April 2019 - Random - Mailing list — Dipartimento di Matematica, UniPI

Assistant/Associate Professor position in Analysis (including Stochastic Analysis) at DCU
by Paolo Guasoni 11 Apr '19

11 Apr '19

Dear Colleague, Dublin City University has an Assistant/Associate Professor (permanent) position in Analysis (including Stochastic Analysis): https://www.dcu.ie/sites/default/files/hr/bc1205_assistant-associate_profes… The closing date for the application is May 6th, 2019. With best regards, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://www4.dcu.ie/iss/seanadh-riomhphoist.shtml>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://www4.dcu.ie/iss/email-disclaimer.shtml>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DublinCityUni> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Corso RINOTT
by Matteo Ruggiero 11 Apr '19

11 Apr '19

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino https://www.master-sds.unito.it/ siamo lieti di annunciare il seguente corso: ------------------------------------------------ Yosef Rinott (Hebrew University of Jerusalem, Israel and LUISS, Italy) LEVY PROCESSES ------------------------------------------------ Il corso è rivolto agli studenti del primo anno della LM in in Stochastics and Data Science ma la partecipazione è aperta a tutti gli interessati. Il corso si terrà nell’aula 12 al terzo piano di Corso Unione Sovietica 218/bis, 10134, Torino, secondo il seguente calendario: 2 maggio: 9:15-11:15 7 maggio: 16:00-18:00 8 maggio: 14:00-16:00 10 maggio: 9:15-11:15 14 maggio: 16:00-18:00 15 maggio: 14:00-16:00 17 maggio: 9:15-11:15 21 maggio: 16:00-18:00 Il programma completo di Visiting Professors è consultabile alla pagina https://www.master-sds.unito.it/do/home.pl/View?doc=visitingprofessors.html Questa iniziativa è supportata da Fondazione CRT, Torino e dalla "de Castro" Statistics Initiative del Collegio Carlo Alberto (www.carloalberto.org/stats). Cordiali saluti, I coordinatori del Corso di Studi Laura Sacerdote e Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Special session 'Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences' AMASES Annual Conference, Perugia September 9-11, 2019
by Fabrizio Lillo 11 Apr '19

11 Apr '19

Dear Colleagues, a special sessions’ stream entitled Networks, Big Data, and Artificial Intelligence in Economics, Finance, and Social Sciences will take place during the AMASES Annual Conference, which will be held in Perugia on September 9-11, 2019 (http://amases2019.unipg.it). The special sessions’ stream focuses on the emerging multidisciplinary study of the interconnections in finance and social science, which brings with it the necessity to deal with the growing amount of data available. A special emphasis is given to latest advances in artificial intelligence and machine learning, which are expected to have disruptive impact in economic, financial, and social data modeling. The stream intends to foster the dialogue between academics, regulators, and practitioners. Theoretical and empirical papers are welcome. Topics include but are not limited to: - contagion in social, economic, and financial networks - network modeling of financial time-series - big data approach to financial, economic, and social modeling - artificial intelligence and machine learning in social, economic, and financial systems It is a great pleasure to invite you to submit an extended abstract. To be considered for the stream, please submit your abstract by specifying in the filename the stream code and the appropriate session, namely - Networks (NBDAI-NW) - Big Data (NBDAI-BD) - Artificial Intelligence (NBDAI-AI) in the file name. For example, for a paper in the Networks session use the file name (NBDAI-NW-[surname of author who will present the paper].pdf). Please refer to the official web page of the conference for further details on the submission. Important dates: May 1, 2019: deadline for abstract submission June 10, 2019: notification of acceptance June 17, 2019: early registration July 1, 2019: late registration For information, please contact: Giacomo Bormetti (giacomo.bormetti(a)unibo.it) Fabrizio Lillo (fabrizio.lillo(a)unibo.it) Michele Tumminello (michele.tumminello(a)unipa.it) We are looking forward to meeting you in Perugia. Best regards Giacomo Bormetti, Fabrizio Lillo, and Michele Tumminello ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica Università di Bologna ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Seminar Blanka Horvath in Padova (16/04/'19)
by Giorgia Callegaro 11 Apr '19

