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Fwd: Probability and Analysis 2026 — Registration and Call for Talks
by Antonio Agresti 25 Nov '25

25 Nov '25

Ricevo ed inoltro. ---------- Forwarded message --------- Da: Probability and Anatysis 2026 <pa2026(a)pwr.edu.pl> Date: lun 24 nov 2025 alle ore 21:07 Subject: Probability and Analysis 2026 — Registration and Call for Talks To: 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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Call for Ph.D. Positions in Mathematics at GSSI – a.y. 2026/27
by Serena Cenatiempo 21 Nov '25

21 Nov '25

Dear colleagues and friends, We would like to draw your attention to the open call for 10 Ph.D. positions for the doctoral program in "Mathematics in Natural, Social and Life Sciences" at the Gran Sasso Science Institute (GSSI) in L’Aquila (Italy). Please find further details in the official call, available on this page <http://www.gssi.it/phd/>, or the related MathJobs post <https://www.mathjobs.org/jobs/list/27643>. The application deadline is January 13, 2026 (at 3 pm CET). Applications are submitted through the GSSI application portal <http://www.gssi.it/phd/>. The start date of the Ph.D. program is November 1, 2026. We would be grateful if you could circulate this announcement among potentially interested candidates. Please also find at this link <https://gssi.it/communication/news-events/item/download/5481_d8411a6c568861…> a printable version of our program flyer, which you may share on your Institution’s notice board. For questions and general inquiries, please contact us at applications(a)gssi.it. Best regards, Serena Cenatiempo Chair of the Ph.D. program in Mathematics (on behalf of the GSSI PhD Governing Board) -------------------------------------------------- Serena Cenatiempo, Prof. Gran Sasso Science Institute Phone: +39 0862 428 0276 Viale Rendina 24 67100 - L'Aquila (Italy) E-Mail: serena.cenatiempo(a)gssi.it Website: http://www.serenacenatiempo.it/

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Second call, Fintech2026, 29-30 January 2026, Pavia
by Giacomo Bormetti 21 Nov '25

21 Nov '25

Dear Colleagues, This is a gentle reminder that the deadline (*December 14th, 2025*) for paper submission at the 4th edition of the '*International Fintech Research Conference (Fintech2026)*', January 29-30, 2026, Pavia, is approaching. Feel free to share with all interested people. Kind regards On behalf of the local organizing committee Giacomo Bormetti *** *International Fintech Research Conference* Finance, technology, methodologies University of Pavia January 29-30, 2026 The Conference <https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top…> aims to stimulate discussion and promote collaborations among researchers working in all areas of Fintech, providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields, including (but not limited to) theoretical analysis of the Fintech domain, AI and machine learning applications to Finance, Cryptocurrencies, Decentralized Finance, Big data analysis, Cybersecurity, Nowcasting, Text analysis in Finance, and Network analysis in Finance. The Conference establishes a *prize for the best paper* presented by young researchers. *Submission Fees* *100,00 EUR*: the fee covers coffee breaks, lunches, and the social dinner *60,00 EUR*: for people attending the social dinner only The Conference is the fourth edition of an annual initiative promoted by the *Fintech Research Network* <https://www.fintechlab.it/network/>, steered by a group of researchers working in all areas of Fintech. The network aims to develop proactive research initiatives, including conferences, summer schools, workshops, seminars, and research projects, within the Fintech framework. *Keynote speakers*: - *Agostino Capponi*, Columbia University - *Frédéric Vrins*, Université Catholique de Louvain *Scientific Committee*: Matteo Barigozzi, Francesco Bartolucci, Emilio Barucci, Giacomo Bormetti, Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà-Talamanca, Paolo Giudici, Fabrizio Lillo, Daniele Marazzina, Silvia Muzzioli, Claudio Tebaldi. *Organizing Committee*: Giacomo Bormetti, Riccardo Brignone, Paolo Giudici, Andrea Pallavicini, Emanuela Raffinetti, Alessandro Spelta, Lorenzo Trapani. *Important Dates* Abstract/Paper submission *December 14, 2025* Notification to authors *December 31, 2025* Conference registration *January 1-14, 2026*

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Seminars Sapienza University: L. Cristofaro, W. Bock - 27-11-2025
by Luisa Beghin 21 Nov '25

21 Nov '25

Dear all, on* Thursday 27th November* the following seminars will be held at the *Department of Statistical Sciences, Sapienza University*: *Time: 14:30* *Speaker: Lorenzo Cristofaro (University of Luxembourg)* *Title: *A novel p-Poincaré inequality and a multiplication formula *Abstract:* We show a novel family of p-Poincaré inequalities for almost surely finite random variables (p ∈ [1, 2]). Regarding the case of multiple Wiener-Ito integrals, our results yield general multiplication formulae on the Poisson space under minimal conditions, naturally expressed in terms of diagrams and/or contraction operators. *Time: 15:15* *Speaker: Wolfgang Bock (Linnaeus University, Vaxjo, Sweden)* *Title: *The characterization of Malliavin-Watababe-Sobolev spaces via the Bargmann-Segal Space *Abstract: *The characterization theorem and its corollaries set the foundation of the success of white noise analysis in the recent 30 years. On different occasions the fathers of the characterization J. Potthoff and L. Streit were asked by P. Malliavin and P.-A. Meyer if such a characterization is also possible for the Mallliavin-Watanabe Sobolev spaces. In this talk we present how we closed this gap and give a characterization of the Mallliavin-Watanabe Sobolev spaces with the help of the Bargmann-Segal transform. The characterization can also be generalized to the non-Gaussian setting. Examples will showcase the regularity of different objects. It will be possible to attend them in presence in *Room n.24*, Building CU002, p.le A.Moro 5, Rome (4th floor) and *online* at this link <https://uniroma1.zoom.us/j/84380852385?pwd=RDBrcVdvelRMM0VmczlXYWgwL2pPZz09> Best regards, Luisa *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910709 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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2nd CAM-Risk conference - Pavia, 8-10 April 2026
by Giacomo Bormetti 21 Nov '25

21 Nov '25

Dear Colleagues, We are pleased to announce the *2nd CAM-Risk conference*, which will be held at the *Department of Economics and Management, University of Pavia*, *8-10 April 2026*. *Important dates* Paper submission deadline: December 15, 2025 Notification: January 15, 2026 Registration: February 20-28, 2026 Late Registration: March 20-25, 2026 *Confirmed keynote speakers* Francisco Herrera <https://dasci.es/personal/perfil/francisco-herrera-triguero/> (University of Granada) Klaas Knot <https://en.wikipedia.org/wiki/Klaas_Knot> (Former President of De Nederlandsche Bank <https://www.google.com/search?sca_esv=6c7f7ca6e8ee6a34&rlz=1C1CHBD_enIT1150…> and former Chair of the Financial Stability Board) Barbara Rossi <https://sites.google.com/site/barbararossiwebsite/research> (University of Pompeu Fabra) Josef Teichmann <https://people.math.ethz.ch/~jteichma/> (ETH Zurich) *Invited sessions* Bank of Italy session. Organizer: Iuri Marcucci <https://sites.google.com/view/jurimarcucci/home> (Bank of Italy) IMF session “Topic”. Organizer: Davide Furceri <https://cepr.org/about/people/davide-furceri> (IMF and University of Palermo) Topics of interest, without being exhaustive, concern 1. Growth and business cycle analysis 2. Quantitative Finance and Econometrics 3. New risks and financial stability 4. Migration, and the labor market 5. International trade challenges 6. Climate change and energy policies 7. European issues and Geopolitical risks 8. Ageing and the Progression of Disability: Insurance Models for Long-Term Care in Public and Private Systems More details are available at https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top… We are looking forward to meeting you in Pavia. Kind Regards Giacomo Bormetti On behalf of the Organizing Committee

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corso di Dottorato Invariant measures of stochastic partial differential equations
by Carbone Raffaella 21 Nov '25

21 Nov '25

Gentili colleghi, vi comunichiamo che il corso di Dottorato *Invariant measures of stochastic partial differential equations* ( descrizione <https://drive.google.com/file/d/1UoL69FJkF5XKHXT9dY1eP9PIe5teWSx3/view>) tenuto dai proff. *Davide Augusto Bignamini e Francesco Carlo De Vecchi * inizierà la prossima settimana, il 25 novembre. Le lezioni si terranno nella sala riunioni del piano C (aula C12) del Dipartimento di Matematica "Felice Casorati" dell'Università degli studi di Pavia. Di seguito date e orari delle lezioni: Martedì 25/11/25 9:30-12:30 Martedì 2/12/25 9:30-12:30 Giovedì 11/12/25 14:00-17:00 Martedì 16/12/25 9:30-12:30 Per chi fosse impossibilitato a partecipare in presenza, i docenti hanno previsto la possibilità di seguire le lezioni anche online tramite la piattaforma *Zoom* https://unipv-it.zoom.us/j/94404093146?pwd=X2YsNwHxA5a47fU4VhzR3pzeZHOsph.1 ID riunione: 944 0409 3146 Codice d’accesso: 697608 Cordiali saluti, Raffaella Carbone Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Reminder: OWPS's seminar today
by Federico Sau 20 Nov '25

