August 2024 - Random - Mailing list — Dipartimento di Matematica, UniPI

5th Spring Colloquium on Probability and Finance - Padova - 19 April 2024
by Claudio Fontana 02 Apr '25

02 Apr '25

Dear all, We are glad to announce the 5TH SPRING COLLOQUIUM ON PROBABILITY AND FINANCE, held at the Department of Mathematics "Tullio Levi-Civita" of the University of Padova, on APRIL 19TH, 2024. The Colloquium will bring together researchers in stochastic analysis and mathematical finance. The workshop will start at 10am and end at 5pm. Attendance is free but registration is required (on the conference website). Please note that, due to the small capacity of the conference room, we will be able to host only a limited number of attendees. WEBSITE: https://events.math.unipd.it/SpringColloquium5 INVITED SPEAKERS: - Eduardo ABI JABER (École Polytechnique, FR) - Huy Ngoc CHAU (University of Manchester, UK) - Giulia DI NUNNO (University of Oslo, NR) - Roxana DUMITRESCU (King's College London, UK) - David SKOVMAND (University of Copenhagen, DK) - Luca TASCHINI (University of Edinburgh, UK) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana

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School "Statistical Mechanics, Nonequilibrium Processes and Probability", Feb 17-28 2025
by Lorenzo Taggi 25 Sep '24

25 Sep '24

Dear Colleagues, We are glad to announce that the winter school Statistical Mechanics, Nonequilibrium Processes and Probability will take place on February 17-28, 2025 in Rome at the Mathematics Department of Sapienza University. The school will inaugurate the scientific Eccellenza program at Sapienza, titled Statistical Mechanics and Nonequilibrium Processes, which will end in June 2025 and will include workshops, doctoral courses and seminar series. The school and the scientific period will be devoted to several topics including kinetic theory and probability, random growth models, percolation, probabilistic models for neural networks, quantum-mechanical transport, non-dissipative transport in topological materials, large scale limits. The common substrate is the investigation of equilibrium and nonequilibrium phenomena and of statistical physics models, with rigorous mathematical methods. Our goal is to expand knowledge in these areas, by presenting current research directions at an introductory level and aimed at students and young researchers, and by fostering new lines of collaborative research. Lecturers of the February school: Week 1 (17-21 Feb) - Kazuo Aoki (National Cheng Kung University & Kyoto University) - Eric Carlen (Rutgers University) - Alessia Nota (University of L'Aquila) - Benjamin Schlein (University of Zurich) Week 2 (24-28 Feb) - Paul Dario (University of Paris-Est Créteil) - Sabine Jansen (Ludwig Maximilian University) - Eva Löcherbach (University of Paris 1) - Fabio Toninelli (Technical University of Vienna) The school will include short talk sessions for early postdocs and PhD students. Financial support will be available to a limited number of young participants. Requests for financial support will open in the fall. The school is free but registration will be mandatory. In a future announcement we will provide the link for registering to the first and/or the second week. For any information do not hesitate to contact us. The organising committee, Giada Basile Alessandra Faggionato Vittoria Silvestri Sergio Simonella Lorenzo Taggi

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talk Prof. Felix-Benedikt Liebrich - 10 September
by Emanuela Rosazza Gianin 04 Sep '24

04 Sep '24

Dear all, you are all invited to participate to the following seminar on *Tuesday 10th of September 2024 at 16:30* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): *Speaker: *Felix-Benedikt Liebrich (Univ. of Amsterdam) *Title:* The (?) reference measure *Abstract:* A functional on random variables is law invariant with respect to a reference probability (or probabilistically sophisticated) if its value only depends on the distribution of its argument under that measure. The class of such functionals is not only vast, but of integral importance for financial, actuarial, and economic applications. In this talk, we take a concrete functional as given and ask (i) if there can be more than one such reference probability, and (ii) how one can infer the reference probability from the functional. This stance is in contrast to wide parts of the literature that treat the reference probability as given. Nevertheless, as I will show at the beginning of my talk, it is in line with the investigation of probabilistically sophisticated preferences and arises as a natural consequence of the Marinacci-Svistula Uniqueness Theorem. Concerning question (i), I demonstrate that uniqueness holds for a wide class of functionals unless they are constant or depend only on the essential supremum and essential infimum of the argument. Applications to monetary and return risk measures will be given. Concerning the calibration question (ii), I show how to infer the reference measure as a related supremum or infimum in the space of bounded charges. While this approach is generally versatile, it fails in the important case of the Value-at-Risk. Here, a suitable alternative is presented. Best wishes, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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[Reminder] INdAM Workshop: Analysis and Geometry of Random Fields
by Random Fields 28 Aug '24

28 Aug '24

Dear colleagues, this is a kind reminder of I*NdAM Workshop: Analysis and Geometry of Random Fields* that will be held at the INdAM F. Severi, first floor, Dipartimento di Matematica G. Castelnuovo, Piazzale Aldo Moro 5, *Roma*, on *September 4-5-6, 2024*. For more information please visit the website <https://events.dm.unipi.it/e/randomfields> of the event or contact the organizers at *indamrandomfields2024(a)gmail.com* <indamrandomfields2024(a)gmail.com> Best wishes, The organizers (Francesco Grotto and Anna Paola Todino)The organizers (Francesco Grotto and Anna Paola Todino)

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SPASS Seminar: Luigi Amedeo Bianchi
by Francesco Grotto 27 Aug '24

27 Aug '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Stochastic evolution equations on networks* by Luigi Amedeo Bianchi (Università di Trento) The seminar will take place WED, 04.09.2024 at 11:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. (Notice that the time slot is different from the usual one) The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: * In this talk I will present some recent results on stochastic evolution equations on a finite network, with a two-walls potential and weighted discrete Laplace operators. I will show the existence of a martingale solution as a limit of suitable approximations, and discuss a few extensions and open problems. This talk is based on ongoing joint work with S. Bonaccorsi.

