any talk below to view abstracts.
Wednesday 26 August, 2026
| Time | Speaker/Event | Title |
|---|---|---|
| 09:00-09:40 | Registration and refreshments | |
| 09:40-10:00 | Welcome |
|
| 10:00-10:35 | Aleksandar Mijatovic | |
| 10:35-11:10 | Tomasz Klimsiak | |
| 11:10-11:30 | Coffee Break | |
| 11:30-12:05 | Petr Čoupek | Path regularity of solutions to SDEs with multiplicative fractional noise |
| 12:05-12:40 | Utku Erdogan | Numerical Simulation of Fractional-Noise SDEs for All Hurst Parameters via Wick-–Ito–-Skorohod Integration |
| 12:40-14:25 | Lunch | |
| 14:25-15:00 | Victoria Knopova | On a ''dynamic'' approximation of a Levy process and its application to Levy-driven SDEs |
| 15:00-15:35 | Giorgos Vasdekis | Skew-symmetric schemes for robust SDE sampling |
| 15:35-15:55 | Coffee Break | |
| 15:55-16:30 | Adrien Busnot Laurent | Intrinsic integrators for the weak and ergodic approximation of stochastic dynamics on manifolds |
| 16:30-17:05 | Erwin Luesink | Underdamped Langevin dynamics on the rotation group |
| 17:05-1900 | Photo & Poster session & reception with food & wine |
Thursday 27 August, 2026
| Time | Speaker/Event | Title |
|---|---|---|
| 09:00-11:30 | Social Event |
|
| 11:30-11:50 | Coffee Break |
|
| 11:50-12:25 | Mihály Kovács | A regularized truncated finite element method for a degenerate parabolic stochastic PDE on non-compact graphs |
| 12:25-13:00 | Katharina Klioba | |
| 13:00-14:45 | Lunch |
|
| 14:45-15:20 | Verena Schwartz | Approximation of the Levy-driven stochastic heat equation on the sphere |
| 15:20-15:55 | Abhishek Chaudhary | A higher order discretization for the stochastic Navier--Stokes |
| 15:55-16:15 | Coffee Break |
|
| 16:15-16:50 | Erika Hausenblas | Splitting scheme for stochastic evolution equations |
| 16:50-17:25 | Anne de Bouard | Finite volume schemes for the stochastic heat equation with transport noise |
| 17:25-17:45 | Coffee Break | |
| 17:45-18:20 | Oana Lang | |
| 18:20-18:55 | Geir-Arne Fuglstad | |
| 20:00- | DInner |
Friday 28 August, 2026
| Time | Speaker/Event | Title |
|---|---|---|
| 09:00-09:35 | Josef Teichmann | Path dependent modeling in Finance and Technology |
| 09:35-10:10 | Dušan Đorđević | Analytical approximations of solutions of SDEs by applying Taylor series |
| 10:10-10:45 | Irene Tubikanec | Splitting methods for stochastic Hodgkin-Huxley type systems |
| 10:45-11:05 | Coffee Break |
|
| 11:05-11:40 | Bojana Jovanović | |
| 11:40-12:15 | Kostiantyn Ralchenko |
|
| 12:15-12:30 | Closure |
|
| 14:00-17:00 | MC meeting with coffee break at 3 (Management Committee members only) | |
Funded by
This event 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.