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Doctoral position in Bayesian spatiotemporal statistics for forest disturbance monitoring
by Guillaume Kon Kam King 15 Jul '26

15 Jul '26

Dear all, I would like to draw your attention to a doctoral position currently open at the Laboratoire d’Inventaire Forestier, Institut National de l’Information Géographique et Forestière, in Nancy, France. The doctoral project will be supervised by Alexander Massey, a researcher in survey sampling and statistical inference for forests at the Laboratoire d’Inventaire Forestier. The project focuses on small-area estimation methods for forest disturbance monitoring using Bayesian spatiotemporal approaches. It should be of particular interest to students with a background in statistics, spatial modelling, Bayesian inference, environmental statistics, forest inventory, or related fields. Further details are available here: https://lif-geodata.github.io/LIF/phd-xrisks.html Please feel free to circulate this announcement to potentially interested candidates. Best regards, Guillaume --------------------------- Dr. Guillaume KON KAM KING Chargé de recherches/Senior Research Fellow INRAE Université Paris-Saclay, INRAE, MaIAGE, 78350, Jouy-en-Josas, France

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Postdoc position: Stochastic optimization and mathematical foundations of machine learning, Wuppertal University
by Luigi Borasi 14 Jul '26

14 Jul '26

Dear All, I forward the advertisement below from Prof. Sebastian Kassing about one Postoc position at Wuppertal University. Best regards, Luigi Borasi Dear colleagues, there is an open Postdoc position in my group at the University of Wuppertal in the area of stochastic optimization and mathematical foundations of machine learning. The position is for 2 years and is to be filled as soon as possible. Interested candidates should have a background in one or more of the following areas: - Stochastic Optimization - Mathematical Foundations of Machine Learning - Stochastic Analysis - Neural Networks - Reinforcement Learning - Programming experience is desirable Further information, including the full job announcement, is available here: https://stellenausschreibungen.uni-wuppertal.de/qisserver/rds?state=bwm&mod… = Applications should be submitted through the University of Wuppertal’s application portal, https://stellenausschreibungen.uni-wuppertal.de, under reference number 26208. The deadline is August 10th, 2026. Please feel free to contact me at kassing(a)uni-wuppertal.de if you have any questions, and to forward this announcement to suitable candidates. Best regards, Sebastian Kassing

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Autumn Probability Day 2026 in Florence
by Gianmarco Bet 13 Jul '26

13 Jul '26

Dear colleagues, Save the date! The Autumn Probability Day 2026 <https://sites.google.com/unifi.it/florence-probability-group/probability-da…> will take place on the *5th of November* (*it's a Thursday!*) at the University of Florence. The speakers will be Alessandra Cipriani (University College London) and Alexandre Stauffer (King's College London). As usual, each speaker will give an introductory lecture followed by a research seminar. Looking forward to welcoming you in Florence! Luisa Andreis, Luca Avena, Gianmarco Bet, and Elia Bisi

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Secondo ciclo di seminari online sulle applicazioni della probabilità in economia: Daria Ghilli
by Enrico Scalas 13 Jul '26

13 Jul '26

Il 16 luglio 2026 alle ore 14 Daria Ghilli, Department of Economics and Management, University of Pavia terrà un seminario dal titolo Mean Field Games in infinite dimensional spaces and applications to economics Abstract: We present an overview of mean field game models for large populations of forward-looking agents whose individual state is naturally infinite-dimensional. This situation arises when agents’ dynamics involve variables such as age, spatial position, memory or path-dependent effects, or delay. These features are common in economic applications, including vintage capital models, production planning problems, and systemic risk. We explain how infinite-dimensional techniques make it possible to reformulate such dynamics as abstract evolution equations in Hilbert spaces, often eliminating the explicit delay by enlarging the state variable. We then present some recent results and discuss applications to vintage capital models and systemic risk. Il link per accedere al seminario è https://polimi-it.zoom.us/j/96054779369 Vi è anche un link di back-up da usare in caso di eventuali problemi tecnici https://teams.microsoft.com/meet/324967652703789?p=0vt10YjhRZpVlDLRC1 Cordiali saluti, Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Assistant, Associate, and Full Professors at Imperial College London
by Mario Maurelli 13 Jul '26

13 Jul '26

Dear colleagues, I forward the advertisement below from Michele Coti Zelati about positions at Imperial College London. Best regards Mario Maurelli The Department of Mathematics at Imperial College London is currently recruiting Assistant, Associate, and Full Professors across all areas of mathematics. Personally, I would be especially delighted to receive applications from outstanding researchers working in analysis, probability, and partial differential equations, so please do encourage any strong candidates in these areas to apply. Further details and the application portal can be found here: https://www.imperial.ac.uk/jobs/search-jobs/description/index.php?jobId=285… Best wishes, Michele Coti Zelati

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Fwd: Workshop on March 25-28 -- Stochastic Dynamics and Stochastic Equations
by Marco Romito 11 Jul '26

11 Jul '26

-------- Forwarded Message -------- Dear Colleagues, I would like to advertise a workshop on stochastic dynamics and stochastic equations. https://www.epfl.ch/labs/stoan/workshops/ Regards, Xue-Mei ------------------------------------------------- Professor Xue-Mei Li Chair of Stochastic Analysis Mathematics EPFL --The École polytechnique fédérale de Lausanne ------------------------------------

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Phd in Data Science alla Luiss
by Marta Leocata 11 Jul '26

11 Jul '26

Cari colleghi, vi segnalo l'apertura del bando di ammissione al Phd in Data Science alla Luiss. La scadenza per la presentazione delle domande è fissata al 24 luglio 2026. Possono candidarsi coloro che conseguiranno la laurea richiesta entro il 15 settembre 2026. Il programma ha una durata di 3 anni e la borsa di dottorato ammonta a €16.243,00 lordi annui. Se avete domande non esitate a scriverci una mail. Le informazioni sul bando e sulle modalità di candidatura sono disponibili alla pagina dedicata: https://phd.luiss.it/datascience/open-calls/ Saluti,

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Selezione per la chiamata di un professore associato presso DISEI-UNIFI
by Giacomo Scandolo 10 Jul '26

10 Jul '26

Segnalo la seguente posizione presso il Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) presso l'Università di Firenze ------------------------------------------------------------------------------------------------------------- Procedura di selezione per la chiamata di un professore associato, ai sensi dell’art. 18, comma 4, della Legge n. 240/2010, per il gruppo scientifico disciplinare: 13/STAT-04 Metodi matematici delle scienze attuariali e finanziarie Il bando è pubblicato al seguente indirizzo https://www.unifi.it/it/ateneo/lavora-con-noi/reclutamento-bandi-di-concors… (Scadenza presentazione delle domande 6 agosto 2026)

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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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