Link to KdVI


Sonja Cox

Associate professor

Korteweg-de Vries Institute for Mathematics (UvA)


Postal address


1090 GE Amsterdam

Office address

Science Park 105, Room 3.36

Office telephone

020 525 8478

E-mail address

See also my page in the UvA directory.

Sonja Cox

(Photo: Maartje Meesterberends)

Brief CV


Januari 2024: the stochastics seminar is back! See here for more information.
September 2023: welcoming Gergely Bodo as a post-doc, as well as Thijs Maessen and Roy Schieven as PhD students (Thijs is on a joint project with Asma Khedher).
May 15-17 2023: co-organising NASPDE conference at EURANDOM
Dec. 8th 2022: co-hosting Miniworkshop in Stochatic Analysis
Dec. 7th 2022: Sven Karbach (co-supervised with Asma Khedher) defended his PhD thesis.


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. 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.


Over the years, I have taught various courses, including
  • 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

May 2023 -- present: associate professor, KdVI, University of Amsterdam
Sept. 2014 -- April 2023: assistant professor, KdVI, University of Amsterdam
Sept. 2012 -- Aug. 2014: post-doc, ETH Zurich, with Arnulf Jentzen.
March 2012 -- Aug. 2012: post-doc, University of Innsbruck, with Stefan Geiss and Christel Geiss.
Sept. 2007 -- Feb. 2012: PhD student, TU Delft, promotor: Jan van Neerven.
Dec. 2006: MSc Applied Mathematics, TU Delft.
Oct. 2005: BSc Technical Mathematics, TU Delft.
1995 -- 2001: VWO (Dutch secondary school), Rijnlands Lyceum Wassenaar