Sonja Cox

Associate professor

Korteweg-de Vries Institute for Mathematics (UvA)

Contact

Postal address

POSTBUS 94248

1090 GE Amsterdam

Office address

Science Park 105, Room 3.36

Office telephone

020 525 8478

E-mail address

s.g.cox@uva.nl

See also my page in the UvA directory.

(Photo: Maartje Meesterberends)

News

Research

My research focusses on numerical methods for stochastic (partial) differential equations (SPDEs). In that context I am also interested in regularity of solutions to SPDEs, and stochastic calculus in infinite-dimensional (Banach) spaces. Recently I have started looking into stochastic differential equations in manifolds. I am in the stochastics group of the Korteweg-de Vries Instituut of the University of Amsterdam.

See also my Google Scholar page or my orchid page.

Current and former PhD students and post-docs

Teaching

• Linear Algebra (1st semester BSc)
• Probability Theory (1st semester BSc)
• Mathematics for Chemical Sciences (1st semester BSc)
• Measure Theoretic Probability (1st semester MSc)
• Advanced topics in Stochastic Analysis (BSDEs and Malliavin calculus) (2nd/3rd semester MSc)
• Stochastic Integration (2nd semester MSc)
• Stochastic Partial Differential Equations (3rd semester MSc)

Brief CV