November 2025 - Random - Mailing list — Dipartimento di Matematica, UniPI

Seminario Padova - Lucio Galeati
by alekos.cecchin＠unipd.it 06 Dec '25

06 Dec '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (28 Novembre) alle 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Lucio Galeati (Università dell'Aquila) <https://sites.google.com/view/lucio-galeati-math/home> https://sites.google.com/view/lucio-galeati-math/home Title: Anomalous dissipation and anomalous regularization in the Kraichnan model of turbulence Date: November 28, 2025, at 14:30, 2BC30 Abstract: In the 60s Kraichnan proposed a synthetic model for passive scalar turbulence, consisting of a scalar advected by a random Gaussian velocity field, white in time and -Holder continuous in space. Despite its simplicity, this SPDE displays anomalous dissipation of energy, spontaneous stochasticity and intermittency, which are also expected for more realistic turbulent fluids. At the same time, solutions to the inviscid SPDE are unique and can be recovered by vanishing viscosity and mollification schemes. In this talk I will present some recent further understandings on this model: i) solutions to the transport equation with initial data display anomalous regularisation and almost gain Sobolev regularity , but not better; ii) solutions to the continuity equation starting from Dirac deltas instantaneously gain Lebesgue integrability, due to the diffusive behaviour of Lagrangian particle splitting, and their variance at small times grows like . Based on joint works with M. Maurelli, F. Grotto, U. Pappalettera and T. Drivas. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Workshop High-Dimensional Data, Networks and Beyond - Ca' Foscari University - 5th December 2025
by Roberto CASARIN 30 Nov '25

30 Nov '25

Dear Colleagues, It's our pleasure to communicate that the *Workshop High-Dimensional Data, Networks and Beyond* will take place in *Treviso Ca' Foscari Campus* on *December 5th*, in person and online. The workshop is a satellite event of the *3rd Workshop on Sustainable Finance Spoke 4* and aims at bringing together researchers working at the intersection of Bayesian statistics, network modeling, and high-dimensional econometrics. Particular emphasis will be given to applications in economics, finance, and the social sciences, with connections to key themes of the PNRR GRINS project. More information about the workshop and the venue can be found at the following website: https://www.unive.it/web/en/16639/home A few spots remain for in-person attendance. Attendance is free, but we kindly ask you to register online. https://docs.google.com/forms/d/e/1FAIpQLSfM4eHoGNvhYFuyg0AHWKd4NSgDmLwWzTb… The Zoom link to attend remotely is the following: https://unive.zoom.us/j/89311921996 We look forward to welcoming you to Treviso in person or online! Kind regards Roberto Casarin (on behalf of the organizing committee) -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024>

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SPASS seminar: Giacomo Ascione
by Francesco Grotto 28 Nov '25

28 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminars, *Fully nonlocal operators emerging from semi-Markov processes* by Giacomo Ascione (Scuola Superiore Meridionale), TUE 2.12.2025 at 14:00 CET in Sala Riunioni, Dipartimento di Matematica, UNIPI. A link for online participants will be shared on the website https://sites.google.com/unipi.it/spass Best, Francesco Grotto on behalf of the organizers ---------------------------------------------------------------- /Abstract: In the context of anomalous diffusions, time/space-nonlocal operators play a quite prominent role. For instance, the usual fractional Laplacian can be easily recognized as the generator of an isotropic stable Lèvy motion, that, still preserving the Markov property, represent a first (actually pure jump) example of anomalous diffusion, in the sense that the mean square displacement of the described particles (or, in terms of the process, its variance) is not linear in time (actually it is infinite). On the other hand, if we consider the heat equation with a fractional derivative operator in time, a stochastic representation of the solution of such an equation can be given in terms of a Brownian motion time-changed by means of the first passage time process of an independent stable subordinator. This process, however, clearly loses the Markov property, due to the addition of a further dependence on the current sojourn time. In both case, we are describing (at least in terms of the one-dimensional distributions) the behaviour of a time-changed Brownian motion, where the time-change is indeed independent of the process itself. The same can be done if we apply a time-change via an inverse subordinator to an independent isotropic stable Lèvy motion, (obtaining) uncoupled non-local operators in both time and space. However, if we remove the independence assumption, we cannot expect to get uncoupled behaviours in time and space. This is the case, for instance, of a Brownian motion time-changed first with an independent stable subordinator and then with its own inverse. As the second time-change is clearly dependent of the first one, we expect the two operators (in time and space) to be coupled in some way: precisely, in such a case, the Kolmogorov-type equation one gets is governed by a fractional power of the whole heat operator. In this talk, I will present some well-posedness results for fully nonlocal operators obtained by means of Bochner subordination of heat-like operators in terms of a family of semi-Markov processes obtained by means of non-independent time-changes. The general theory will be set in the framework of Feller semigroups on the space of continuous functions vanishing at infinity. Nevertheless, if there is time, a quite specific case (i.e., a Black-Sholes model for intraday options) that requires refined arguments will be discussed and the role of the regularity of the initial data will be addressed. Finally, we will stress the following expected result: despite the appearance of constancy intervals and the lack of Markov property, if we start from a Brownian motion the newly obtained process exhibits a normal diffusive behaviour, instead of an anomalous one./