20 Nov '25

Dear all, This is a reminder for today's seminar by Zoraida F. Rico (Bocconi) and Roberto I. Oliveira (IMPA), at 15:00-17:00 Rome time. All info here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers

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SPASS seminars: E. Tassi and J. Coe
by Francesco Grotto 20 Nov '25

20 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminars, *Hamiltonian fluid models for plasmas in the presence of a strong guide field* by Emanuele Tassi (Observatoire de la Côte d'Azur), and *Transition densities for the 2d stochastic Navier-Stokes equations* by James Coe (University of Edinburgh), to be held consecutively on TUE 25.11.2025 at 14:00 and 15:00 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 (Tassi): Fluid models provide an effective tool for describing the dynamics of ionized gases such as plasmas. In particular, in some laboratory and astrophysical contexts (for instance, tokamak devices for thermonuclear fusion, or the solar wind) the dynamics of a plasma can be effectively described by means of fluid models assuming the presence of a dominant, constant in time, component of the magnetic field (strong guide field assumption). Several models of this kind have been derived and used for studying phenomena such as turbulence and magnetic reconnection. In the two-dimensional, non-dissipative limit, many of these models were shown to possess a reformulation in terms of advection equations for Lagrangian invariants. A paradigmatic example of this family of models consists of the two-field model derived by Schep, Pegoraro and Kuvshinov (Phys. Plasmas 1, 2843 (1994)). The formulation in terms of Lagrangian invariants is concomitant with the noncanonical Hamiltonian structure of these models.In this talk, I will show how the possibility of this reformulation and the existence of the corresponding noncanonical Hamiltonian structure can be traced back to the common origin of these models from a parent kinetic model of the so-called gyrokinetic, or drift-kinetic kind.With this approach, new Hamiltonian fluid models can also be derived, describing the evolution of an arbitrary number of Lagrangian invariants in two dimensions. Some general properties of models that can be derived by means of this approach will also be discussed. / /Abstract (Coe): We consider a family of 2d incompressible Navier-Stokes equations with Gaussian forcing that is white-in-time and coloured-in-space. We show that the laws of solutions at any given time are equivalent to those of the corresponding Ornstein-Uhlenbeck process, and in particular the invariant measures are equivalent.We establish a nonlinear version of the "time-shifted Girsanov method" of [Mattingly-Suidan, Mattingly-Romito-Su], enabling a direct comparison between the laws of nonlinear dissipative SPDEs. Then, exploiting the skew-symmetric structure of the Navier-Stokes nonlinearity, we construct a modified system that leaves the Gaussian measure invariant while remaining comparable to the Navier-Stokes dynamics. This talk is based on joint work with Martin Hairer and Leonardo Tolomeo. /

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Job in Financial Mathematics, University of Limerick
by Eberhard.Mayerhofer 20 Nov '25

20 Nov '25

Dear Colleagues Applications are invited for the following position: Title of Post: Associate Professor B in Financial Mathematics JOB SYNOPSIS If you are seeking an academic career in a dynamic and cohesive Department of Mathematics and Statistics, then the new permanent Associate Professor position in our department should be of interest to you. The Department has a thriving research programme with a focus on the development of mathematical and statistical methods for real-world applications. Fields of interest include stochastic processes, optimisation, numerical analysis, inverse problems, survival analysis, complex systems, climate modelling and network science. The Department has an undergraduate programme in Financial Mathematics and is also responsible for teaching mathematics and statistics at all levels across the University. To support our growth, we are seeking to appoint an Associate Professor B (tenured) in Financial Mathematics. The successful candidate will have a doctoral degree in mathematics or equivalent discipline and a track record of excellent publications in journals relevant to financial mathematics. We seek candidates with leadership potential and a developing international reputation in research in one or more branches of financial mathematics. The successful candidate is expected to: teach at undergraduate and postgraduate levels, supervise undergraduate and postgraduate research, undertake administrative tasks associated with an academic position and undertake excellent research. Faculty of Science & Engineering Department of Mathematics & Statistics Contract Type: Permanent Salary Scale: €63,943 - €102,475 p.a. University of Limerick is a research-led, energetic and enterprising institution with a proud record of innovation and excellence in education and scholarships. We value creativity, curiosity and excellence in our inclusive community which is committed to social good. Our motto Eagna chun Gnímh translates as Wisdom for Action reflecting our mission to contribute to the discovery of new knowledge for a better world. Informal enquiries regarding the post may be directed to: Professor Ailish Hannigan Head, Department of Mathematics and Statistics University of Limerick Email: ailish.hannigan(a)ul.ie The closing date for receipt of applications is Wednesday, 10th December 2025 Applications must be completed online before 12 noon, Irish Standard Time on the closing date. Please note your application must include: A letter of introduction and a current CV indicating how you meet the criteria outlined in the Job description. A completed online application form. Please email erecruitment(a)ul.ie if you experience any difficulties Applications are welcome from suitably qualified candidates. Further information for applicants and application material is available online from: https://www.ul.ie/vacancies Many thanks for your interest in this role. Job ID : 080170 Close Date : 10-Dec-2025 12:00

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Fwd: Postdoc position in Lyon in probability - mathematical physics (2026-2028)
by Faggionato, Alessandra 20 Nov '25

20 Nov '25

Buongiorno, ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- From: Christophe Garban <christophe.garban(a)gmail.com> Date: Thu, 20 Nov 2025 at 05:10 Subject: Postdoc position in Lyon in probability - mathematical physics (2026-2028) To: Cc: Avelio Sepúlveda <lsepulveda(a)dim.uchile.cl> Dear colleagues, I am currently advertising a two-year postdoc position in probability/mathematical physics in University of Lyon 1, with deadline December, 15th. Please transfer the announcement below to potential candidates. Thanks a lot! Best wishes, Christophe. ---------------------- Postdoc position in Lyon for 2026 Université Lyon 1 (funded by the ERC project Vortex) Applications are invited for a postdoc position in probability/mathematical physics at the University Lyon 1, in the Laboratoire Institut Camille Jordan. The postdoc is funded by the European Research Council grant "Vortex". Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. Practical information: (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocInLyon2026.pdf) - The position is for two years, with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). - No teaching. - A lot of activity around probability in Lyon. - Great city :-) - The expected starting date is September 2026, but a different date may be arranged. Application and deadline: Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com) before *December 15th, 2025.* Applicants should also arrange for up to three letters of recommendation to be sent to the same address. They will be evaluated first on December 16th, 2025 and then on a rolling basis. *Contacts: * Christophe Garban (christophe.garban(a)gmail.com) Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Postdoc LPSM/LMO Paris/Orsay
by Ester Mariucci 19 Nov '25

19 Nov '25

Buongiorno, Ricevo e inoltro con piacere. Cordiali saluti, Ester — Dear colleagues, We have a 2 years postdoc position within the grant ANR BACKUP ( https://sites.google.com/view/anrbackup/home) to be spent simultaneously at LPSM in Paris (working with me and local members) and at LMO in Orsay, working with Gilles Blanchard/Guillermo Durand/Elisabeth Gassiat and local members. If you know potential candidates, could you let them know about the offer? Thank you very much! More details about the position can be found here (deadline for application: December 12) https://sites.google.com/view/anrbackup/postdoc-new The expected starting date is mid 2026 (in principle no later than Oct 1st). Best regards, Ismael Castillo

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Open PhD student or postdoc position at Ulm University
by Robert Stelzer 19 Nov '25

