March 2020 - Random - Mailing list — Dipartimento di Matematica, UniPI

PhD course by Prof A. Jacquier in Padova: postponement
by Giorgia Callegaro 09 Mar '20

09 Mar '20

Dear all, due to the coronavirus emergency in Italy and, in particular, in Padova, we clearly had to postpone the visit of Professor Antoine Jacquier and as a consequence, also his course "*A smooth tour around rough models in finance (From data to stochastics to machine learning)*", which was scheduled in March/April 2020. Hopefully he will visit Padova and give his course later this year. At the moment, the new schedule is not available. I am sorry for the inconvenient, this cancellation was necessary. I wish to all of you a nice week, despite the virus, Giorgia Callegaro -- 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

1 0

rimandato il corso del prof. Zegarlinski
by Carbone Raffaella 09 Mar '20

09 Mar '20

Cari colleghi, per l'emergenza coronavirus, abbiamo deciso di rimandare al prossimo anno accademico il corso ''Introduction to coercive inequalities with applications in analysis and probability theory'' del prof. Boguslaw Zegarlinski (Imperial College, London) presso il Dipartimento di Matematica dell'Università di Pavia. Le date precise saranno stabilite in seguito. Cordiali saluti, Raffaella Carbone -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

1 0

rinvio corso di dottorato Maurelli
by Marco Alessandro Fuhrman 09 Mar '20

09 Mar '20

Buongiorno. Rimando questo messaggio che è rimasto sospeso qualche giorno su Random. Mi dispiace del disguido. Marco Fuhrman A causa dell'emergenza sanitaria, il corso di Mario Maurelli su Regularization by noise cambierà modalità di svolgimento. Di seguito il messaggio del docente. Cordiali saluti a tutti. Marco Fuhrman -------------------- Dear all, Unfortunately, given the situation with the coronavirus, I am forced to change plans for my course on Regularization by noise. Lectures will likely not take place anymore in the Aula Dottorato of the Dipartimento di Matematica, Università degli Studi di Milano, and will be replaced by recorded lectures. I will be available for questions and discussions on the recorded lectures. I invite those who are interested to contact me in order to have access to the recorded lectures. I am sorry for the change but I believe this is the best compromise in this situation. Best regards Mario Maurelli ------------------ <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

1 0

ECSO - CMS 2020 deadline extension
by Martina Nardon 06 Mar '20

06 Mar '20

_Deadline extension_ Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference Venice 1-3 July 2020 We invite you to participate and submit your contribution to the joint conference ECSO - CMS 2020. Venue: Department of Economics, Ca' Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2020 IMPORTANT DATES Abstract submission: *March 31, 2020* Notification of acceptance: *April 20, 2020* Early registration: *April 30, 2020* ECSO - CMS 2020 is jointly organized by the Department of Economics of Ca' Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. ECSO 2020 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2020 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world. The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. A Best Student Paper Prize of 600 euro will be awarded. Papers should be nominated via e-mail by the students' supervisors (ecsocms2020(a)unive.it) Deadline for the submissions to the prize is May 15. The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants' papers will be considered for the prize. Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). PLENARY SPEAKERS DARINKA DENTCHEVA, Stevens Institute of Technology (USA) DAVID MORTON, Northwestern University (USA) GAH-YI BAN, London Business School (UK) DANIEL KUHN, École polytechnique fédérale de Lausanne (CH) GIORGIO CONSIGLI, Università di Bergamo (I) WARREN POWELL, Princeton University (USA) Conference Secretariat: ecsocms2020(a)unive.it Conference hashtag: #ecsocms2020 Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

1 1

Lecturer or Associate Professor in Statistics at Leeds university
by Elena Issoglio 05 Mar '20

05 Mar '20

Dear all, We have a position available for Lecturer or Associate Professor in Statistics. The job description can be found at the link http://jobs.leeds.ac.uk/EPSMA1012 The closing date is 16 Mar 2020. Best wishes Elena %%%%%%%%%%%%%%%%%%%% I am currently participating in ‘Action Short of a Strike’ as part of the UCU HE disputes on pay, equality, workloads and casualisation, and on pension justice. This includes working to contract, not covering for absent colleagues, not rescheduling teaching cancelled due to strike action; not undertaking any voluntary activities. This action will continue until the dispute is resolved, or until 29 April 2020 if that is sooner. Unfortunately, this means that I am unlikely to be able to complete all tasks punctually or respond to all requests immediately, and I would ask for your patience and understanding. More information about the disputes is available at www.ucu.org.uk/why-we-are-taking-action<http://www.ucu.org.uk/why-we-are-taking-action> and more about our working to contract at www.ucu.org.uk/working-to-contract<http://www.ucu.org.uk/working-to-contract> Dr Elena Issoglio Lecturer in Financial Mathematics Office 11.02, School of Mathematics School of Mathematics, University of Leeds, Leeds, LS2 9JT E: e.issoglio(a)leeds.ac.uk<mailto:e.issoglio@leeds.ac.uk> T: 0113 34 3 4660

1 0

PhD position in theoretical probability at TU Delft
by Alessandra Cipriani 04 Mar '20

04 Mar '20

The Institute of Applied Mathematics at TU Delft invites applicants for a PhD position in Mathematics (theoretical probability) employed full-time. The research work lies in the intersection of the area of theoretical probability, analysis and distribution theory. The PhD project aims at understanding a long-standing question in analysis and probability, namely how to define functions of (random) distributions. In particular we will construct functions of random distribution using suitable discrete models and we plan to investigate the scaling limits of certain quantities of physical systems in different geometries as well. See https://www.academictransfer.com/en/290256/phd-position-in-theoretical-prob… for more details. This project is a joint collaboration between Dr. Cipriani from the Department of Applied Mathematics at TU Delft and Dr. Ruszel from the Mathematics Institute of Utrecht University. For information about the position contact A. Cipriani at A.Cipriani(a)tudelft.nl<mailto:A.Cipriani@tudelft.nl>. To apply for this vacancy, please send an email to vacancies-eemcs@tudelft<mailto:vacancies-eemcs@tudelft>.nl. Please ensure that you upload the following additional documents quoting the vacancy number EWI2020-23: * a detailed CV (including list of publications if available), * a list of courses taken and grades obtained, * a copy or link to your Master's thesis, * contact details of 2-3 references. Only applications received no later than 1st May 2020 can be considered.