11 Apr '19

Dear all, I invite you to the seminar "Deep learning volatility", that will be given by Dr. Blanka Horvath (King's College - Londra), next Tuesday at 11.30, in room 2BC30 of the Mathematics Department in Padova. The abstract follows: * Abstract: We present a consistent neural network based calibration method for a number of volatility models-including the rough volatility family-that performs the calibration task within a few milliseconds for the full implied volatility surface. The aim of neural networks in this work is an off-line approximation of complex pricing functions, which are difficult to represent or time-consuming to evaluate by other means. We highlight how this perspective opens new horizons for quantitative modelling: The calibration bottleneck posed by a slow pricing of derivative contracts is lifted. This brings several model families (such as rough volatility models) within the scope of applicability in industry practice. As customary for machine learning, the form in which information from available data is extracted and stored is crucial for network performance. With this in mind we discuss how our approach addresses the usual challenges of machine learning solutions in a financial context (availability of training data, interpretability of results for regulators, control over generalisation errors). We present specific architectures for price approximation and calibration and optimize these with respect different objectives regarding accuracy, speed and robustness. We also find that including the intermediate step of learning pricing functions of (classical or rough) models before calibration significantly improves network performance compared to direct calibration to data. The talk is based on joint work with A. Muguruza an M. Tomas, available here: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3322085 See you there (if interested!), Giorgia -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminario a Roma 1
by Faggionato, Alessandra 11 Apr '19

11 Apr '19

Luned' 15 Aprile avremo il seguente seminario in Aula di Consiglio (Dipartimento di Matematica, La Sapienza, Roma), alle ore 16.00: Speaker: Marco Romito (Universita' di Pisa). Title: Fluctuations for point vortices Abstract: The first part of the presentation is a short review of a statistical mechanics model of point vortices for the 2D Euler equations and their mean field limit. In the second part we outline a proof of Gaussian fluctuations from the mean field limit. The result holds on the torus, on the sphere and on bounded domains. This is a work in collaboration with Francesco Grotto (Scuola Normale Superiore, Pisa). saluti alessandra ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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CLADAG 2019, Cassino - SUBMIT NOW, Deadline tomorrow: 12 April, 2019!
by Francesca Greselin 11 Apr '19

11 Apr '19

*This is a kind reminder. Apologies for cross posting* CLADAG 2019 <http://cladag2019.unicas.it/>: Paper submission deadline *April 12, 2019* 12th Conference of the Classification and Data Analysis Group (CLADAG) <http://cladag.it/> of the Italian Statistical Society <https://www.sis-statistica.it/> 11 - 13 September 2019 Cassino (Italy) University of Cassino and Southern Lazio We are glad to announce a rich list of keynotes <http://cladag2019.unicas.it/keynote-speakers/> and invited speakers <http://cladag2019.unicas.it/invited-sessions/>. KEYNOTES: Christophe Biernacki, University of Lille Adrian Bowman, University of Glasgow Bettina Grün, Johannes Kepler Universitat Linz Francesco Mola, University of Cagliari Sylvia Richardson, University of Cambridge INVITED (amongst many others): Alan Agresti, Anthony Atkinson, Rasmus Bro, Karel Hron, Mia Hubert, Geoffrey McLachlan, Irene Moustaki, Brendan Murphy, Peter Rousseeuw, Linda D Sharples, Weixin Yao... *Bring your own contribution to CLADAG 2019! * Watch the video! http://cladag2019.unicas.it/download-files/cladag-promo-video.mp4 Francesca Greselin *Chair **Scientific Program Committee* Giovanni Porzio *Chair **Local Organizing Committee*

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FW: Updated Call-for-Papers DGF Annual Meeting 2019 (fwd)
by Tiziano Vargiolu 09 Apr '19

09 Apr '19

---------- Forwarded message ---------- Date: Tue, 9 Apr 2019 15:18:58 +0000 From: "Kiesel, R?diger" <Ruediger.Kiesel(a)uni-due.de> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: FW: Updated Call-for-Papers DGF Annual Meeting 2019 Dear Tiziano, could you please send that around? Cheers, Ruediger From: dgf2019 <dgf2019(a)wiwinf.uni-due.de> Date: Tuesday, 9. April 2019 at 15:53 Subject: Updated Call-for-Papers DGF Annual Meeting 2019 Dear Colleagues, This is to remind you that the submission deadline is April 26, 2019 for the 26th Annual Meeting of the German Finance Association (DGF) to be held at University of Duisburg-Essen (Campus Essen) on September 27-28, 2019. Furthermore, please note that in addition to the keynote speech by Bob Litterman, Kepos Capital, there will be an invited econophysics session with talks by Jean-Philippe Bouchaud, Fabrizio Lillo and Damien Challet. Early bird registration is possible until June 28, 2019, which is one week after acceptance/rejection notifications are sent out. For more information on the program, paper submission and conference registration please visit https://www.dgf2019.wiwi.uni-due.de/home/. Kind regards R?diger Kiesel on behalf of the DGF 2019 Organizing Committee 26th Annual Meeting of the German Finance Association (DGF) https://www.dgf2019.wiwi.uni-due.de/home/