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Precision Health Day – Call for Abstracts
by Azzimonti Laura 27 Nov '25

27 Nov '25

Dear colleagues, We are excited to announce the second edition of the Precision Health Day, organized by Scuola Universitaria Professionale della Svizzera Italiana (SUPSI) and Ente Ospedaliero Cantonale (EOC). The event will explore how AI can support and promote a holistic approach to care — one that integrates interindividual variability related to behavioral, environmental, and genetic factors, with the goal of developing proactive, personalized, and patient-centered healthcare solutions. Date: 27 March 2026 Location: Lugano, Switzerland Language: English Submit your research abstract by December 16, 2025. Accepted abstracts will be selected for oral or poster presentations and shared in the event proceedings. For more information and registration updates, visit our event page<https://www.supsi.ch/en/precision-health-day-ai-enabled> or contact meditech(a)supsi.ch<mailto:meditech@supsi.ch>. We look forward to your participation! Best regards, Laura Azzimonti on behalf of the conference organization committee ––––––––––––––––––––––––––––––– http://people.idsia.ch/~laura.azzimonti/

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Phd Lectures at University of Verona - Prof. Josef Teichmann
by Athena Picarelli 27 Nov '25

27 Nov '25

Dear colleagues, We are pleased to announce that the PhD course in Economics and Finance of the University of Verona will host a series of seminars by Prof. Josef Teichmann (ETH). *Title.* Mathematics of new technologies in Finance: Analytic and Stochastic Methods for generative AI with some applications to Finance and machine learning *Abstract.* The analytic and stochastic theory for Langevin dynamics in view of generative AI is introduced and generalized towards hypo-elliptic diffusions. Some examples for scenario generation are included. *Program:* Lecture 1: Foundations of universal approximation theory (3 hours) Lecture 2: Generalized Langevin dynamics on manifolds (3 hours) Lecture 3: Generative AI via time reversed Langevin dynamics (3 hours) Lecture 4: Applications in Finance *Timetable:* *December, 3 (room SMS.03, floor -1)*: 14.30 - 16.00 Lecture 1 16.00 - 16.30 Break 16.30 - 18.00 Lecture 1 *December, 4 (room SMS.03, floor -1)*: 9.00 - 10.30 Lecture 2 10.30 - 11.00 Break 11.00 - 12.30 Lecture 2 14.30 - 16.00 Lecture 3 16.00 - 16.30 Break 16.30 - 18.00 Lecture 3 *December, 5 (room Vaona, floor 1)*: 9.00 - 10.30 Lecture 4 10.30 - 11.00 Break 11.00 - 12.30 Lecture 4 Lectures will take place at the Department of Economics, located in Ex-Caserma Santa Marta, Via Cantarane 24, Verona. Here the Zoom link to attend the lectures remotely: https://univr.zoom.us/j/83283477827 ID riunione: 832 8347 7827 Please feel free to share it with interested participants. Looking forward to your participation. Best regards, Athena Picarelli --------- *Athena Picarelli* Professor Coordinator of the PhD program in Economics and Finance Dipartimento di Scienze Economiche Università di Verona Polo Santa Marta, Verona.

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Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 27 Nov '25

27 Nov '25

Care colleghe e colleghi, vi annunciamo che sono aperte le registrazioni per il workshop Junior Female Researchers in Probability, che si terrà a Berlino dal 24 al 26 giugno 2026. Sotto l’annuncio completo. Vi prego di diffonderlo a chiunque crediate possa interessare. Alexander Zass — We're excited to announce the workshop Junior Female Researchers in Probability, taking place June 24–26, 2026 at TU Berlin. The workshop offers junior female researchers in probability a platform to present their research and network in an informal setting. Keynote lectures will be given by: Patricia Alonso Ruiz (University of Jena) Alison Etheridge (University of Oxford) Patriçia Goncalves (IST Lisbon) Additional invited talks will be given by: Alejandra Avalos-Pacheco (JKU Linz) Ofelia Bonesini (LSE London) Chengcheng Ling (University of Augsburg) We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin. For details on abstract submission and registration, visit the website: https://www.wias-berlin.de/workshops/JFRP26/ The deadline for registration is March 1, 2026. The organising team — Peter Bank, Franziska Bielert, Dörte Kreher, Helena Kremp, Gemma Sedrakjan, Janine Steck, Thomas Wagenhofer, Maite Wilke Berenguer, Alexander Zass — is looking forward to welcoming you in Berlin for a productive and engaging workshop.

