January 2026 - Random - Mailing list — Dipartimento di Matematica, UniPI

Workshop Junior Female Researchers in Probability in Berlin, 24--26 June 2026
by Alexander Zass 03 Mar '26

03 Mar '26

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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Doctoral Colloquium in Risk Analytics (session 5)
by Maria Elvira Mancino 02 Mar '26

02 Mar '26

*Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ The fifth session on *Decentralized Finance and risk challenges from CBDCs and crypto markets* will be held on April, 13-24, 2026, by: *a) *Week 1: *Alfred Lehar, *University of Calgary, *Decentralized Finance* *b) *Week 2: *Gina Pieters*, Digital Economy Consulting, and Cambridge Centre for Alternative Finance, U. Cambridge*, * *Anticipating new risk channels from CBDCs, Stablecoins, and Crypto Markets* We seek PhD students from Italian or Foreign Universities, who remain aﬃliated with their Doctoral School. Students must attend the whole session. They may get credit for the courses taken within the Colloquium. *There are no participation fees; travel and accommodation are covered by the Colloquium* (see below). Up to four additional participants, including further Doctoral Students, Postdocs, Junior Faculty, or PhDs working in the industry, may be admitted at their own travel and accommodation expenses. *Venue* Polo Didattico San Basilio <https://www.unive.it/pag/10128/>, Venice We offer: - an outstanding Faculty of leading researchers; - work in a multidisciplinary team with other doctoral candidates; - no tuition fees, with - free accommodation on the Camplus Santa Marta and Centro Culturale Don Orione Artigianelli (walking distance of the San Basilio venue); - travel expenses reimbursed (up to 200 euro). Each session includes two courses. Each course is delivered over 20 hours over one week, combining frontal teaching, oﬃce hours/discussions, assignments and presentation of research by the students. Students who achieve a Pass obtain 4 ECTS per course. *Applications* Students can apply through the site https://landing.cafoscarichallengeschool.it/docra/ *Deadline : March 6, 2026* For more information, please visit https://landing.cafoscarichallengeschool.it/docra/ or get in touch through colloquia.cicf(a)unive.it. We’ll be happy to organize a zoom session. *DoCRA is a joint initiative of CICF (team leader), IUSS Pavia, IMT Lucca, SISSA Trieste, Scuola di Studi Superiori Carlo Urbani in Camerino, Scuola di Studi Superiori Giacomo Leopardi in Macerata, Scuola Superiore F. Rossi in Torino, Scuola Superiore Universitario Di Toppo Wassermann in Udine*

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[STAR Seminars] Wed Feb 25 - Yi Feng
by Leonardo Tarquini 18 Feb '26

18 Feb '26

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series on Wednesday, February 25th, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/61698784374>. The speaker is Yi Feng (Aarhus University) with the talk: Title: Continuous-Time Analysis of Heavy Ball Momentum in Min-Max Games Abstract: Since Polyak's pioneering work, heavy ball momentum has been widely studied in minimization problems. However, its role in min-max games remains largely unexplored. As a key component of practical min-max algorithms like Adam, this gap limits their eﬀectiveness. In this talk, I will present a continuous-time analysis for heavy ball momentum in min-max games. I will focus on two aspects: convergence to equilibrium and implicit gradient regularization, which describe how momentum shapes the interaction between algorithmic trajectories and the geometry of the min-max loss landscape. We will see that the behavior of heavy ball momentum in min-max games is significantly diﬀerent from that in minimization. Bio: Yi Feng is a Postdoctoral researcher at Aarhus University. His research focuses on understanding the learning dynamics in games and their applications in machine learning. His research is supported by a Danish Data Science Academy Postdoctoral Fellowship. This seminar is jointly organised in collaboration with Trung Tuyen Truong<https://www.mn.uio.no/math/english/people/aca/tuyentt/> from the Several Complex Variables, Logic and Operator algebras group<https://www.mn.uio.no/math/english/?vrtx=unit-view&areacode=151365> at UiO. We are looking forward to seeing you! Best regards, Giulia, Leonardo, Pere, and David

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Seminario Padova - Lucio Galeati
by alekos.cecchin＠unipd.it 13 Feb '26

13 Feb '26

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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Seminar Mark Veraar 02/02/26 - Rome
by Antonio Agresti 30 Jan '26