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Reminder: Workshop "Nonlocal and Fractional Operators" - Sapienza - April 12-13, 2019
by Luisa Beghin 09 Apr '19

09 Apr '19

Dear Collegues, we kindly remind that the *Workshop "Nonlocal and Fractional Operators" * will take place at the *Department of Statistical Sciences, Sapienza University, on April 12-13, 2019.* Please find here the updated programme, together with the abstracts of the talks and the posters' titles: https://sites.google.com/view/lfo12-13aprile2019/home For logistic reasons, we encourage you to register on the website (free of charge). Looking forward to seeing you soon, The organizers - Luisa Beghin - Alessandro De Gregorio - Francesco Iafrate - Costantino Ricciuti *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Fwd: Bartnik fellowship advertisement
by pietro caputo 09 Apr '19

09 Apr '19

ricevo e inoltro: ---------- Forwarded message --------- From: Andrea Collevecchio <andrea.collevecchio(a)monash.edu> Date: Tue, Apr 9, 2019 at 1:54 PM Subject: Fwd: Bartnik fellowship advertisement Visiting program Robert Bartnick Fellowship - Monash University — Melbourne Visiting position for researchers within 14 years of having completed a PhD, to enable them to visit Monash University (Melbourne, Australia) for a period of at least three weeks, hosted by one or more members of the School of Mathematical Sciences. The Robert Bartnik Fellows would be an academic (faculty) staff from other institutions (including postdocs) who wish to establish and/or enhance ongoing research collaborations. *Deadline is 15 April.* Up to AU$20,000 per fellowship to cover travel, visa, accommodation, and local living expenses. The living allowance is set at AU$700 per week and accommodation costs are capped at AU$1,300 per week. A brochure for the fellowship can be found at https://www.monash.edu/science/schools/mathematical-sciences/research/fello… *Applicants should first find a suitable and supportive host within the School. Please see our Academic and Research staff list. *In particular, the probability group members are Prof. Fima Klebaner, A/Prof Kais Hamza, A/Prof Tim Garoni, Dr Andrea Collevecchio, Dr. Gregory Markowsky, Dr. Jie Yen Fan and Dr. Daniel McInnes.

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Special session 'Challenges in modelling sparse and noisy data' AMASES Annual Conference, Perugia September 9-11, 2019
by Giacomo Bormetti 09 Apr '19

09 Apr '19

Dear Colleagues, a special session entitled ‘Challenges in modelling sparse and noisy data’ will take place during the AMASES Annual Conference, which will be held in Perugia on September 9-11, 2019 (http://amases2019.unipg.it<http://amases2019.unipg.it/>). [http://amases2019.unipg.it/images/piazza4novembre.jpg]<http://amases2019.unipg.it/> AMASES 2019<http://amases2019.unipg.it/> amases2019.unipg.it 43 rd Annual Meeting of the AMASES Association for Mathematics Applied to Social and Economic Sciences Perugia, September 9-11, 2019. The meeting is organized both by the Department of Mathematics and Computer Science and the Department of Economics of the University of Perugia. As in the AMASES established tradition, the purpose of the meeting is to stimulate discussion among scholars and ... Topic of the session Far more than in the past, policy makers, investors, and data scientists are required to take decisions based on sparse and noisy data. Observations from heterogeneous sources, typically sampled at different frequencies, and contaminated by noise, need to be aggregated and analyzed jointly. This is customary in several economic applications, including macroeconomics, high-frequency finance, climate economics, and data science. Traditional mathematical and statistical methods can lead to misleading conclusions when these features are not properly accounted for. The objective of this session is to present the latest methodologies and to foster discussions among researchers from different fields. Theoretical and empirical papers are welcome. Topics include but are not limited to: - high-frequency time series modelling - mixed-frequency data modelling in economic and social sciences - dimensionality reduction and factor analysis - sparse data modelling - noisy data filtering and smoothing It is a great pleasure to invite you to submit an extended abstract. To be considered for the stream, please submit your abstract by specifying the stream code (MSND) in the file name (MSND-[surname of author who will present the paper].pdf). Please refer to the official web page of the conference for further details on the submission. Important dates: May 1, 2019: deadline for abstract submission June 10, 2019: notification of acceptance June 17, 2019: early registration July 1, 2019: late registration For information, please contact: Giacomo Bormetti (giacomo.bormetti(a)unibo.it) Giuseppe Buccheri (giuseppe.buccheri(a)sns.it) Fabrizio Lillo (fabrizio.lillo(a)unibo.it) We are looking forward to meeting you in Perugia. Best regards Giacomo Bormetti, Giuseppe Buccheri, and Fabrizio Lillo

