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 2014 will take place in Coventry, 10-12 September

Venue: University of Warwick

Organizers: Gareth Roberts, Murray Pollock, Michael Sørensen

For registration and more information go to the workshop homepage

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Past DYNSTOCH Events




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 this web page and follow the instructions.



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 March 19, 2014.