30 Jan '26

Dear Colleagues, With this, I would like to inform you about the talk by *Mark Veraar* (TU Delft) at Sapienza University of Rome on 02/02/2026. Further details can be found below. Best regards, Antonio Agresti *Place and time: *Sala di Consiglio (Dipartimento di Matematica, Sapienza), on *02/02/26* at *16:00*. *Title:* Pathwise Uniform Convergence of Time Discretisation Schemes for SPDEs *Abstract:* In this talk, I will present some recent results on convergence rates for time discretisation schemes for semi-linear stochastic evolution equations with additive or multiplicative Gaussian noise, where the leading operator A is the generator of a strongly continuous semigroup S on a Hilbert space X, and the focus is on non-parabolic problems. The talk is based on joint work with Katharina Klioba, published in 2025.

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3rd Verona Early Career Workshop in Economics and Financial Mathematics - Call for papers
by Athena Picarelli 30 Jan '26

30 Jan '26

Dear colleagues, The Department of Economics of the University of Verona is happy to announce the *3rd Verona Early Career Workshop in Economics and Financial Mathematics*, which will be held on *May 12–13, 2026 *in Verona, Italy. We are planning a small-scale, in-person meeting. We encourage participation from all *PhD students* and *early career researchers* who have completed their PhD in the last two years. The aim of the meeting is to promote the exchange of ideas among young researchers in all fields of economics and mathematical finance. *No registration fee is required. Coffee breaks and the social dinner are covered by the workshop organization.* We are pleased to announce our keynote speaker: *Erich Battistin *(University of Maryland) The *deadline* for the submission of abstracts is *February 28, 2026*. Workshop’s webpage: https://sites.google.com/view/ecwe-verona/home Call for Papers: https://drive.google.com/file/d/1MxBlzF_Lwfor2uKIFizna9twYnvX79cJ/view Submission Form: https://docs.google.com/forms/d/1NuPt5amFc-xCPnmTU_LDoALNdgHdHsm8udguDy5s_Y… If you have any questions regarding the workshop, please email us at ecwef26(a)dse.univr.it. We look forward to seeing you in Verona! Best wishes, Athena Picarelli and the Organisers: Clara Fertonani, Marco Scaratti, Andrea Stanghellini. -- *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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SEMINAR: Ester Mariucci @Luiss - 12 feb
by Matteo Iacopini 30 Jan '26

30 Jan '26

Dear all, On Thursday, 12th February, at 12:00 in room A304b, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Ester Mariucci (Université Paris-Saclay) Title: "Understanding the Small Jumps of Lévy Processes: Approximations and Nonparametric Estimation” Abstract: There is a rich literature on approximations of the small jumps of a Lévy process, with a particular focus on Gaussian approximations. These approximations are often used to simplify analysis, but their validity depends critically on the observation scheme, in particular whether the data are collected at high or low frequency. In many situations, the Gaussian approximation may not be appropriate, and a more precise understanding of the law of small jumps is necessary. In this talk, we will discuss two complementary approaches. First, we explore approximations of the small jumps and provide quantitative control of their accuracy using distances such as the Wasserstein distance and total variation. Second, we investigate nonparametric density estimation of the small jumps based on discrete observations of a single trajectory. Estimating this density allows us to better understand the underlying distribution of small jumps. We present results for both low-frequency and high-frequency observation settings. In the low-frequency case, assuming that the Lévy density associated with large jumps is known, a spectral estimator exploiting the deconvolution structure achieves minimax parametric rates of convergence with respect to the integrated L2 loss, up to a logarithmic factor. In the high-frequency case, the assumption on the knowledge of the Lévy measure of large jumps can be relaxed; the rate of convergence then depends on the sampling scheme and on the behavior of the Lévy measure near zero, and is minimax up to a logarithmic factor. We also propose an adaptive penalized procedure to select the cutoff parameter. These results are further extended to include the case where a Brownian component is present. Finally, we illustrate our findings through extensive simulations. Anyone interested in attending is welcome; just email me for logistical purposes. Hoping to meet you there! Best, Matteo Iacopini La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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BioInference 2026 - Final call for abstracts
by Massimiliano Tamborrino 30 Jan '26

