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

Oberwolfach Seminar for Graduate Students and Early-Career Researchers
by Hakima Bessaih 09 Jul '26

09 Jul '26

Dear all, Applications are now open for the Oberwolfach Seminar on "Stochastic and Relaxation Effects in Fluid Dynamics,"to be held at the Mathematisches Forschungsinstitut Oberwolfach (Germany) from October 18–23, 2026. The seminar is intended for Ph.D. students, postdoctoral researchers, and other early-career researchers interested in stochastic PDEs, fluid dynamics, applied analysis, and related fields. It offers an excellent opportunity to learn from leading experts and interact with researchers from around the world. More information and the application form are available here: https://www.mfo.de/www/activity/2643b Application deadline: July 12, 2026. I encourage eligible students and postdoctoral researchers to apply. Best regards, Hakima ---------------------------------------------------- Hakima Bessaih, PhD Professor and GPD AHC-4 Room 358 Tel: (305) 348-5789 Mathematics & Statistics Department College of Arts, Sciences & Education Florida International University 11200 SW 8th St, Miami, FL 33199

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PhD Position in Financial and Insurance Mathematics - University of Zurich
by Claudio Fontana 08 Jul '26

08 Jul '26

Dear all, I forward the announcement of this PhD position in Zurich, under the supervision of Delia Coculescu. Application link: https://apply.mnf.uzh.ch/positiondetails/57671686 Best, Claudio Fontana ---------------------------------------------------------------------------- PhD Position in Financial and Insurance Mathematics Chair of Quantitative Risk Analysis Department of Mathematical Modeling and Machine Learning (DM3L) University of Zurich The Chair of Quantitative Risk Analysis at the Department of Mathematical Modeling and Machine Learning is inviting applications for a PhD position in Financial and Insurance Mathematics. The successful candidate will be associated with the Zurich Graduate School of Mathematics and will work on research topics at the intersection of stochastics, financial and insurance applications, and machine learning. The doctoral thesis will focus on questions related to nonlinear pricing and model risk in finance and insurance. Possible research directions include the mathematical analysis of pricing and risk measurement under uncertainty, robust and nonlinear valuation methods, contagion models, and the use of machine learning techniques in financial and actuarial modeling. We are looking for a highly motivated and talented candidate with a strong background mathematics, in particular probability theory and stochastic analysis, and mathematical finance. The candidate should be interested in developing rigorous mathematical methods while remaining open to applications in finance, insurance, and data-driven modeling. The position is funded for 4 years, starting from September 2026. Candidate profile Applicants should have: * A Master’s degree, or equivalent qualification, in stochastic analysis, mathematical finance, or a closely related field. * A solid background in probability theory, stochastic processes, stochastic analysis, or financial mathematics. * An interest in financial and insurance applications. * Openness to working at the interface of mathematics, finance, insurance, and machine learning. * Strong analytical skills and motivation for independent research. Research environment The candidate will join the Chair of Quantitative Risk Analysis and become part of a stimulating research environment within DM3L and the Zurich Graduate School of Mathematics. The position offers the opportunity to work on mathematically rigorous and practically relevant problems in financial and insurance mathematics. Applications should include a CV, academic transcripts, a brief statement of research interests, and the names of 2 potential references. For further information or sending an application, please contact: Prof. Delia Coculescu Chair of Quantitative Risk Analysis Department of Mathematical Modeling and Machine Learning https://dm3l.uzh.ch/workgroup/coculescu delia.coculescu(a)math.uzh.ch

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FRIT 2026 conference: reminder and speakers
by Alessandro Doldi 07 Jul '26