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8 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 14, 2019, 1 pm (CEST)
by Patrizia Piacentini - PhD 09 Apr '19

09 Apr '19

Eight PhD scholarships (6 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2019*). ** *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2019). Admission is decided on the basis of qualifications only and does not require an entry examination.** *Award* The award will be for three years and it will be subject to satisfactory progress. The annual grant is of euros *18,052.04* (gross amount). This is an increased scholarship with respect to the standard University of Padova scholarship of euros 15,343.28. The additional amount of euros *2,708.76* is funded by the Department of Statistical Sciences "Department of Excellence" grant, financed by the Italian Ministry of Education, Universities and Research (MIUR). ** *How to apply* The call is published *(deadline May 14, 1 pm CEST)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template *CV_XXXV*available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. ** *Applications are only accepted online using the link indicated in the call* See http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Patrizia Piacentini on behalf of prof. Massimiliano Caporin Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting * -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova-Italy tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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Fwd: Saint-Flour 2019 - second announcement
by Marco Romito 07 Apr '19

07 Apr '19

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Conference reminder: "Equilibrium and non-equilibrium statistical mechanics” (8-10 April)
by Francesca Romana Nardi 05 Apr '19

05 Apr '19

Dear Colleagues, A reminder for the conference "Equilibrium and non-equilibrium statistical mechanics” in honour of François Dunlop that will take place at Villa Finaly (Via Bolognese, 134 R 50139 Florence) from 8 to 10 April 2019. Gianmarco Bet Thierry Gobron Francesca R. Nardi Pierre Picco Ellen Saada From: Random [mailto:random-bounces@fields.dm.unipi.it] On Behalf Of Gianmarco Bet Sent: Wednesday, March 13, 2019 6:16 PM To: random(a)fields.dm.unipi.it Subject: [Random] Conference reminder: "Equilibrium and non-equilibrium statistical mechanics” (8-10 April) Dear colleagues, We are pleased to announce that the conference "Equilibrium and non-equilibrium statistical mechanics” in honour of François Dunlop will take place at Villa Finaly (Florence) from 8 to 10 April 2019. The subjects of the talks will cover a large spectrum of topics, at the crossroad between statistical physics and probability. This variety reflects the scientific activity of François Dunlop. We especially encourage the participation of young researchers, who will benefit from interactions with the invited speakers and other senior researchers. In particular, we invite young researchers to present their work at the poster session. Invited speakers: Stefan Adams (Warwick), Alessandra Bianchi (Padova), Oriane Blondel (Lyon), Nicoletta Cancrini (Roma), Emilio Cirillo (Roma), Pierre Collet (Palaiseau), Loren Coquille (Grenoble), Ivan Corwin (New York), Anna De Masi (L’ Aquila), Béatrice de Tilière (Paris), Alessandra Faggionato (Roma),Hubert Lacoin (Rio de Janeiro), Roberto Livi (Firenze), Christian Maes (Leuven), Fabio Martinelli (Roma), Stefano Olla (Paris), Elisabetta Scoppola (Roma), Senya Shlosman (Marseille), Aernout van Enter (Groningen). More information as well as a registration form are available on the web site: https://indico.math.cnrs.fr/e/Florence2019 We hope very much for your participation. For logistic reasons, we encourage you to subscribe as soon as possible. Thank you. The organizers Gianmarco Bet Thierry Gobron Francesca R. Nardi Pierre Picco Ellen Saada

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Seminario PAULIN
by Matteo Ruggiero 05 Apr '19

