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

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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