1 0

Master's Scholarships in Strasbourg
by Vlada Limic 03 Mar '20

03 Mar '20

Title : Second year of master program in probability at University of Strasbourg Attractive scholarships are available for our program http://irma.math.unistra.fr/article645.html?lang=en The application procedure is described at http://labex-irmia.u-strasbg.fr/spip.php?article62&lang=fr The deadline for applying is March 30, 2020. J. Bérard, N. Juillet, V. Limic and X. Zeng -- Kiva.org - Loans That Change Lives

1 0

Rinvio corso di dottorato "Topics from the Gaussian World" a Milano-Bicocca
by Gianmario Tessitore 02 Mar '20

02 Mar '20

La lezione iniziale del corso di dottorato di F. Caravenna e M. Rossi a Milano-Bicocca "Topics from the Gaussian World", prevista per giovedì 5 marzo, è *rinviata a giovedì 12 marzo 2020* (ore 14:30-17:00, aula 3014). Informazioni aggiornate sulla pagina web del corso: http://staff.matapp.unimib.it/~fcaraven/did1920/phd/index.html cordiali saluti Gianmario Tessitore -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

1 0

Reminder: Special issue "Stochastic Modeling in Biology" of "Mathematics" (ISSN 2227-7390); deadline: 31 May 2020
by Mario Abundo 02 Mar '20

02 Mar '20

REMINDER: (APOLOGIES FOR CROSS-POSTING) Dear Colleagues, The Journal "Mathematics" (ISSN 2227-7390) will publish the special issue "Stochastic Modeling in Biology" https://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Modeling… of which I am guest editor. The deadline for manuscript submissions is 31 May 2020. The aim of this Special Issue is to publish original research articles covering advances in the theory of stochastic modeling in biology. In this framework, continuous and discrete time stochastic processes will be discussed, as well as stochastic differential equations, fractional differential equations, correlated processes, first-passage-time problems, stochastic optimal controls, parameter estimation, and simulation techniques. All the above topics are intended to be treated in the spirit of modeling the evolution of stochastic systems of interest in Biology. Potential topics include but are not limited to the following: -Stochastic processes for neuronal activity; -Jump-diffusion processes; -Markov and semi-Markov processes; -Time-changed processes; -Markov chains; -Fractional processes; -Fractional Brownian motion. I hope that you will consider this special issue as an interesting and useful forum for publishing your latest research work in stochastic modeling in Biology. I would be glad if you will submit a paper to this special issue. Your submission should be made at the web site: https://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Modeling… The deadline for manuscript submissions is 31 May 2020. Best Regards, Mario Abundo ================================== Mario Abundo Dipartimento di Matematica Universita' di Roma "Tor Vergata" via della Ricerca Scientifica 00133 Roma, Italy e-mail: abundo(a)mat.uniroma2.it http://www.mat.uniroma2.it/~abundo tel: +39 06 7259 4627 fax: +39 06 7259 4699 ==================================

1 0

Reminder: Special issue "Stochastic Modeling in Biology" of "Mathematics" (ISSN 2227-7390); deadline: 31 May 2020
by Mario Abundo 02 Mar '20

02 Mar '20

REMINDER: (APOLOGIES FOR CROSS-POSTING) Dear Colleagues, The Journal "Mathematics" (ISSN 2227-7390) will publish the special issue "Stochastic Modeling in Biology" https://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Modeling… of which I am guest editor. The deadline for manuscript submissions is 31 May 2020. The aim of this Special Issue is to publish original research articles covering advances in the theory of stochastic modeling in biology. In this framework, continuous and discrete time stochastic processes will be discussed, as well as stochastic differential equations, fractional differential equations, correlated processes, first-passage-time problems, stochastic optimal controls, parameter estimation, and simulation techniques. All the above topics are intended to be treated in the spirit of modeling the evolution of stochastic systems of interest in Biology. Potential topics include but are not limited to the following: -Stochastic processes for neuronal activity; -Jump-diffusion processes; -Markov and semi-Markov processes; -Time-changed processes; -Markov chains; -Fractional processes; -Fractional Brownian motion. I hope that you will consider this special issue as an interesting and useful forum for publishing your latest research work in stochastic modeling in Biology. I would be glad if you will submit a paper to this special issue. Your submission should be made at the web site: https://www.mdpi.com/journal/mathematics/special_issues/Stochastic_Modeling… The deadline for manuscript submissions is 31 May 2020. Best Regards, Mario Abundo ================================== Mario Abundo Dipartimento di Matematica Universita' di Roma "Tor Vergata" via della Ricerca Scientifica 00133 Roma, Italy e-mail: abundo(a)mat.uniroma2.it http://www.mat.uniroma2.it/~abundo tel: +39 06 7259 4627 fax: +39 06 7259 4699 ==================================

1 0