DYNSTOCH

STATISTICAL METHODS FOR DYNAMICAL STOCHASTIC MODELS


In the period 2000 - 2004, Dynstoch was a research training network under the programme Improving Human Potential financed by the The Fifth Framework Programme of the European Commission. The research activities continue, and the network has been continued and expanded without EU funding. The web-site and the newsletter continue, and every year an annual workshop is held. Keep yourself informed about the activities by joining the DYNSTOCH mailing list.

Scientific Co-ordinator: Michael Sørensen

The Annual DYNSTOCH Workshop:


The DYNSTOCH workshop in 2022 will take place in Paris in the days 29 June - 1 July 2022


Venue: Institut Henri Poincaré, Amphithéatre Hermite

Organizers: Emmanuelle Clement, Arnaud Gloter and Maud Delattre

More information, please go to the workshop homepage.


Abstract Submission: Abstracts for all proposed contributions must be uploaded at https://dynstoch-2022.mathnum.inrae.fr/authors
in LaTeX format using the template provided for download. The deadline for submissions is March, 15, 2022.

Registration: Registration is now open and available until April 15, 2022 at https://dynstoch-2022.mathnum.inrae.fr/registration

Accomodation: We do not have pre-booked hotel for the conference. As beginning of July is usually a period with high touristic activity,
it might be difficult to find an hotel in Paris at the last time. We recommend the participants to book their hotels as soon as possible for them.


Restrictions due to covid: At the present time (February 2022), the access to a public conference requires the possession of vaccinal pass,
see https://www.diplomatie.gouv.fr/en/coming-to-france/coming-to-france-your-covid-19-questions-answered/

We hope that the sanitary situation will improve by June and that most of the participants will be able to come in Paris.
However, we plan to organise the meeting in a hybrid way to allow online participation.






Past DYNSTOCH Events



A list of past DYNSTOCH workshops

The list includes the workshops of the previous EU research network, Statistical Inference for Stochastic processes, out of which the Dynstoch network grew.center>

The DYNSTOCH mailing list and newsletter:

You can be kept informed about the activities of the network by joining the DYNSTOCH mailing list. The subscribers receive the DYNSTOCH Newsletter from time to time.

To subscribe or unsubscribe to the mailing list, please go to https://lists.ku.dk, find sci-math-dynstoch on the list, click the link and follow the instructions. You can also subscribe by sending an email to sci-math-dynstoch-join@list.ku.dk (no text or subject needed). You can similarly unsubscribe by sending an empty email to sci-math-dynstoch-leave@list.ku.dk


Research:

In many fields complex dynamical stochastic models are needed to describe processes that develop in time and/or space in a random way, usually with temporal or spatial interactions that are important for a proper understanding of the phenomenon under study and for making predictions about the system. A few concrete examples of such stochastic processes are: Interest rates, turbulent flows, communication in networks of neurons, and protein folding.

The high speed of present day computers has made use of complex stochastic models feasible, and at the same time, the important developments that have taken place in probability theory, in particular in the area of stochastic calculus, have only to a limited extent been used by statisticians to develop statistical methods for stochastic processes.

The principal aim of the DYNSTOCH network is to make a major contribution to the statistical theory and methodology for stochastic processes by taking advantage of the tools of modern probability theory including stochastic calculus and by using highly computer-intensive methods. This is partly done by modelling and statistical data analysis in a number of subject areas including neuro science, physiology, biology, turbulence (wind energy) and finance.



The Original DYNSTOCH Teams:

The original DYNSTOCH network had the following 9 teams. The names in the parentheses are the scientists in charge of the teams.

Copenhagen Team (Michael Sørensen), Amsterdam Team (Peter Spreij), Berlin Team (Uwe Küchler), Cartagena Team (Mathieu Kessler), Freiburg Team (Ernst Eberlein), Helsinki Team (Esko Valkeila, deceased), London Team (Valerie Isham), Padua Team (Andrea Gombani), and Paris Team (Jean Jacod).



Young Researchers:

Here is a list of the young researchers who were employed under the Dynstoch contract in 2000 - 2004.



This page was last updated on August 11, 2021.