19 Nov '25

Dear Colleagues, We are currently looking for a talented young researcher interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/fa3612da60fec4ad58b13bd42bd21… (German version: https://stellenangebote.uni-ulm.de/jobposting/12e41799e376ad74b10eca0678069…) the announcement for an open position as a PhD student or Postdoc (academic employee) at the Institute of Mathematical Finance at Ulm University starting April 2026 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer *For the Institute of Mathematical Finance we are looking for an* Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of statistics, data science, financial mathematics and stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on three quarters of a position. Your profile: o a very good master degree (Postdoc: PhD) in mathematics or a comparable degree o interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences o willingness to work on one’s own scientific qualification o very good command of English and ability to teach in English o Commitment, ability to work in teams and interest in interdisciplinary cooperation o interest in didactics and high-quality teaching Your responsibilities: o Contribution to the teaching and supervision duties of the institute. The formal teaching load is is 3-4 hours per week per semester, depending on the scope of employment. o Participation in the research projects of the institute o own further scientific qualification (e.g. PhD or habilitation) We offer: o Flexible working hours o Further scientific qualification o Job ticket, Job bike and further benefits of the public service *> Scope: Fulltime 100% or part-time 75% > Temporary: 2-3 years, in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) > Remuneration: TV-L EG 13 > Start: 01.04.2026 or later * ** We seek to increase the proportion of women in research and teaching and particularly encourage qualified female scientists to apply for this position. Severely disabled applicants with equal aptitude will be given preferential consideration. Full-time positions are generally divisible. *The university and what we offer:<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/>* *https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/* *<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/> Seize the opportunity and join us in shaping the future of the University! * *> Referenz-no.:* 25153 *> Application deadline:* 14.12.2025 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 **We look forward to your application via our online application portal <https://stellenangebote.uni-ulm.de/en/jobposting/326878d802cbbe926c5d24f92e…> -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

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Seminar Andreis at Tor Vergata, November 24
by Michele Salvi 19 Nov '25

19 Nov '25

Dear all, On Monday, November 24th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Luisa Andreis (Università degli studi di Torino) with the seminar "Large deviations for the covariance process in fully connected Gaussian neural networks” Abstract: In this talk, we study fully connected Gaussian deep neural networks, focusing on their covariance process. In particular, we establish a large deviation principle (LDP) for this process in a functional framework, viewing it as a trajectory in the space of continuous functions. As key applications of our main results, we derive posterior LDPs under Gaussian likelihoods in both the infinite-width and mean-field regimes. We will outline the main ideas of the proof, emphasizing that it relies on an LDP for the covariance process regarded as a Markov process taking values in the space of non-negative, symmetric, trace-class operators equipped with the trace norm. This talk is based on joint work with F. Bassetti and C. Hirsch. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Andreis | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/33954601582872?p=ecTbLKmPt6bfiSYZvx> The seminar is part of the Excellence Project MatMod@TOV.

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Fwd: Jobs at Warwick
by Tiziano De Angelis 17 Nov '25

17 Nov '25

Dear All, I am forwarding an annoucement about 2 assistant professor positions in the areas of Statistical Methodology and Theory, Computational Statistics and Machine Learning. Best wishes Tiziano De Angelis ------------- Dear All, Can I draw your attention to these two new assistant professor positions? https://warwick-careers.tal.net/vx/appcentre-ext/brand-4/spa-1/candidate/so… Best wishes, Saul ********************************* S D Jacka, Professor of Statistics Director of the Centre for Research in Statistical Methodology (CRiSM) Room 3.02, Mathematical Sciences Building, University of Warwick, Coventry CV4 7AL Tel: +44 24 7652 3371 *I do not work on Mondays or Fridays.*

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Seminario Padova - Simone Baldassarri
by alekos.cecchin＠unipd.it 17 Nov '25

17 Nov '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (3 Ottobre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Simone Baldassarri (Gran Sasso Science Institute (GSSI)) <https://sites.google.com/view/simonebaldassarri> https://sites.google.com/view/simonebaldassarri Title: How opinions evolve on dense dynamic random graphs Date: October 3, 2025, at 14:30, 2AB40 Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. This talk is based on a joint work with P. Braunsteins, F. den Hollander and Michel Mandjes. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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REMINDER: [STAR Seminars] Tuesday Nov 18 - Ihsan Arharas
by Leonardo Tarquini 17 Nov '25

17 Nov '25

Dear all, This is a gentle reminder about this week's STAR seminar scheduled for tomorrow, November 18th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Møterom 1000 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/65363110080>. The speaker is Ihsan Arharas (Linnaeus University) with the talk: Title: American options under asymmetric information in the predictable setting Abstract: We study the valuation of American contingent claims with irregular payoff processes in a financial market where the buyer possesses additional information. The seller operates with respect to the public filtration, while the buyer acts under an initially enlarged filtration. In this setting, we investigate the value of the American contingent claim when the buyer exercises the option according to predictable stopping strategies, i.e. exercise rules that can be announced in advance. This formulation is particularly relevant in the absence of regularity, since enlargement may transform jump times that are totally inaccessible under the public filtration into predictable times under the enlarged one. Within this framework, the value of the American contingent claim is characterized through the solution of a reflected backward stochastic differential equation (RBSDE) in the predictable setting, and the difference between the two information structures provides a representation of the cost of the additional information. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

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Seminario Maurice Duits Sapienza
by Gustavo Posta 17 Nov '25

17 Nov '25

Dear all, On Monday November 24, Maurice Duits (http://www.math.kth.se/~duits) will give a seminar at the Department of Mathematics "Guido Castelnuovo" (Sapienza Università di Roma). Please find the details below. GP ************************************************ Monday November 24 2025 16:15, Sala Consiglio del Dipartimento di Matematica "Guido Castelnuovo" Sapienza Università di Roma Speaker: Maurice Duits Title: The Gamma disordered Aztec diamond Abstract: The Aztec diamond, under the uniform measure on domino tilings, is one of the classic examples of an exactly solvable model in probability and statistical mechanics. Its rich geometric features—such as limit shapes and arctic boundaries—have long made it a cornerstone of integrable probability. More recently, variants of this model with doubly periodic weights have revealed that much of the underlying structure persists far beyond the uniform case and can be used to uncover new behaviors—such as regions with smooth disorder—that were previously out of reach. At the heart of these models lies a birational map that encodes their integrable character. In this talk, I will present a new disordered version of the Aztec diamond obtained by placing Gamma-distributed weights on its edges. Remarkably, these random weights preserve just enough structure to keep the model integrable, This allows us to provide rigorous confirmation of predictions from the physics literature—such as the absence of a phase transition in the free energy—and explain the emergence of n^2/3 fluctuations near the turning points. Remarkably, these turning points are related to certain integrable polymer models. The presentation is aimed at a broad mathematical audience and is based on on joint work with Roger van Peski. ************************************************ ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ----------------------------------------------------------------- -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Enrico Priola Seminar Thursday 27th November 12h at Mathematics Department in Bologna
by Cristina Di Girolami 17 Nov '25

17 Nov '25

Dear all, Thursday 27th November 12h at Mathematics Department in Bologna, Professor Enrico PRIOLA will give the seminar with title: Regular stochastic flow and Dynamic Programming Principle for jump diffusions. It will be possible to follow in presence in Piazza di Porta San Donato, 5, Aula Arzelà (5th floor) and online at the following link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmVjNDQ2YzItNzg5ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee… ID riunione: 324 525 375 668 6 Passcode: Ha9rL3AR Best regards Cristina Di Girolami ------------------------------------------------------------- Cari tutti, giovedì 27 ore 12, il Professore Enrico PRIOLA (Università di Pavia) terrà il seguente seminario: Title: Regular stochastic flow and Dynamic Programming Principle for jump diffusions. In presenza al Dipartimento di Matematica di Bologna (Porta San Donato 5) in aula Arzelà (quinto piano) e da remoto https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmVjNDQ2YzItNzg5ZS00… ID riunione: 324 525 375 668 6 Passcode: Ha9rL3AR Cordiali saluti, Cristina Di Girolami

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Special issue on "Ising Model at 100"
by Cristian GIARDINA' 17 Nov '25

17 Nov '25

Dear colleague, We are delighted to bring to your attention a special issue of the journal Mathematical Physics, Analysis and Geometry (MPAG) on the occasion of Ising Model’s centenary. [image: ISINGat100-2.jpg] The special issue can be accessed and freely downloaded at: https://link.springer.com/journal/11040/updates/27825832 Best wishes Siva Athreya, Cristian Giardinà (On Behalf of the Editorial Board)

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Fwd: Conference announcement in Pisa-mailing list
by Theresa LANGE 17 Nov '25

