It's pretty common that European universities ask for a Research Statement when applying to a PhD program. The problem is that at my current university where I did my undergraduate and where I'm currently in a masters degree program, I haven't had any research experience at all. My adviser told me that I should wait until enrolled in a PhD program to start worrying about doing research. (My B.Sc. is in physics and I want to work in mathematics - hence the M.S. in math - so he told me I should work on having a solid basis in maths first.)
I'm pretty sure I know in which area I want to focus my future work, but I haven't worked substantially in that area (it's quite advanced) and I'm far from being able to contribute academically to this area.
How should I formulate my Research Statement on my PhD application?