05 Apr '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 12 Aprile 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Daniel PAULIN (University of Oxford) CONNECTIONS BETWEEN OPTIMIZATION AND SAMPLING In this talk, I am going to look at some connections between optimization and sampling. In “Hamiltonian descent methods’’, we introduce a new optimization method is based on conformal Hamiltonian dynamics. It was inspired by the literature on Hamiltonian MCMC methods. The use of general kinetic energies allows us to obtain linear rates of convergence for a much larger class than strongly convex and smooth functions. “Dual Space Preconditioning for Gradient Descent” applies a similar idea to gradient descent. We introduce a new optimization method based on nonlinear preconditioning of gradient descent, with simple and transparent conditions for convergence. “Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates” studies the high dimensional behaviour of the Bouncy Particle Sampler (BPS), a non-reversible piecewise deterministic MCMC method. Although the paths of this method are straight lines, we show that in high dimensions they converge to a Randomised Hamiltonian Monte Carlo (RHMC) process, whose paths are determined by the Hamiltonian dynamics. We also give a characterization of the mixing rate of the RHMC process for log-concave target distributions that can be used to tune the parameters of BPS. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: Final Call: Summer school, Random graphs and random walks, Nice July 8-19
by Elisabetta Candellero 04 Apr '19

04 Apr '19

---------- Forwarded message --------- From: Dieter Mitsche <dmitsche(a)gmail.com> Date: Thu, Apr 4, 2019 at 1:58 PM Subject: Final Call: Summer school, Random graphs and random walks, Nice July 8-19 To: Elisabetta Candellero <elisabetta.candellero(a)gmail.com> The Nice Summer School on Markov chains, random walks, random graphs and its applications to complex networks will be held in Nice (France) from July 8-19, 2019. One of the two courses focusses on different models of random graphs (model G(n,p), configuration model, preferential attachment model, random graph processes, ...) together with techniques in these models (switching techniques, differential equation method,...), whereas the other course will focus on concepts and techniques related to random walks and Markov chains (mixing times, hitting times, random spanning trees, cutoff phenomena, ...). The school is aimed at advanced master students, PhD students, or researchers in an early stage of their career working in the broad field of discrete probability and its applications. Further details can be found at: https://math.unice.fr/~dmitsche/Summerschool/Summerschool.html Being a popular summer holiday destination, lodging in Nice in summer is expensive. However, the school is supported by different sponsors: Universite Cote d'Azur, UCA Academie 1, Universite Nice, google, PIMS. Registration fees (including 2-week stay in a single bedroom close to the university, lunches and coffee breaks during lecture days): 400 Euro. Discounts for people without need for lodging. However, the number of participants being limited, we might have to make a selection. If you want to participate, send an email to dmitsche(a)gmail.com. Attach a CV as well as a short motivation letter for your participation. Deadline for registration: May 1, 2019. You will be informed shortly afterwards whether your application was successful. Best regards, Dieter Mitsche

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Seminario di L. Izydorczyk in Bicocca
by Gianmario Tessitore 02 Apr '19

02 Apr '19

Lunedì *8 aprile* alle ore *10:30 *nell'*Aula 6 dell'edificio U3* dell'Università di Milano-Bicocca il Dottor: *Lucas Izydorczyk *(ENSTA-ParisTech, Institut Polytechnique de Paris) terrà un seminario dal titolo: *McKean representation of time reversed diffusions* *Abstract:* It is well-known that, under suitable conditions, the time-reversal of a diffusion process fulfills a stochastic differential equations involving the law marginal densities. The basic idea is here to consider it as the solution of a McKean type problem where the law density unknown. Under natural conditions we show well-posedness for that problem. tutti gli interessati sono invitati ad intervenire -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Seminario JOZSEF LORINCZI @ UniTo
by Bruno Toaldo 02 Apr '19

02 Apr '19

********************************************************************* SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Giovedì 11 Aprile 2019 alle ore 10:00 in Aula 4 presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Jozsef Lorinczi* (Department of Mathematical Sciences – Loughborough University, UK) terrà un seminario dal titolo *The location of maxima of solutions to some non-local equations* Abstract: I will consider a class of non-local equations, assuming that their solutions have a global maximum, and discuss estimates on their position. Such points are of special interest as they describe where hot-spots settle on the long run or, in a probabilistic description, the region around which paths typically concentrate. I will address, on the one hand, the interplay of competing parameters whose compromise the resulting location is, and the impact of geometric constraints, on the other. This is joint work with A. Biswas, based on the recent papers [1] Universal constraints on the location of extrema of eigenfunctions of non-local Schrödinger operators, J Diff Equations, https://doi.org/10.1016/j.jde.2019.01.007, 2019 [2] Maximum principles and Aleksandrov-Bakelman-Pucci type estimates for non-local Schrödinger equations with exterior conditions, to appear in SIAM J Math Anal, 2019 (arXiv:1711.09267) [3] Maximum principles for time-fractional Cauchy problems with spatially non-local components, Fract Calc Appl Anal 21, 1335–1359, 2018 https://doi.org/10.1515/fca-2018-0070 [4] Ambrosetti-Prodi type results for Dirichlet problems of the fractional Laplacian, arXiv:1803.08540, 2018 [5] Hopf's lemma for viscosity solutions to a class of non-local equations with applications, arXiv:1902.07452, 2019 Tutti gli interessati sono invitati a partecipare. -- Toaldo Bruno Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39 0110912850