17 Nov '25

Dear colleagues, Please find attached the announcement of an early career researchers' conference in Sweden in 2026. Kind regards Theresa Lange > Von: Marco Rehmeier <rehmeier(a)tu-berlin.de> > Betreff: Conference announcement > > Dear PhD students and Postdocs, > > We would hereby like to draw your attention to the 3rd edition of the > > Young Summer School on Stochastic Analysis > to be held 10.-13.06.2026 in Växjö, Sweden. > > The summer school is targeted at PhD-students and PostDocs working in stochastic analysis and related fields. We want to bring junior researchers together in a special environment in order to foster scientific exchange and networking. The school will include a lecture series by Prof. Michael Röckner (Bielefeld), a scientific soft skill course and a conference dinner. Participants are encouraged to give a talk or to present a poster. > > Participation is free, but registration is mandatory via the following link: https://forms.gle/2v6f2k4dj5myQnxk9 > > We would be delighted to see you next summer in beautiful Växjö! In case of any questions, feel free to contact us via ysssa2026(a)gmail.com <mailto:ysssa2026@gmail.com>. For more information, see https://sites.google.com/view/ysssa26/start > > Kind regards, > Ihsan Arharas, Wolfgang Bock, Sebastian Grube, Marco Rehmeier

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Seminario on-line PRISMA lunedì 1 dicembre 2025 - Ilya Chevyrev & Hao Shen
by Sonia Mazzucchi 17 Nov '25

17 Nov '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *lunedì 1 dicembre* 2025. I relatori saranno *Ilya Chevyrev* (Sissa - Trieste) e *Hao Shen* (University of Wisconsin-Madison) che parleranno di: *Stochastic quantisation of gauge theories* *.* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/84292750177 ID riunione: 842 9275 0177 Codice d’accesso: 549245 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) TITOLO: Stochastic quantisation of gauge theories RIASSUNTO: We will give an introduction to gauge theories, especially Yang-Mills theory, from a probabilistic perspective. Gauge theories arise in physics, where they are used to describe elementary particles, and correspondingly provide many rich problems in mathematics, including in probability and analysis. We will survey recent results on the interaction between quantum Yang-Mills theory and stochastic analysis, especially the field of singular stochastic PDEs. We will describe how the stochastic quantisation equations associated to the 2D and 3D Euclidean Yang-Mills theories can be solved in a geometrically faithful way and what these equations can teach us about the quantum field theory.

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SPASS Seminar: Matteo Palmieri
by Francesco Grotto 16 Nov '25

16 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, *On minimizing curves in a Brownian potential* by Matteo Palmieri (Max Planck Inst. Lepzig), WED 19.11.2025 at 14:00 CET in Saletta Riunioni, Dipartimento di Matematica, UNIPI. Best, Francesco Grotto on behalf of the organizers https://sites.google.com/unipi.it/spass ---------------------------------------------------------------- /Abstract: We study a (1+1)-dimensional semi-discrete random variational problem that can be interpreted as the geometrically linearized version of the critical 2-dimensional random field Ising model (at zero temperature). We show that at every dyadic scale from the system size down to the lattice spacing the minimizer contains at most order-one Dirichlet energy per unit length, leading to a logarithmic scaling of the minimal energy. Using super-additivity in the scales, this allows us to establish a quenched homogenization result in the sense that he leading order of the minimal energy becomes deterministic as the ratio system size/lattice spacing diverges. This is joint work with Felix Otto and Christian Wagner./

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Reminder: OWPS's seminar starting soon
by Federico Sau 13 Nov '25

13 Nov '25

Dear all, This is a reminder for today's seminar by Tomas Berggren (South Florida) and Béatrice de Tilière (Paris Dauphine), starting soon (at 15:00 Rome time). Titles are, respectively: Gaussian free field and discrete Gaussians in periodic dimer models and Fock's dimer model on the Aztec diamond. All info here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers

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OWABI - Clara Grazian - November 27 - 11am UK time
by Massimiliano Tamborrino 13 Nov '25

13 Nov '25

Dear all, the next OWABI seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is quickly approaching! Our next speaker is Clara Grazian<https://www.sydney.edu.au/science/about/our-people/academic-staff/clara-gra…> (University of Sidney), who will talk about "Approximate Bayesian Computation with Statistical Distances for Model Selection" on Thursday the 27th November at 11am UK time, with an abstract reported below. Abstract: Model selection is a key task in statistics, playing a critical role across various scientific disciplines. While no model can fully capture the complexities of a real-world data-generating process, identifying the model that best approximates it can provide valuable insights. Bayesian statistics offers a flexible framework for model selection by updating prior beliefs as new data becomes available, allowing for ongoing refinement of candidate models. This is typically achieved by calculating posterior probabilities, which quantify the support for each model given the observed data. However, in cases where likelihood functions are intractable, exact computation of these posterior probabilities becomes infeasible. Approximate Bayesian computation (ABC) has emerged as a likelihood-free method and it is traditionally used with summary statistics to reduce data dimensionality, however this often results in information loss difficult to quantify, particularly in model selection contexts. Recent advancements propose the use of full data approaches based on statistical distances, offering a promising alternative that bypasses the need for handcrafted summary statistics and can yield posterior approximations that more closely reflect the true posterior under suitable conditions. Despite these developments, full data ABC approaches have not yet been widely applied to model selection problems. This paper seeks to address this gap by investigating the performance of ABC with statistical distances in model selection. Through simulation studies and an application to toad movement models, this work explores whether full data approaches can overcome the limitations of summary statistic-based ABC for model choice. Keywords: model choice, distance metrics, full data approaches Reference: C. Grazian, Approximate Bayesian Computation with Statistical Distances for Model Selection, preprint at ArXiv:2410.21603, 2025 The talk will be hosted on MS Teams Link: OWABI - Clara Grazian - Approximate Bayesian Computation with Statistical Distances for Model Selection | Meeting-Join | Microsoft Teams<https://teams.microsoft.com/meet/36518340835776?p=V9GRQQoSQKpFBofF2W> Meeting ID: 365 183 408 357 76 Passcode: 6Fg9nW7T Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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Seminario Lucas D'Alimonte, Lunedì 17 Novembre, Sapienza Università di Roma
by Silvestri, Vittoria 13 Nov '25

13 Nov '25

Segnalo il seguente seminario, che si terrà Lunedì prossimo in Sapienza. *Lunedì 17 Novembre, ore 16:15,* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Lucas D'Alimonte (LPSM Sorbonne Université) *Title:* Ornstein—Zernike theory for the near-critical planar random cluster model *Abstract:* In this talk, we will discuss the classical Ornstein-Zernike theory for the random-cluster model (also known as FK percolation). In its modern form, it is a very robust theory, which most celebrated output is the computation of the asymptotically polynomial corrections to the pure exponential decay of the two-points correlation function of the random-cluster model in the subcritical regime. We will present an ongoing project that extends this theory to the near-critical regime of the two-dimensional random-cluster model, thus providing a precise understanding of the Ornstein-Zernike asymptotics when papproaches the critical parameter p_c. The output of this work is a formula encompassing both the critical behaviour of the system when looked at a scale negligible with respect to its correlation length, and its subcritical behaviour when looked at a scale way larger than its correlation length. Based on a joint work with Ioan Manolescu. ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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DeFi & Crypto Workshop at SNS
by Daniele Maria DI NOSSE 11 Nov '25

11 Nov '25

Dear all, we are pleased to announce the first edition of the *DeFi & Crypto Workshop* that will be held at Scuola Normale Superiore (Pisa, Italy) *from 26/01/2026 to 28/01/2026*. The workshop aims to bring together both the academia and the industry working on decentralized finance and crypto. We invite researchers to submit extended abstracts/full papers on topics including but not limited to: - Decentralized Finance protocols and smart contracts - Decentralized Exchanges and Automated Market Makers - Liquidity provision, slippage, and Maximal Extractable Value - Risk modeling and systemic risk in Decentralized Finance - Market microstructure of crypto exchanges (Centralized/Decentralized Exchanges) - Agent-based modeling, econophysics, complexity science, and network effects in crypto ecosystems - Token economics, governance, NFTs, and digital assets - Interaction between regulatory authorities, cryptocurrencies, and stablecoins *IMPORTANT DATES* *Paper/Extended Abstract Submission Deadline*: 2025-12-08 *Notification of Acceptance*: 2025-12-20 *Registration Deadline*: 2026-01-07 *Fee Payment Deadline*: 2026-01-16 All submissions will undergo peer review by the Scientific Committee, composed by Davide Barone Agostino Capponi Daniele Maria Di Nosse Marco Franceschello Federico Gatta Fabrizio Lillo Manuel Naviglio Gianluca Palmari Francesco Tarantelli *MORE INFORMATION* Website: DeFi & Crypto Workshop <https://sns-defi.github.io/> Email: sns-defi(a)gmail.com Best regards, DeFi & Crypto workshop organizers

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Doctoral Colloquium in Risk Analytics (session 4): deadline is approaching
by Maria Elvira Mancino 10 Nov '25

