It is our pleasure to host the First SDE - Stochastic Days Encounters: Stochastic Differential Equations and Statistics in beautiful Lisbon, Portugal, from May 25 to 26, 2023.

The primary goal of this event is to bring together researchers in some of the most active and promising areas of research in Stochastic Differential Equations and Statistics, to exchange ideas and to foster future collaborations. Another important goal is to expose academics, young researchers, and post-graduate students to the most recent developments in the above active areas.

The meeting will cover a broad range of topics, including theoretical and applied contributions in:

  • Stochastic Differential Equations

  • Stochastic Models

  • Statistics

  • Stochastic Optimal Control

  • Numerical methods

  • Applications

Invited Speakers

Wenceslao González Manteiga, Universidade de Santiago de Compostela, Spain
Talk: Statistical Inference in models based on stochastic differential equations with applications in finance


Michael Grinfeld, University of Strathclyde, United Kingdom
Talk: An SDE fluid model of hysteresis


João M. Guerra, Universidade de Lisboa, Portugal
Short course: Rough volatility models


José Carlos Dias, Instituto Universitário de Lisboa, Portugal
Talk: Caps, floors and collars contractual agreements and optimal investment decisions


Carlos A. Braumann, Universidade de Évora, Portugal
Talk: Stochastic differential equation models of individual growth with application to optimization in cattle raising


Paula Patrício, Universidade Nova de Lisboa, Portugal
Talk: Mathematical models in epidemiology - the role of human behaviour


Alexandra Silva and Laura Wise, Instituto Português do Mar e da Atmosfera, Portugal
Talk: Modelling fish population dynamics and fishing strategies to provide advice for fisheries management



Registration fee includes the access to the sessions, conference bag and material, coffee breaks, lunches and dinner on May 25.

Type of registration Early rate (by 28/04/2023) Standard rate
General EUR 200 EUR 300
Student\(^*\) EUR 50 EUR 100

\(^*\)Undergraduate, Master, and PhD students status accreditation will be required. Please send a letter from your supervisor confirming your student status to sde2023@iseg.ulisboa.pt.


  • Description: First SDE and your name

  • Receiver Name: CEMAPRE

  • Receiver Address: Rua do Quelhas 6, 1200-781 Lisboa, Portugal

  • Bank: Caixa Geral de Depósitos

  • Bank Address: SANTOS – Avenida Dom Carlos I, 60-A 1200 - 649 LISBOA, Portugal

  • IBAN: PT50 0035 0371 00001934730 89


Submission of abstracts

Use this file as a template for writing your abstract and follow the instructions given in the file. Please attach and send the TEX and PDF files of your abstract to .

Important dates and deadlines are:

  • Contributed abstract submission: 31/03/2023 10/04/2023

  • Acceptance decision: 15/04/2023 17/04/2023

  • Submission of full papers (optional): 31/12/2023

Registration form

To register and pay for the event, please fill in the registration form.



Event poster

Important dates

  • Contributed abstract submission: 31/03/2023 10/04/2023

  • Acceptance decision: 15/04/2023 17/04/2023

  • Early rate registration fee: 25/04/2023 28/04/2023

  • Submission of full papers (optional): 31/12/2023



The workshop takes place at the ISEG – Lisbon School of Economics and Management. The main address is Rua do Quelhas, 6, 1200-781 Lisbon. All rooms are located in the Quelhas 6 building, also known as the Convento das Inglesinhas, a 17th century building overlooking the rest of the campus [lat. N38o42’35.734”, long. W9o09’27.184”].

Participants without mobility problems are advised to use the main entrance at Rua das Francesinhas [lat. N38o42’37.588”, long. W9o09’17.129”], by the Francesinhas 2 building, and climb the outdoor stairs, on the left-hand side, to Quelhas 6. Participants with mobility problems may use either the car-park entrance at Rua Miguel Lupi [lat. N38o42’39.229”, long. W9o09’21.672”] or the one at Rua do Quelhas [lat. N38o42’34.607”, long. W9o09’20.671”].

Founded in 1911, ISEG is a research-oriented institution, whose mission is to instruct capable business and economics students and to train the most skilled managers and mathematicians, providing each with cutting edge knowledge in the corresponding areas of interest. ISEG is one of the top prestigious and experienced business and economics schools based in Portugal, one of the three top-ranked providers in these fields of education at undergraduate, graduate and executive training levels.

ISEG distinguishes itself from its competition through a clear focus on top quality research and teaching, and through an intense relationship with the most important public and private Portuguese Institutions and Corporations as well as with the development of long-term relationships between ISEG and its alumni. Its facilities were totally renovated recently providing a top-quality and stimulating academic environment to the personal and professional development of future managers and economists.

