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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.

The Grant Holder Institution is University College Cork.

Find out more about the Grant Holder >>

Latest News and Announcements

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.  
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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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Charles Edouard Bréhier receives the 2025 Blaise-Pascal Prize.

We are delighted to congratulate Charles-Edouard Bréhier, member of the STOCHASTICA leadership team, on receiving the prestigious 2025 Blaise-Pascal Prize of the Académie des Sciences. This award recognises his outstanding contributions to the analysis and numerical simulation of complex stochastic systems, as well as his pioneering work on algorithms for rare-event quantification. We are proud to have Charles-Edouard as part of STOCHASTICA and celebrate this well-deserved recognition! Photo credit: Académie des sciences – Mathieu Baumer.  
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Researchers from 15 countries across Europe gathered at the COST Association headquarters in Brussels on September 26 to kick off COST Action STOCHASTICA.
26 Sep 2025

First meeting of the Action management committee

Researchers from 15 countries across Europe gathered at the COST Association headquarters in Brussels on September 26 to kick off COST Action STOCHASTICA. This first meeting of the management committee was focused on planning for the first year of the Action. The Action management structure was discussed and approved. Leadership positions were filled by election, and a draft Work and Budget Plan for Year 1 proposed. 
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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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