10 Nov '25

*Doctoral Colloquium in Risk Analytics* https://landing.cafoscarichallengeschool.it/docra/ The fourth session on *Networks and Risk Propagation *will be held on January, 18-31, 2026, by: *a) *Week 1: *Remco Hofstad*, Eindhoven U. of Technology, *Random Graphs and Complex Networks: Structure and Function* *b) *Week 2: *Alireza Tazbah-Salehi*, Northwestern University, *Production Networks* 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. *Where* 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 Istituto Canossiano San Trovaso (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 : 14th November 2025* 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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EFI 11 Padova: call for papers (fwd)
by Tiziano Vargiolu 10 Nov '25

10 Nov '25

Dear all, on behalf of the organising committee, it is a pleasure to announce that the 11th Workshop Energy Finance Italia will take place in Padova on February 2 - 4, 2026. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 15, 2025, - Deadline for abstracts/papers submissions: Dec. 15, 2025, - Notification of abstract/paper acceptance: Dec. 22, 2025. - Early bird registration: Jan. 9, 2026 More information are be available in the website https://events.math.unipd.it/EFI11/ Looking forward to meet you in Padova! Best Regards Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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REMINDER: [STAR Seminars] Tuesday Nov 11 - Paul Ehling
by Leonardo Tarquini 10 Nov '25

10 Nov '25

Dear all, This is a gentle reminder about this week's STAR seminar scheduled for tomorrow, November 11th, from 13:00 to 14:00 (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/62796699609>. The speaker is Paul Ehling (BI Norwegian Business School) with the talk: Title: Asset pricing implications of default Abstract: Studying the asset pricing implications of default, we show that default along the equilibrium path reduces the amount of risk-sharing for two reasons. First, the potential of future default events for relatively poor agents increases their cost of borrowing today. Second, the option value of default in the future induces increased borrowing today, even for relatively rich agents. We establish that agents borrow from each other simultaneously in equilibrium and that they borrow more when idiosyncratic risk is high. Further, we show that this increases the probability of default along the equilibrium path which drives up the premium on risky assets. To solve our dynamic model example with multiple agents numerically, we rely on a machine learning framework to overcome the large state space and the non-linearities due to default. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

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[STAR Seminars] Tuesday Nov 18 - Ihsan Arharas
by Leonardo Tarquini 10 Nov '25

10 Nov '25

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 Tuesday, November 18th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Møterom 1000 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/62796699609>. The speaker is Ihsan Arharas (Linnaeus University) with the talk: Title: American options under asymmetric information in the predictable setting Abstract: We study the valuation of American contingent claims with irregular payoff processes in a financial market where the buyer possesses additional information. The seller operates with respect to the public filtration, while the buyer acts under an initially enlarged filtration. In this setting, we investigate the value of the American contingent claim when the buyer exercises the option according to predictable stopping strategies, i.e. exercise rules that can be announced in advance. This formulation is particularly relevant in the absence of regularity, since enlargement may transform jump times that are totally inaccessible under the public filtration into predictable times under the enlarged one. Within this framework, the value of the American contingent claim is characterized through the solution of a reflected backward stochastic differential equation (RBSDE) in the predictable setting, and the difference between the two information structures provides a representation of the cost of the additional information. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

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Reminder: An Autumn Day in Probability and Statistical Physics - Florence, 21 November 2025
by Gianmarco Bet 10 Nov '25

10 Nov '25

Dear colleagues, We would like to remind you that the sixteenth event in the series “Days in Probability and Statistical Physics” will soon take place: *AN AUTUMN DAY IN PROBABILITY AND STATISTICAL PHYSICS* Friday *21 November 2025* University of Florence, Department of Mathematics and Computer Science <https://maps.app.goo.gl/QaHbuTqAjYXEoYk88>, Viale Morgagni 67/a, Florence Speakers: *Béatrice de Tilière* (CEREMADE, University Paris-Dauphine PSL) will speak on: *The dimer model, an introduction.The dimer model on minimal graphs, the elliptic case and beyond.* *Alexandre Gaudillière* (CNRS, Aix-Marseille Université) will speak on: *Kirchhoff forests and applications.* Each speaker will give a 45’ introductory lecture tailored for non-experts, followed by a 45’ more advanced seminar talk. *Registration is free but mandatory* for organization purposes. Please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSdGV-RYlQEwg6YU4TFNS07vePPAkfiZ6yC…> (https://forms.gle/qaXCYoDKkk5qSGmz5) by November 16. Please feel free to share the announcement with those who may be interested, particularly young researchers. We look forward to seeing many of you. The organisers Luca Avena, Luisa Andreis, Gianmarco Bet and Elia Bisi *************** More information, including the abstracts, can be found at this link <https://sites.google.com/unifi.it/florence-probability-group/probability-da…>. The poster of the event can be viewed here <https://drive.google.com/file/d/1ZDAQUc7QJK4q_jL0c461X3MrertCctFW/view?usp=…> . PROGRAM 10:30-11:00 Welcome coffee 11:00-11:45 Introductory lecture: Béatrice de Tilière 11:45-12:15 Break 12:15-13:00 Seminar talk: Béatrice de Tilière 13:00-14:30 Lunch 14:30-15:15 Introductory lecture: Alexandre Gaudillière 15:15-15:45 Break 15:45-16:30 Seminar talk: Alexandre Gaudillière

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De Finetti Risk Seminar
by Emanuela Rosazza Gianin 07 Nov '25

07 Nov '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on November 17, 2025: Kakeya sets in R^3 Prof. Hong Wang NYU Courant, IHES LOCATION: The seminars will be held on Room AS01, Bocconi University University, Via Roentgen 1, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** 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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Fractional Calculus, Probability and Non-Local Operators 2026 in Varese, Italy
by Enrico Scalas 07 Nov '25

07 Nov '25

Dear Colleagues, Registration for the workshop Fractional Calculus, Probability and Non-Local Operators 2026 is open at: https://www.rism.it/events/fractional-calculus-probability-and-nonlocal-ope… and will stay open until 30 November 2025 (or until maximum capacity is reached). We are now encouraging poster contributions as well as attendance only. If you plan to present a poster, please mention it in the Notes while registering. Unfortunately, we cannot accept further talks. Places will be filled using a first-come first-served discipline until the total number of available places is reached. A registration fee of around 160 euros (potentially subject to an inflation-related increase) will be needed to cover catering expenses; we understand that it can be paid at the site of the conference using a debit or credit card. If you have special needs (e.g. you are vegetarian, vegan, etc.) you can indicate it in the Note box while registering. However, please notice that, at this stage, we cannot guarantee that the catering company will be able to fulfill your wishes. Best regards Enrico Scalas (on behalf of the organisers)

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Seminario di Milton Jara, Lunedì 10 Novembre, alla Sapienza
by Faggionato, Alessandra 07 Nov '25

07 Nov '25

Dear all, On Monday November 10, Milton Jara will give a seminar at the Department of Mathematics of Sapienza University. Below you can find the details. Thanks Saluti Alessandra ************************************************ *Monday, November 10 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Milton Jara (Impa, Rio de Janeiro) *Title*: Quantitative Hydrodynamics for a generalized contact model *Abstract: *We use the formalism of Quantitative Hydrodynamics to improve the quantitative hydrodynamic limit obtained in Chariker, De Masi, Lebowitz and Presutti (2023) for an interacting particle system inspired by integrate-and-fire neuron models. Our estimates are good enough to show that the typical fluctuations around the aforementioned hydrodynamic limit are Gaussian, and governed by an inhomogeneous stochastic linear equation. Joint work with Julian Amorim (IMPA) and Yangrui Xiang (Louisiana State University) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Conference SPDEs: Theory and Applications - Pavia- May 14–16, 2026
by Margherita Zanella 07 Nov '25

07 Nov '25

We are very pleased to announce the Conference SPDEs: Theory and Applications May 14–16, 2026 University of Pavia, Italy https://sites.google.com/view/spdesinpavia The purpose of the workshop is to present recent results in the field of Stochastic Partial Differential Equations (SPDEs), considering both theoretical aspects and applications. A special focus will be placed on the distinctive properties and phenomena that arise when a stochastic component is introduced into a deterministic model, as well as on the insights obtained by analyzing deterministic systems through stochastic methods. Invited Speakers Antonio Agresti (Sapienza University of Rome) Alexandra Blessing (University of Konstanz) Charles-Edouard Bréhier (Université de Pau et des Pays de l'Adour) Zdzislaw Brzezniak (University of York) Fernanda Cipriano (NOVA University of Lisbon) Petr Coupek (Charles University) Franco Flandoli (Scuola Normale Superiore, Pisa) Lucio Galeati (University of L'Aquila) Erika Hausenblas (Montanuniversität Leoben) Christian Horacio Olivera (UNICAMP) Ludovic Goudenège (CNRS) Hannelore Lisei (Babeş-Bolyai University) Paul Razafimandimby (Dublin City University) Francesco Russo (ENSTA) Jonas Tölle (Aalto University) Registration Registration is free but mandatory through the web form at https://sites.google.com/view/spdesinpavia The deadline for registration is March 15, 2026. Poster Session A poster session will also take place, and submissions are warmly encouraged. If you are interested in presenting a poster, please provide the relevant information in the registration form available on https://sites.google.com/view/spdesinpavia. The deadline for poster submissions is January 15, 2026. Sponsors This conference is organized thanks to the support of the project Dipartimento di Eccellenza - Department of Economics and Management of the University of Pavia and CAMRisk. We look forward to welcoming you to Pavia. For any questions, please contact us at spdespavia2026(a)gmail.com<mailto:spdespavia2026@gmail.com> The organisers: Hakima Bessaih, Benedetta Ferrario, Margherita Zanella