ISEG is located in the city centre just next to the Portuguese Parliament and facing the Tejo river. It is also in walking distance of The National Museum of Ancient Art, the bearer of the most important collection of arts in Portugal.


How to get from the Airport to the City

Lisbon’s main airport is 10 km (6 mi) from the conference venue at ISEG - Lisbon School of Economics & Management, Universidade de Lisboa.

You may take the Metro (subway). The Airport station is on the red line, taking you to Saldanha station in just 15 minutes and to the city center Baixa-Chiado station (a change of line is needed) in about 25 minutes. You can buy the one-way ticket for 1.50 euros or the daily pass for 6 euros, allowing you to use the Metro, buses, trams, funiculars, elevator and trains). Both types of ticket are issued on rechargeable cards so do not throw them away.

The Metro stations closest to ISEG are either Rato (yellow line) or Cais do Sodré (green line). Then, you may prefer a nice 20 minute walk or to catch a bus. At Rato you have either 706 (heading towards Cais do Sodré) or 727 and at Cais do Sodré you have 706 (heading towards Est. Sta. Apolónia). In any case, you should leave the bus at the Assembleia da República (the Parliament) stop.

Alternatively, you may get a taxi into the city center. The journey takes about 20 minutes. All of the taxis have digital meters and must run them. The cost of getting from the airport to the (city center) is about 15 – 20 euros daytime. Most taxis do not accept credit cards. It is not necessary to tip taxi drivers. You can queue for taxis outside the arrivals exit. Transportation with Uber, Bolt and Free Now are also available in the city.

The Santos train station, on the Lisbon-Cascais suburban line, is only a 10 minute walking away from ISEG. The 706 bus also stops there on its way from Cais do Sodré to Assembleia da República.

Tips on Travel

Visa: Non EU citizens and citizens from countries without VISA waive must require a VISA to come to Lisbon.

Money: The currency used in Portugal is Euro. Portugal has an extensive network of ATM machines and most restaurants, hotels, shops and museums accept credit cards.

Electricity: The electrical current in Portugal is 220 volts, 50 cycles alternating current (AC); wall outlets take Continental-type plugs round prongs.


Participants are responsible for their travel and accommodation arrangements. The enrollment fee does not cover accommodation. Please make your reservations as soon as possible. A complete list of hotels can be found at Lisbon Official Tourism Website.

Besides a vast array of opportunities on AirBnB, and a large number of hostels, the following is a list of hotels conference participants have used in the past. The closest areas to the conference site are Santos, Estrela, Lapa, Príncipe Real, Chiado, Bairro Alto, and Cais do Sodré.

Lisbon is the capital and largest city of Portugal. It is also the seat of the district of Lisbon and capital of the Lisbon region. Its municipality has a population of 564,477 in 84.8 km2, while the Lisbon Metropolitan Area in total has around 2.8 million inhabitants. Due to its economic output, standard of living, and market size, the Grande Lisboa (Greater Lisbon) subregion is considered the second most important financial and economic center of the Iberian Peninsula. The Lisbon region is the wealthiest region in Portugal and it is well above the European Union’s GDP per capita average – it produces 45% of the Portuguese GDP. It is also the political center of the country, as seat of government and residence of the Head of State.

Lisbon was under Roman rule from 205 BC, when it was already a 1000 year old town. Julius Caesar made it a municipium called Felicitas Julia, adding to the name Olissipo. Ruled by a series of Germanic tribes from the 5th century, it was captured by Moors in the 8th century. In 1147, the Crusaders under Afonso Henriques reconquered the city for the Christians and since then it has been a major political, economic and cultural center of Portugal. Unlike most capital cities, Lisbon’s status as the capital of Portugal has never been granted or confirmed officially – by statute or in written form. Its position as the capital has formed through constitutional convention, making its position as de facto capital a part of the Constitution of Portugal.

Lisbon hosts two agencies of the European Union, namely, the European Monitoring Centre for Drugs and Drug Addiction (EMCDDA) and the European Maritime Safety Agency (EMSA). The Community of Portuguese Language Countries (CPLP), is also headquartered in Lisbon.

The municipal holiday is June 13, St. Anthony’s Day.


All speakers are invited to submit a paper for publication in a Special Issue of:

\[~\] Tentative deadline for submissions is December 31, 2023. All papers will undergo a peer-review process.


This event has been partially funded by Fundação para a Ciência e a Tecnologia (FCT), through national funds within the Projects CEMAPRE/REM - UIDB/05069/2020 and EXPL/EGEIND/0351/2021.


Rua do Quelhas 6, 1200-781 Lisboa, Portugal


First SDE - Stochastic Days Encounters © 2023. All rights reserved.