30 Jan '26

Dear all, if you are interested in giving a contribute talk or poster at BioInference2026 (St Andrews, Scotland, 10th-12th June 2026), please submit your abstract by tomorrow, the 31st January here https://docs.google.com/forms/d/e/1FAIpQLSc8VlIsRWPs3acc1lkOw4Uap0IWmKVSVaD… More information is available on the website https://bioinference.github.io/2026/ and below. Best, Massimiliano on the behalf of the BioInference2026 Organising Committee ---------------------- BioInference brings together researchers from statistics and mathematical modelling who work on biological systems, creating a lively space for exchanging ideas, sparking collaborations, and building community across all career stages. After last year’s successful three-day meeting in Bardonecchia, we’re excited to return with another three days packed with invited and contributed talks, poster sessions, and dedicated networking opportunities. Call for Abstracts We now invite submissions for oral or poster presentations on any work involving mathematical modelling, statistical methods, or machine learning approaches for broadly interpreted biological problems. All presentations will be in person with no parallel sessions. Abstract deadline: 31 January 2026 Submit here: Abstract Submission Link Invited Speakers for 2026 We are delighted to host an exceptional line-up of invited speakers: Marta Belchior Lopes (Universidade NOVA de Lisboa) Sokratia Georgaka (University of Manchester) Jochen Kursawe (University of St’ Andrews) Theo Kypraios (University of Nottingham) Sara Wade (University of Edinburgh) Michael Whitehouse (Imperial College London) Konstantinos Zygalakis (University of Edinburgh) Registration Registration for the conference will open soon. The registration fee (covering three lunches and all coffee breaks) is expected to be around £100. More Information Learn more about the conference, past talks and posters, and this year’s host town, St Andrews, at: https://bioinference.github.io/2026/ If you have any questions, feel free to contact us at bioinference(a)gmail.com or drop me an email. ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Seminar Chiarini at Tor Vergata, February 2
by Michele Salvi 29 Jan '26

29 Jan '26

Dear all, On Monday, February 2nd, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Alberto Chiarini (Università di Padova) with the seminar "Fluctuations of the Simple Exclusion Process on Point Processes” Abstract: The simple exclusion process is one of the most prominent models of interacting particle systems. In this seminar, we consider a resistor network whose nodes are sampled according to a simple point process on R^d and are connected by certain conductances. On top of this resistor network, particles move according to random walks with the rule that there is at most one particle per site. Under soft assumptions on the point process measure and conductances, which include ergodicity, stationarity and certain moment conditions, it is known that the empirical density of particles converges for almost all realisation of the environment to the solution of an heat equation with a certain homogenised diffusivity. In this talk, we examine its equilibrium fluctuations. For d≥3, under the same assumptions that ensure the hydrodynamical limit, we show that the empirical density fluctuation field converges for almost all realisation of the environment, in the sense of finite-dimensional distributions, to a generalised Ornstein-Uhlenbeck process. For d=2, if we require some additional regularity on the environment to have Hölder regularity estimates for solutions to parabolic problems, we can show that the same conclusion holds. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Chiarini | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/35312566481713?p=TZW9dap5ukSeKLodvC> The seminar is part of the Excellence Project MatMod@TOV.

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ESOBE 2026 conference
by Matteo Iacopini 29 Jan '26

29 Jan '26

Dear all, I’m pleased to announce the 16th ESOBE conference, which will take place on 27-28 August 2026 at LUISS University in Rome. The oﬃcial website is https://esobe2026.github.io/ Keynote speakers ConcepHon Ausin (Universidad Carlos III de Madrid), Radu Craiu (University of Toronto), and Petros Dellaportas (University College London) Submission of Papers and Deadline You are invited to submit a paper for the contributed oral or poster sessions, with a deadline on 27 April 2026. Submissions from all fields of Bayesian econometrics (macro, micro, and financial) are welcome, as well as papers on Bayesian theory, computing, and machine learning. The call for papers is available on the website. Opportunities for PhDs and young researchers * Travel support grant —> PhD students who are members of the EFaB secHon within ISBA may apply for a travel support grant * Young Researchers Session —> PhD students and researchers who received their PhD after August 2021 may apply to present their work in the dedicated oral “Young Researchers Session” Please see the website for further details. For any clarificaHon or specific questions, write an email to esobe2026(a)gmail.com<mailto:esobe2026@gmail.com> Best wishes, Matteo Iacopini La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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