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4th workshop “Mathematics for Artificial Intelligence and Machine Learning”,
by Ernesto De Vito 05 Nov '25

05 Nov '25

We are glad to announce the 4th workshop “Mathematics for Artificial Intelligence and Machine Learning”, which will take place on January 21-23, 2026, at the Mathematics Department of Sapienza University of Rome. The workshop focuses on the interaction between mathematics, artificial intelligence, and machine learning. The goal is to encourage mathematical research in these areas, promoting the dissemination of results and facilitating interaction with other disciplines. Priority will be given to contributions proposed by young researchers. Participation and the presentation of contributions are also open to non-members of the UMI. To facilitate the participation of young researchers, no registration fees are required. To register, please visit the workshop website (https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop) Participation is free, but registration is required. The workshop will include plenary lectures, keynote speaker lectures, contributed talks, and a poster session. The plenary lectures will be given by: • Paola Antonietti (Politecnico di Milano) • Massimo Fornasier (Technische Universität München) • Domenico Marinucci (University of Rome Tor Vergata) The keynote speakers will be: • Annalisa Barla (University of Genoa) • Vincenzo Bonifaci (Roma Tre University) • Pierpaolo Vivo (King's College, London) The deadline for submitting abstracts for contributed talks and the poster session is December 8, 2025. Logistics details and further information are available on the web page ( (https://sites.google.com/uniroma1.it/umiworkshop2025/math4aiml-umi-workshop) The event will conclude the thematic period on Data Science within the Eccellenza Scientific Program of the Mathematics Department at Sapienza University of Rome. Further information about the program can be found on this page (https://sites.google.com/uniroma1.it/excellence-department/home) The Scientific Committee Adriano Barra Alessandra De Rossi Ernesto De Vito Stefano Gualandi Giampaolo Leonardi Marco Maggesi Benedetta Morini Sandra Pieraccini Paolo Zunino The Organizing Committee Elena Agliari Adriano Barra Alberto Fachechi Giuseppe Visconti

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Call Women MFW2026 - Rome Sapienza
by Claudia Ceci 05 Nov '25

05 Nov '25

Dear Colleagues, following our previous announcement, we are pleased to inform you that the *website of the Women in Mathematical Finance Workshop 2026 (WMFW2026)* is now online, and the *Call for Contributions* is open. We would like to recall that the *first edition of WMFW2026* will take place at *Sapienza University of Rome*, hosted by the *Department of Methods and Models for Territory, Economics and Finance (MEMOTEF)*, on *12–13 February 2026*. The workshop aims to *highlight the scientific contributions of female researchers* in mathematical finance and related fields. The program will feature *seven invited lectures* by leading scholars, along with *research presentations by early-career researchers*. Several thematic sessions will address a broad range of topics, including: - Mathematical modeling of financial markets - Optimal control in finance and insurance - Stochastic analysis - Data science and quantitative finance *Invited Speakers* - Giorgia Callegaro (*University of Padova)* - Christa Cuchiero (*University of Vienna)* - Giulia Di Nunno (*University of Oslo)* - Elisa Luciano (*University of Torino)* - Yuliya Mishura (*University of Kyiv)* - Agnès Sulem (*Inria Paris)* - Sara Svaluto-Ferro (*University of Verona)* *Important Dates* *(for early-career female researchers)* - *Abstract/Paper submission deadline:* 15 December 2025 - *Notification of acceptance:* 9 January 2026 The event is *open to all scholars. *Please note that participation in the workshop is *free of charge*, but *registration is mandatory*. All participants must register by *15 January 2026.* There will also be the possibility to *attend the workshop remotely*; a connection link will be provided closer to the event. All relevant information is available on the *workshop website <https://memotef.web.uniroma1.it/it/women-mathematical-finance-workshop-febr…>* . We look forward to welcoming you to Rome! Best regards, *On behalf of the Organizing Committee, * *Claudia Ceci* -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Call for Papers – SI on “Transition Risks and Climate Challenges: Interdisciplinary Perspectives” (Decisions in Economics and Finance)
by Daniele Marazzina 05 Nov '25

05 Nov '25

Dear colleagues We are pleased to announce the Call for Papers for the Special Issue “Transition Risks and Climate Challenges: Interdisciplinary Perspectives”<https://link.springer.com/journal/10203/updates/27823746> https://link.springer.com/journal/10203/updates/27823746 in Decisions in Economics and Finance (Springer). This special issue aims to foster dialogue among economists, mathematicians, statisticians, financial analysts, and environmental scientists, promoting quantitative and decision-theoretic approaches to understanding and managing transition and physical risks in the context of climate change. ________________________________ Topics of interest include, but are not limited to: 1) Modeling Climate-Transition Risks * Quantitative and stochastic models for transition risk assessment * Modelling the transmission of transition and climate risks in economics and financial systems * Climate risk hedging and (re-)insurance solutions 2) Sustainable Finance and Risk Management * Portfolio optimization under climate constraints * Green bonds, ESG investments, and risk–return trade-offs 3) Integrated Assessment and Climate–Economy Modeling * Coupling economic, financial, and environmental systems * Decision-making under uncertainty in climate–economic models * Economic and financial impacts of carbon pricing and policy uncertainty 4) Data Science and Machine Learning for Climate Risk * Predictive models for climate-related financial exposures * AI and big data in environmental policy evaluation 5) Energy Transition and Market Design * Pricing mechanisms for renewable energy and carbon markets * Financial stability implications of the energy transition 6) Behavioral and Policy Dimensions of Climate Challenges * Behavioral responses to climate policies and disclosure requirements * Quantitative approaches to climate-related policy design and evaluation 7) Ethical and Regulatory Aspects * Quantitative frameworks for sustainable decision-making * Regulation, accountability, and the role of data transparency in the climate transition 8) Modeling Supply Chain Disruptions in Climate and Transition Risk * Stochastic network models for interdependent production and logistics systems. * Propagation of shocks through global value chains * Measuring exposure and resilience of firms and sectors to supply disruptions. * Design of climate–resilient supply networks and insurance solutions. Important date: Submission deadline is July 31, 2026 We warmly encourage researchers and practitioners working on quantitative, interdisciplinary approaches to climate and transition risks to submit their contributions. For further information, please visit the official announcement on Springer’s website: https://link.springer.com/journal/10203/updates/27823746<https://link.springer.com/journal/10203/updates/27823746?utm_source=chatgpt…> We look forward to receiving your submissions! Best regards, Daniele Marazzina (on behalf of all the guest editors) * Andrea Flori, Politecnico di Milano, Italy * Gianluca Fusai, Università del Piemonte Orientale, Italy * Anna Maria Gambaro, Università del Piemonte Orientale, Italy * Daniele Marazzina, Politecnico di Milano, Italy * Luca Regis, Università di Torino, Italy * Luca Trapin, Università di Bologna, Italy

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Visiting professor at IMT
by Irene Crimaldi 05 Nov '25

05 Nov '25

Profile: The IMT School for Advanced Studies Lucca is now recruiting 5 Visiting Professors for advanced research in Economics, Management and Statistics. Prospective candidates will have an established track record and international visibility. Activity: The selected Visiting Professors will share their frontier research agenda and undertake collaborative projects with faculty and PhD students. They will contribute to the IMT community's research endeavors and international projection. The contract duration is four months, and we will ask the Visiting Professor to visit IMT in presence at least one month in the period November 2025 - October 2026 Scientific area: Economia, Management e Statistica Duration: 4 months (for each position) Gross amount: 4.700,00 € (for each position) Formal requirements: - Phd in fields related to the profile (compulsory before the date of appointment); - established track record of publications; - an excellent knowledge of both written and spoken English is required. Project: The contracts referred to in this call for applications may be financed with funds from the Educating Future Citizens (EFC) project, CUP D67G24000600007, where the conditions of applicability are met. *Application deadline: *13 November 2025 Application and further details: https://www.imtlucca.it/jobopportunity/economics-management-and-statistics