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Course by Andrea CREMASCHI (IE University) at University of Torino
by Matteo Giordano 27 Nov '25

27 Nov '25

Dear Colleagues, As part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting) we are pleased to announce the following course: ——————————————————— Andrea CREMASCHI (IE University Madrid) BAYESIAN MIXTURE MODELS AND NONPARAMETRICS (16 HOURS) This course introduces Bayesian approaches to mixture modelling and nonparametric inference. Starting from finite mixture models, it explores Bayesian nonparametrics through the Dirichlet Process (DP) and mixtures with random number of components (Mixtures of Finite Mixtures, MFM). Students will gain both theoretical understanding and practical experience with modern computational algorithms for posterior inference and clustering applications. ——————————————————— The course will be held exclusively in-person, according to the following schedule: - Tue Dec 2, h. 16-18 - Wed Dec 3, h. 14-16 - Thu Dec 4, h. 14-16 - Tue Dec 9, h. 16-18 - Wed Dec 10, h. 14-16 - Thu Dec 11, h. 14-16 - Wed Dec 17, h. 14-16 - Thu Dec 18, h. 14-16 Course location: Laboratorio Informatico "A. Sembenelli", third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to everyone interested. Best regards, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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Online seminar - Department of Economics - Ca' Foscari University of Venice
by Antonella Basso 27 Nov '25

27 Nov '25

Dear all, the Department of Economics of Ca' Foscari University of Venice organizes the following online seminar on*Friday, November 28 at 12:15 (ZOOM only)* by *Guglielmo Alessandro Visentin* (University of Reading) *The Financial Cost of Biodiversity Loss for SMEs *(joint with Lisa Schopohl and Simone Varotto) /Abstract: In this study, we investigate the impact of biodiversity loss on the performance of small and medium-sized enterprises (SMEs) in the United Kingdom and Ireland. Leveraging firms’ financial information and postcodes from Moody’s Bureau van Dijk and the Biodiversity Intactness Index – a geospatial dataset developed by the Natural History Museum – we geo-locate SMEs, quantify biodiversity loss in the area where firms operate, and assess their exposure to biodiversity-related risks over time. We then employ a fixed effects regression model to estimate the effect of biodiversity loss on firm performance. Our findings indicate that a one-standard-deviation decline in biodiversity leads to a statistically significant reduction in firm operating income by 0.59 percentage points. This impact is economically meaningful when benchmarked against the sample’s average operating income. Moreover, SMEs located in more ecologically degraded areas are found to be more exposed to biodiversity-related risks. We also provide evidence of the materiality of dependency risk, while transition risk appears to be non-material within the UK context. The results remain robust across various econometric specifications and when controlling for climate risk factors./ / / The Zoom link is: *https://unive.zoom.us/j/81355902934?pwd=4UWO6ugBkddwqj1v3RCbMNzPhOpIIh.1 ID riunione: 813 5590 2934 Passcode: dN548g */ / More information available here <https://www.unive.it/data/agenda/3/108966>/. / Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address:basso@unive.it Web page:https://www.unive.it/data/persone/5591751

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Probability and Analysis 2026 — Registration and Call for Talks and Posters
by Krzysztof Bogdan 27 Nov '25

27 Nov '25

Dear Colleagues, We would be grateful if you could consider or forward the following information to your collaborators or students. The conference Probability and Analysis 2026 will be held on 11–15 May 2026 in Będlewo, Poland. We accept talks and posters. The conference highlights recent developments at the intersection of probability and analysis, with sessions devoted to Markov processes, complex stochastic systems, PDEs and stochastic PDEs, harmonic analysis and martingales, and integrable probability. Further information and the registration form are available at: https://panda2026.pwr.edu.pl/ We look forward to seeing you in Będlewo. With best regards, Krzysztof Bogdan on behalf of the Organizers

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PhD positions at Imperial
by Passeggeri, Riccardo 27 Nov '25

27 Nov '25

Salve a tutti, Vorrei segnalarvi diverse borse di dottorato (PhD positions) nel Dipartimento di Matematica dell’Imperial College London: 1. CDT in Statistics and Machine Learning (joint with Oxford): https://statml.io/ 2. CDT in Mathematics for our Future Climate (joint with Reading and Southampton): https://www.mfccdt.ac.uk/ 3. Departmental PhD positions: https://www.imperial.ac.uk/mathematics/postgraduate/doctoral-programme/pros… 4. Dispongo di fondi per un dottorando da reclutare quest’anno. Per chi fosse interessato, non esiti a contattarmi: https://sites.google.com/site/riccardopasseggeri Cordiali Saluti, Riccardo

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