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PNRR funded Research fellowship - Deadline: September 5, 2024
by Diana BARRO 26 Aug '24

26 Aug '24

Dear Colleagues, The Department of Economics at Università Ca' Foscari Venezia invites applications for a fellowship funded by the PNRR Project: Growing Resilient, Inclusive, and Sustainable (GRINS). Title: Spoke 4 - Sustainable investing: risks and returns through the ESG lenses. *Duration of contract: 12 months *(with possible extension) - approximately starting: October 2024. Stipend: The research fellowship amounts to Euro 24.320,38.=per year, gross to the recipient, net of the expenses to be sustained by the Provider. Scientific coordinator: Prof. Diana Barro Link to the call for applications: https://www.unive.it/data/12137/ https://apps.unive.it/domandeconcorso-en/accesso/dec-barro-pnrr-29072024 *Application deadline: September 5, 2024- 12.00 (noon) local time* Please forward this email to potential candidates. Thank you and best regards, Diana Barro -- -- Diana Barro Associate Professor Dept. of Economics Ca' Foscari University - Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346938 E-mail address: d.barro(a)unive.it Web page: http://www.unive.it/data/persone/d.barro

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Due posizioni Tenure-Track presso la Duke University
by filippo ascolani 23 Aug '24

23 Aug '24

Buongiorno, segnalo l'apertura di due posizioni come Assistant/Associate professor nel Dipartimento di Scienze Statistiche della Duke University: maggiori informazioni sono disponibili nel testo qui sotto. Cordiali saluti. Filippo Ascolani The Department of Statistical Science at Duke University in Durham, NC, invites applications for two tenure-track positions at the Assistant or Associate Professor level to begin July 1, 2025. Applicants must combine promise of excellence in academic research with a commitment to high-quality education at the graduate and undergraduate levels. Applicants from all areas of statistical science are encouraged to apply. Applicants should submit a cover letter, curriculum vitae, research and teaching statements, letters from three references, and one reprint/preprint via Academic Jobs Online (https://academicjobsonline.org/ajo/jobs/28100) Enquiries for this position, including dual career support services, can be emailed to stat-tt-search(a)duke.edu . Further information about the Department, including our educational programs and interdisciplinary collaborations, can be found at https://stat.duke.edu/. Applications received by November 7, 2024 will be guaranteed full consideration. Duke University and the Department of Statistical Science are strongly committed to advancing inclusive excellence throughout our research, teaching, and service activities. It is essential that all members of the community feel valued and welcome, that the contributions of all individuals are respected, and that all voices are heard. All members of our community are expected to uphold these values. Duke University is an Affirmative Action/Equal Opportunity Employer committed to providing employment opportunity without regard to an individual's age, color, disability, gender, gender expression, gender identity, genetic information, national origin, race, religion, sex, sexual orientation, or veteran status.

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Enrico Anglesio Prize 2024
by Lidia Sacchetto 18 Aug '24

18 Aug '24

Dear All, I would like to take the opportunity to share information about a Prize in the field of epidemiology (details below and attached). Please feel free to distribute this within your groups and institutes. Apologies for any cross-posting. Best regards, Lidia Sacchetto, PhD -- The Fondo Elena Moroni for Oncology is pleased to announce that the contest for The Enrico Anglesio Prize 2024 is open! Candidates may submit their applications with the Online Registration Form (EAP2024 Online Application System<https://www.fondoelenamoroni.org/?register_participant>) by September 15, 2024. The Enrico Anglesio Prize (EAP) is awarded to a young researcher (40 years of age or less) who submits an original work in the domain of Cancer Epidemiology, Cancer Registration and Oncology. Studies on methodology, descriptive data analysis or clinical studies area all well accepted. More information can be found at http://www.fondoelenamoroni.org/en/the-prize/

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Fwd: Postdoc in stochastic analysis
by Lucio Galeati 16 Aug '24

16 Aug '24

Buongiorno, Segnalo questa posizione Postdoc a FU Berlin, nel gruppo di Nicolas Perkowski. Saluti, Lucio Galeati -------------------------------------------------------------- Dear all, I am looking for a: Research assistant (m/f/d) (postdoc) in stochastic analysis limited to 3 years (100%, 13 TV-L FU) Reference code: MI-WM19/2024/Perkowski Applications deadline: August 26, 2024. Applications should be addressed electronically to: ag_stochastik_secr(a)mi.fu-berlin.de For further information please follow the link to the published job posting. in English: https://www.fu-berlin.de/universitaet/beruf-karriere/jobs/english/MI-MI-WM1… in German: https://www.fu-berlin.de/universitaet/beruf-karriere/jobs/wiss/19_fb-mathem… Sincerely, Nicolas Perkowski

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Fwd: PhD position
by Antonio Agresti 12 Aug '24

12 Aug '24

Ricevo ed inoltro. ---------- Forwarded message --------- Da: Alexandra Blessing <alexandra.blessing(a)uni-konstanz.de> Date: ven 9 ago 2024 alle ore 18:08 Subject: PhD position To: Dear colleagues, I am looking for a PhD student starting between December 2024 and April 2025 within the Collaborative Research Grant *Fluctuations and Nonlinearities in Classical and Quantum Matter beyond Equilibrium* (SFB 1432) at the University of Konstanz. The person should have a strong background in stochastic analysis (preferably also dynamical systems) and should be open for collaborations with the physics department. The position is for 4 years. Could you please forward this information to potential candidates that can contact me via e-mail for further information? Thank you very much! Best regards, Alexandra

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