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Fwd: Seminario Volterra: 12/11@Castelnuovo 4.15pm
by Faggionato, Alessandra 05 Nov '25

05 Nov '25

Buongiorno, vi giro l'annuncio del seminario di Elena Agliari alla Sapienza. Saluti Alessandra ---------- Forwarded message --------- From: ROBERTA BIANCHINI <roberta.bianchini(a)cnr.it> Date: Wed, 5 Nov 2025 at 08:32 Subject: Seminario Volterra: 12/11@Castelnuovo 4.15pm To: Cc: Sergio Simonella <sergio.simonella(a)uniroma1.it>, Livia Corsi < livia.corsi(a)uniroma3.it>, Alfonso Sorrentino <sorrentino(a)mat.uniroma2.it>, Elena Agliari <agliari(a)mat.uniroma1.it> Cari colleghi, siamo lieti di annunciare il secondo incontro del ciclo dei 'seminari Volterra'. Il prossimo seminario Volterra si terrà il giorno *12 novembre alle 16.15* nell'*Aula di Consiglio del Dipartimento di Matematica Guido Castelnuovo (primo piano), Sapienza * e la relatrice sarà *Elena Agliari* (Sapienza), titolo e abstract di seguito. Link alla pagina del prossimo seminario: https://www.iac.cnr.it/18deg-seminario-volterra-12-novembre-2025-415pm-cast… Link alla pagina web con tutte le informazioni: https://www.iac.cnr.it/seminari-vito-volterra Incontri successivi: - 10 dicembre 2025, 4.15pm @IAC-CNR : Paolo Antonelli <https://sites.google.com/gssi.it/paoloantonelli/home>, GSSI L'Aquila - ‎14 gennaio 2026, 4.15pm @Tor Vergata: Giulio Tiozzo <https://www.math.utoronto.ca/tiozzo/>, Sapienza - *25 febbraio 2026, 4.15pm @**Accademia delle Scienze detta dei XL <https://www.accademiaxl.it/>* (*special session!!!*): Diego Cordoba <https://www.icmat.es/people/dcordoba/>, ICMAT Madrid, Spain - 18 marzo 2026, 4.15pm @Roma3: Beatrice Langella <https://www.math.sissa.it/users/beatrice-langella>, SISSA Trieste ***** Titolo e abstract del prossimo seminario (che trovate anche sulla pagina web): 12 novembre 2025, 4.15pm: Elena Agliari <https://elenaagliari.weebly.com/>, Università di Roma Sapienza aula di consiglio, dipartimento di matematica Guido Castelnuovo (Sapienza) *The Hopfield model and the quest for lost memories* *The Hopfield network is a paradigmatic model for both biological neural networks (where it mimics associative memory) and artificial neural networks (where it is used for retrieval tasks). Since its introduction in the 1980s, it has been extensively studied by mathematicians and physicists alike, and its profound impact was recognized with the 2024 Nobel Prize in Physics awarded to John J. Hopfield. In the first part of this talk, I will review its key properties from a mathematical standpoint, focusing on foundational aspects such as the proof of the existence of the thermodynamic limit for the model’s free energy. In the second part, I will explore several extensions and variations of the *model that address contemporary challenges, including AI sustainability and the issue of model collapse. A presto! Roberta, per tutti gli organizzatori (Roberta, Sergio, Livia, Alfonso) [image: iac] <https://www.iac.cnr.it/> [image: facebook] <https://www.facebook.com/ist.applicazionidelcalcolo/> [image: x] <https://www.facebook.com/ist.applicazionidelcalcolo/> [image: insta] <https://www.instagram.com/cnr.iac/> [image: youtube] <https://www.youtube.com/CNRIAC> [image: linkedin] <https://www.linkedin.com/company/cnr-istituto-per-le-applicazioni-del-calco…> *Roberta Bianchini* CNR-IAC, 00185 Rome roberta.bianchini(a)cnr.it *webpage <https://www.iac.rm.cnr.it/personale/roberta-bianchini> * *www.cnr.it <http://www.cnr.it/>* Devolvi il 5×1000 al CNR CF 80054330586. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Postdoc position at Bath
by Christoforos Panagiotis 04 Nov '25

04 Nov '25

Dear all, I would like to advertise a postdoctoral position in probability to join the research group of Dr Christoforos Panagiotis at the University of Bath. The official job advertisement can be found here: Research Associate in Probability<https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=AP13143>. The position is for up to two years, and the application deadline is 15 December. Applications from promising early-career researchers with an interest in probability or statistical mechanics are warmly encouraged. Potential candidates are welcome to contact Dr Christoforos Panagiotis by email at cp2324(a)bath.ac.uk with any questions. Best wishes, Christoforos Dr Christoforos Panagiotis Lecturer at University of Bath Member of Prob-L@b email: cp2324(a)bath.ac.uk<mailto:cp2324@bath.ac.uk> Office: 4 West 2.16

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Avviso di seminario - Prof. Kei Kobayashi
by luigia.caputo 04 Nov '25

04 Nov '25

Il giorno 10 novembre 2025, alle ore 15:00, in SP1L, del Dipartimento di Matematica e Applicazioni R. Caccioppoli, il Prof. Kei Kobayashi, Department of Mathematics, Fordham University, terrà il seguente seminario: "Eﬀect of random time changes on Loewner hulls" Abstract: Standard Brownian motion composed with a random time change given by an inverse subordinator has been used to model subdiﬀusions, where particles spread more slowly than the classical Brownian particles. The time-changed Brownian motion is neither Markovian nor Gaussian, and standard procedures known for normal diﬀusions do not generally work. This talk gives an overview of the framework of numerical approximation schemes for the time-changed Brownian motion and its associated stochastic diﬀerential equations, along with the rates of convergence. This is based on joint work with Sixian Jin and Ernest Jum. Sarà possibile seguire il seminario anche on line all'indirizzo: Seminario Prof. Kei Kobayashi | Partecipazione alla riunione | Microsoft Teams [1] Cari saluti, Luigia Caputo -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo Links: ------ [1] https://teams.microsoft.com/meet/3820570043887?p=SREudpw04NV0e4hOLU

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[STAR Seminars] Tuesday Nov 11 - Paul Ehling
by Leonardo Tarquini 03 Nov '25

03 Nov '25

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 Tuesday, November 11th, from 13:00 to 14:00 (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/62796699609>. The speaker is Paul Ehling (BI Norwegian Business School) with the talk: Title: Asset pricing implications of default Abstract: Studying the asset pricing implications of default, we show that default along the equilibrium path reduces the amount of risk-sharing for two reasons. First, the potential of future default events for relatively poor agents increases their cost of borrowing today. Second, the option value of default in the future induces increased borrowing today, even for relatively rich agents. We establish that agents borrow from each other simultaneously in equilibrium and that they borrow more when idiosyncratic risk is high. Further, we show that this increases the probability of default along the equilibrium path which drives up the premium on risky assets. To solve our dynamic model example with multiple agents numerically, we rely on a machine learning framework to overcome the large state space and the non-linearities due to default. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

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4-year PhD position in probability, University of Innsbruck, Austria
by Ecaterina Sava-Huss 03 Nov '25

03 Nov '25

Dear colleagues, we would like to draw your attention to an open PhD position in probability theory for 4 years at the University of Innsbruck, Austria. See below for details. The research group of Professor Ecaterina Sava-Huss at the Department of Mathematics, University of Innsbruck, Austria, is looking for a 4-year PhD researcher in probability, with focus on random walks on graphs and groups, branching random walks, abelian sandpiles, and aggregation models. *Job description:* * The successful candidate will collaborate with the members of the research group of Ecaterina Sava-Huss. The group description can be found here: https://www.uibk.ac.at/mathematik/personal/sava-huss/research-group.html * Specific topics include random walks on infinite graphs and groups, branching random walks, quantum random walks, sandpile models. *Profile: * * Completed subject-related Master's degree program * Excellent qualifications in stochastics/probability theory (e.g. Master thesis or publications) * Please enclose to your application relevant courses, research seminars in the area of stochastics * Please give the names of two contact persons that can write a recommendation letter on your behalf. *Application: *We look forward to receiving your online application (link below) by November 14, 2025. The applications should be submitted online here:*https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=15283* *Starting date: *anytime after 15.02.2026 Further information about the stochastics research group at the University of Innsbruck can be found on https://www.uibk.ac.at/mathematik/stochastik/ Details on the research of the PI Ecaterina Sava-Huss can be found here: https://www.uibk.ac.at/mathematik/personal/sava-huss/publications.html Should applicants have queries on the research topics and/or the application process, they are welcome to contactProf. Ecaterina Sava-Huss at Ecaterina.Sava-Huss(a)uibk.ac.at -- ------------------------------------------------------------- *Univ.-Prof. Dr. Ecaterina Sava-Huss* *Universität Innsbruck*, Department of Mathematics Technikerstraße 13, Room no. 722b, 6020 Innsbruck, Austria phone * +43 512 507-53871* web *uibk.ac.at/mathematik/personal/sava-huss <https://www.uibk.ac.at/mathematik/personal/sava-huss/> * -- -------------------------------------------------------------