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CSA2019 - Conference in Stochastic Analysis and Applications, August 26-30, 2019 Norway
by Giulia Di Nunno 02 Apr '19

02 Apr '19

Dear Colleagues, This is to bring to your attention the following late summer event in Norway in the town of Risør CSA2019 - CONFERENCE IN STOCHASTIC ANALYSIS AND APPLICATIONS Risør 26-30 August 2019 Webpage: www.mn.uio.no/csa-2019 <http://www.mn.uio.no/csa-2019> Please help us advertise this event through your contacts. Looking forward to seeing many of you in Risør! Best regards, Giulia di Nunno

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seminario Paolo Di Tella a Roma
by Anna Vidotto 02 Apr '19

02 Apr '19

Cari tutti, Ricordo il seminario che si terrà venerdì 5 aprile alle ore 16.30 in aula D’Antoni, Dipartimento di Matematica, Università degli Studi di Roma Tor Vergata. Speaker: Paolo Di Tella (Technische Universität Dresden) Title: On The Weak Representation Property in Progressively Enlarged Filtrations with an Application in Exponential Utility Maximization Abstract: In this talk we show that the weak representation property of a semimartingale X with respect to a filtration F is preserved in the progressive enlargement G by a random time τ avoiding F-stopping times and such that F is immersed in G. As an application of this, we can solve an exponential utility maximization problem in the enlarged filtration G following the dynamical approach, based on suitable BSDEs, both over the fixed-time horizon [0, T], T > 0, and over the random-time horizon [0, T ∧ τ]. — This talk is part of the activity of the MIUR Excellence Department Project CUP E83C18000100006 — Tutti gli interessati sono invitati a partecipare. Grazie per l’attenzione, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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4th Carlo Alberto Stochastics Workshop
by Matteo Ruggiero 02 Apr '19

02 Apr '19

Dear all, we are glad to announce the 4TH CARLO ALBERTO STOCHASTICS WORKSHOP on the topic FUNCTIONAL METHODS IN INFORMATION GEOMETRY The workshop is organised by the "de Castro" Statistics Initiative in collaboration with Collegio Carlo Alberto. The meeting will take place on April 18-19 2019 at Collegio Carlo Alberto, room 3, Piazza Arbarello 8, 10122 Torino. It will open at 14:00 on April 18 and proceed with the following schedule: - 18/04 14:30 G. Pistone ("de Castro" Statistics Initiative, Collegio Carlo Alberto): Tutorial - 18/04 16:00 G. Savaré (University of Pavia): Entropic optimal transport and Hellinger-Kantorovich distance - 19/04 10:00 N. Newton (University of Essex: A Class of Non-Parametric Deformed Exponential Manifolds modelled on Sobolev Space - 19/04 11:30 J. Naudts (University of Antwerp): An alternative approach to Quantum Information Geometry All interested parties are invited to attend. No registration is required. For more information and abstracts, please refer to the following web-pages: www.carloalberto.org/event/4th-carlo-alberto-stochastics-workshop/ www.giannidiorestino.it/ Best regards Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Fwd: open PhD position
by Francesco Caravenna 02 Apr '19

02 Apr '19

Ricevo e inoltro. > Da: Alexander Drewitz <drewitz(a)math.uni-koeln.de> > Oggetto: open PhD position > Data: 28 marzo 2019 14:39:11 CET > > Dear Francesco, > > I have been awarded a DFG grant for a PhD position, running under the title "Percolation models with long-range correlations via isomorphism theorems“, see below or at > > https://www.stellenwerk-koeln.de/jobboerse/wissenschaftl-stellen-phd-studen… <https://www.stellenwerk-koeln.de/jobboerse/wissenschaftl-stellen-phd-studen…> > > for further details. > > I would be very happy if you could forward this information to any potential candidates you might have in mind, and also bring it attention to colleagues of which you know that they currently have students looking for a PhD position. > > The application deadline is not necessarily set in stone, they just have to put something for administrative reasons. I have to fill the position by September though. > > Possible candidates should not hesitate to contact me in case there are any questions. > > Thank you very much in advance, all the best, > Alex > >

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