Random December 2013

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Saint-Flour 2014
by Marco Romito 02 Dec '13

02 Dec '13

FIRST ANNOUNCEMENT The 44th Saint-Flour Probability Summer School will be held in Saint-Flour on July 15-26, 2014. This year, the three courses will be Sourav Chatterjee: "Topics in concentration of measure and large deviations" Martin Hairer: "Regularity structures" Gregory Miermont: "Aspects of random maps" Further information can be found at http://math.univ-bpclermont.fr/stflour/ Online registration will open in February 2014. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Arnaud Guillin, Laurent Serlet ------------------------------------------------- For information about the Saint-Flour Probability Summer School http://math.univ-bpclermont.fr/stflour/ mailto:stflour@math.univ-bpclermont.fr

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Fwd: Postdoc position in Berlin (fwd)
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

----- Forwarded message from bank(a)math.tu-berlin.de ----- Date: Mon, 2 Dec 2013 13:56:52 +0100 From: Peter Bank <bank(a)math.tu-berlin.de> Subject: Postdoc position in Berlin To: Peter Bank <bank(a)math.tu-berlin.de> Dear colleague, I am writing to announce a vacancy of a Postdoctoral position for 30 months at TU Berlin in a project on ?Game Options and Markets with Frictions? run jointly with YanDolinsky, Peter Imkeller, and Yuri Kifer. This is a pure research position, ofcourse offering the possibility to teach a course should the successfulapplicant wish to broaden her/his teaching profile. Should you know a suitable candidate for this position (foreseen to be filledin March 2014), I would be grateful if you could forward the attached jobposting. Of course, I will be happy to answer any question an interested candidate mayhave. Thanks a lot for your help, Peter Bank ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Postdoc position in Oxford (fwd)
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

----- Forwarded message from jan.obloj(a)maths.ox.ac.uk ----- Date: Mon, 2 Dec 2013 15:05:04 +0000 From: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Subject: Postdoc position in Oxford To: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Dear Colleague, I am writing to let you know about a post-doc opening at Oxford. This is a 3 year research position to work with me on topics in Robust Financial Mathematics. More information can be found on: http://www.maths.ox.ac.uk/node/23802 and in the attached further particulars. The position is based in the Mathematical and Computational Finance Group at the Mathematical Institute but also comes with a membership of the Oxford-Man Institute. Successful candidate will have access to a generous travel allowance and other benefits. An opportunity (but no obligation) to do a limited amount of teaching will be offered. I would greatly appreciate if you could advertise this within your group and/or forward directly to any potential candidates. Thank you for your help best regards Jan _________________________ Jan Obloj Mathematical Institute St John's College and Oxford-Man Institute of Quantitative Finance University of Oxford MI, ROQ, Woodstock Road Oxford OX2 6GG +44 1865270124 ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Seminario
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

(scusandomi in anticipo per eventuali ripetizioni) ANNUNCIO DI SEMINARIO Il Prof. GEORGE YIN della Wayne State University di Detroit terra' il seguente seminario il lunedi' 9 dicembre alle ore 11.30 nella sala riunioni del VII piano, scala B, del Dipartimento di Matematica, via Trieste 63, Padova: Titolo: SWITCHING DIFFUSION SYSTEMS AND APPLICATIONS ABSTRACT: Numerous problems in control and optimization require the treatment of systems in which continuous dynamics and discrete events coexist. The discrete component is represented by a random jump process with a finite state space, and the continuous component is the solution of a stochastic differential equation. Seemingly similar to diffusions, the processes have a number of salient features distinctly different from diffusion processes. After providing motivational examples arising from wireless communications, identification, finance, singular perturbed Markovian systems, manufacturing, and consensus controls, we present necessary and sufficient conditions for the existence of unique invariant measure, stability, stabilization, and numerical solutions of control and game problems. Contatto: W. Runggaldier -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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