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DEF Special Issue on Risk Measures and Insurance Premiums
by Emanuela Rosazza Gianin 03 Nov '25

03 Nov '25

Dear Colleagues, Together with Çağın Ararat, Asmerilda Hitaj, and Elisa Mastrogiacomo, I am guest editing a Special Issue of *Decisions in Economics and Finance* (Springer) entitled: *"Evolving Perspectives on Risk Measures and Insurance Premiums: From Static to Dynamic Approaches"* The aim of this issue is to gather high-quality contributions that explore both theoretical and applied aspects of risk measurement and insurance pricing. We would be very glad if you consider submitting a paper to this special issue. Here below you can find some additional details and the link to the Call for Papers. 📅 *Submission window*: September 1 – December 31, 2025 📌 *Call for Papers*: https://link.springer.com/journal/10203/updates/27789270 📝 *Submission portal*: https://www.editorialmanager.com/deaf/default.aspx Should you have any questions, please feel free to get in touch with any of us. Best regards, 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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JOB ALERT: Two-year Postdoctoral Research Position within an ERC Project
by Livia Mian 03 Nov '25

03 Nov '25

Gentilissimi/e, Il Dipartimento di Scienze Statistiche dell’Università di Padova ha indetto una procedura selettiva per il conferimento di un contratto di ricerca di durata biennale nell’ambito del progetto "*SPECOLA – Spatial Transcriptomics through the Lens of Statistical Modeling and AI*", finanziato dallo European Research Council (ERC). La persona selezionata lavorerà sotto la supervisione del Prof. Davide Risso e si occuperà dello sviluppo di modelli statistici per l’analisi spaziale dei trascritti e delle cellule per: - Studiare l’organizzazione spaziale dei trascritti intra e tra cellule, permettendo l’identificazione di trascritti co-localizzati e di trascritti localizzati in specifici compartimenti cellulari; - Studiare l’organizzazione spaziale delle cellule, permettendo l’identificazione di strutture di vicinato cellulare e domini spaziali nei tessuti. Per requisiti, modalità di selezione e invio della candidatura consultare la pagina: https://www.stat.unipd.it/selezione-DIPSTAT2025CR03 *Scadenza: 28 Novembre 2025* ore 13:00 *** Dear all, The Department of Statistical Sciences at the University of Padua has opened a 2 year postdoc position in the frame of the project *"SPECOLA – Spatial Transcriptomics through the Lens of Statistical Modeling and AI"*, funded by the European Research Council (ERC). The selected candidate will work under the supervision of Prof. Davide Risso and will lead the efforts related to the development of statistical models for the spatial analysis of transcripts and cells. In particular, the candidate will: - study the spatial organization of transcripts within and across cells, allowing the identification of co-localized transcripts and transcripts preferentially located in certain cell compartments; - study the spatial organization of cells, allowing the identification of cellular neighborhoods and spatial domains. For full details on requirements and the selection procedure please check: https://www.stat.unipd.it/selezione-DIPSTAT2025CR03 *Deadline: 28 November 2025, *1:00 pm CET Best regards, -- Ufficio Ricerca Dipartimento di Scienze Statistiche Università degli Studi di Padova Tel. +39 049 827 4118

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scholarships for master program in Paris
by CRISTINA TONINELLI 03 Nov '25

03 Nov '25

—— Dear colleagues, Paris Graduate School for Mathematical Sciences (PGSM), the master scholarships program of the Fondation Sciences Mathématiques de Paris, is opening it international call for applications from Monday November 3rd 2025 to Tuesday February 3rd 2026 (deadline at 11:59 p.m., Paris time). The call is open to L3 or M1 students from universities outside of France. Offer description: https://sciencesmaths-paris.fr/en/pgsm-master Application form: https://applications.sciencesmaths-paris.fr/en/call-for-pgsm-master-893.htm Feel free to circulate this message to your contacts. --- Bien cordialement, [cid:2ca5f34c-f952-41af-b074-b585c28ea03b]

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Seminario on-line PRISMA lunedì 3 novembre 2025 - L. Benigni & G. Cipolloni
by Sonia Mazzucchi 03 Nov '25

03 Nov '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per oggi *lunedì 3 novembre* 2025. I relatori saranno *Lucas Benigni *(Università di Montreal) e *Giorgio Cipolloni* (Università di Roma 2 Tor Vergata) che parleranno di: *The mystery of universality in Random Matrix Theory*. con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/88089787189 ID riunione: 880 8978 7189 Codice d’accesso: 144017 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Lucas Benigni (Università di Montreal) e Giorgio Cipolloni (Università di Roma 2 Tor Vergata) TITOLO: The mystery of universality in Random Matrix Theory. RIASSUNTO: Over the past fifteen years, our understanding of universality in random matrix theory has undergone a remarkable transformation. For many models of large random matrices, it is now known that both eigenvalue statistics and eigenvector structures exhibit universal behavior that depends only on the symmetry class and not on the fine details of the matrix entries. This universality lies at the heart of deep conjectures in mathematical physics—connecting topics as diverse as quantum chaos, number theory, and high-dimensional statistics—and has become one of the major success stories of modern probability theory. In this two-part colloquium, we will survey these advances with a focus on Wigner matrices, Hermitian or symmetric random matrices with i.i.d. entries up to the symmetry constraint. The first part will discuss universality of eigenvalues, from local spectral laws to modern proofs of universality of local statistics. The second part will turn to eigenvectors, highlighting recent progress on delocalization, quantum ergodicity, and eigenvector statistics.

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New COST Action on Stochastic Differential Equations
by Alessandro Ramponi 31 Oct '25

31 Oct '25

Dear Colleagues, We are pleased to announce the launch of a new COST Action devoted to advancing research and collaboration in the broad field of Stochastic Differential Equations (SDEs) and their applications across probability, statistics, and related disciplines. This Action brings together researchers from across Europe and beyond who are working on the mathematical, computational, and applied aspects of stochastic dynamics. It aims to create an interdisciplinary network connecting experts in probability theory, mathematical statistics, stochastic analysis, and applied modeling. The Action supports scientific networking by organising workshops, training schools, seminars, and supporting short-term scientific missions by its members to other countries. Our scientific work is organized around five Working Groups: 1. WG1: Theory of SDEs 2. WG2: Numerical and Computational Methods 3. WG3: Inference and Statistics for SDEs 4. WG4: Applications and Modeling 5. WG5: Education, Dissemination, and Networking We invite researchers and students interested in any of these areas to participate in the Action’s activities — workshops, training schools, and collaborative projects. Participation is open to scientists from all COST member countries. For further information and to join a Working Group, please visit https://www.cost.eu/actions/CA24104/ Best regards, Alessandro Ramponi (COST Action Management Committee)

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Seminars in Statistics at Collegio Carlo Alberto - Fadoua BALABDAOUI (ETH ZURICH)
by Matteo Giordano 31 Oct '25

31 Oct '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 07/11/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Fadoua BALABDAOUI (ETH ZURICH) Title: Unmatched linear regression: Asymptotic results under identifiability Abstract: Consider the regression problem where the response $Y\in \mathbb R$ and the covariate $X\in \mathbb R^d $ for $d\geq 1$ are unmatched. Under this scenario we do not have access to pairs of observations from the distribution of $(X, Y)$, but instead we have separate data sets $\{Y_i\}_{i=1}^n$ and $\{X_j\}_{j=1}^m$, possibly collected from different sources. We study this problem assuming that the regression function is linear and the noise distribution is known or can be estimated. We introduce an estimator of the regression vector based on deconvolution (the DLSE) and demonstrate its consistency and asymptotic normality under an identifiability assumption. Under non-identifiability of the regression vector but identifiability of the distribution of the predictor, we construct an estimator of the latter based on the DLSE and show that it converges to the true distribution of the predictor at the parametric rate in the Wasserstein distance of order 1. We illustrate the theory with several simulation results. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 05/11/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, 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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