STOCHASTICA

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

Dan Crisan named Fellow of the Academy for the Mathematical Sciences.

We are delighted to share that Professor Dan Crisan (Imperial College London), a member of the STOCHASTICA network, has been appointed as one of the Founding Fellows of the Academy for the Mathematical Sciences! This distinction recognises outstanding contributions to the mathematical sciences and their impact across research, education, and society. We are proud to see a member of the STOCHASTICA community among this inaugural group, reflecting the strength and international standing of research in stochastic analysis.We are also pleased that Prof Dan Crisan will be a speaker at the STOCHASTICA Directions Workshop (April 2026), where he will contribute to discussions shaping the future scientific direction of the Action, alongside researchers from academia, industry, and the semi-state sector.Warm congratulations to Dan on this well-deserved recognition!

Read on acadmathsci.org.uk

27 Apr

26 Jan 2026

Registration open for STOCHASTICA Directions Workshop, April 27-29, 2026.

Registration is open for the STOCHASTICA Directions Workshop, 27–29 April 2026, University College Cork (UCC). The workshop will bring together researchers from academia, industry, and the semi-state sector to discuss potential research directions of mutual interest and benefit and to propose new problems in light of the first months of activity in the Action.

Call for applications: Conference Grants for Young Researchers and Innovators (YRIs)

Call for applications to the YRI Conference grant scheme are open from January 14. These grants support Action Participants under the age of 40 for their participation in high-level third-party conferences before October 16, 2026. YRI Conference grantees will receive support for attending and presenting their own work within the scope of the Action (oral or poster presentation) in a conference.

Dr Wei Pan (ECMWF), picture obtained within the STUOD programme: https://www.imperial.ac.uk/ocean-dynamics-synergy/

14 Jan 2026

Participate in our Graphics Competition

To highlight the creativity and diversity of research within the STOCHASTICA community, we are launching a STOCHASTICA Graphics Competition, open to all Action members. The competition invites participants to submit a visual output from their research, together with a short explanation of its scientific context and relevance, by April 2, 2026. Selected submissions will be showcased on the STOCHASTICA website and highlighted at upcoming Action events. Sample image provided by Dr Wei Pan (ECMWF), obtained within the STUOD programme.

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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.

Stochastic Differential Equations: Computation, Inference, ApplicationsCOST Action CA24104

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