07 Jul '26

Dear colleagues, We would like to remind you about Frontiers in Risk and Investment Theory (FRIT 2026), which will take place in Stresa (Lake Maggiore, Italy), September 20–22, 2026. We are pleased to announce that the deadline for registration has been extended to July 30. FRIT 2026 will bring together leading researchers in Mathematical Finance and will also celebrate the 65th birthday of Marco Frittelli. The conference features a distinguished lineup of speakers: * Beatrice Acciaio * Francesca Biagini * Bruno Dupire * Hans Föllmer * Jean-Pierre Fouque * Fausto Gozzi * Felix Liebrich * Massimo Marinacci * Thilo Meyer-Brandis * Max Nendel * Jan Obłój * Frank Riedel * Wolfgang Runggaldier * Walter Schachermayer * Martin Schweizer * Nizar Touzi Further information on the scientific program, venue, registration, and submission guidelines is available on the conference website: https://sites.google.com/view/frit2026 We look forward to welcoming you to Stresa in September! Best regards, The Organizing Committee Siamo nati per chiederci perché. Il tuo 5xmille all'Universita degli Studi di Milano Codice fiscale 80012650158 [https://sites.unimi.it/loghi/5x1000/5x1000.png]

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HIM Trimester Program: Nonlinear evolution equations with noise, Bonn, May–August 2027
by Nicolas Perkowski 03 Jul '26

03 Jul '26

Dear colleagues, We are happy to announce the HIM Trimester Program Nonlinear evolution equations with noise which will take place at the Hausdorff Research Institute for Mathematics in Bonn from May 10 to August 6, 2027. The program will bring together researchers working on nonlinear evolution equations with randomness, at the interface of dispersive PDE, probability, harmonic analysis, and mathematical physics. It includes an introductory summer school, a workshop on statistical mechanics of dispersive equations, and a conference on nonlinear dispersive and wave phenomena in the presence of randomness. The call for participation is open until November 1, 2026. Further information and application details: https://www.mathematics.uni-bonn.de/him/programs/future/him-trimester-progr… Please feel free to forward this announcement to anyone who may be interested. Best regards, Bjoern Bringmann, Herbert Koch, Andrea R. Nahmod, Nicolas Perkowski, and Leonardo Tolomeo

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3rd Dolomites Winter School on Mean-field Control, Mean-field Games and Applications
by Stefano Pagliarani 03 Jul '26

03 Jul '26

It is our pleasure to announce the 3rd Dolomites Winter School on Mean-field Control, Mean-field Games and Applications<https://sites.google.com/view/dolomitesws27> which will take place in Folgarida on January 25-28, 2027. Mission: The winter school is designed for Ph.D. students as well as early career researchers in the areas of probability, stochastic analysis, machine learning, mathematical finance. However, any researcher in these areas is encouraged to partecipate. It will take place in Folgarida, in the heart of the Dolomites, a world-renowned alpine destination and a World Heritage site since 2009, thanks to their beauty and unique landscapes. Courses: * Giorgio Ferrari (Bielefeld University), "Mean Field Games: From Foundations to Singular Controls and Optimal Stopping" * Huyen Pham (École Polytechnique of Paris), "Mean-Field Control: Theory, Methods, from Foundations to Learning" Highlights: * Free participation (registration is compulsory) * Discounted accommodation rates available for reservations made by September 15, 2026 (see the website) * Contributed and poster sessions for the participants Further information available at https://sites.google.com/view/dolomitesws27 For special queries, please contact the organizers at: dolomitesws(a)gmail.com<mailto:ws25unibomi@gmail.com> ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Full Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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One year post-doc position in Padova opening soon
by Giorgia Callegaro 01 Jul '26

01 Jul '26

Dear all, We are pleased to announce that a post-doctoral position will open after the summer break at the Department of Mathematics in Padova. The research topic focuses on *cyber security risk mitigation*, and the successful candidate will join the working team of Profs. Callegaro, D'Auria, and Fontana. All relevant (and available!) details can be found in the attached PDF. Please feel free to reach out if you have any questions. We look forward to receiving your applications! Best regards, Giorgia, Bernardo and Claudio Giorgia Callegaro Associate 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

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