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Concorso RTDA SECS-S/06 università di Verona, scad 22/8/2019
by Cecilia 17 Aug '19

17 Aug '19

Concorso RTDA SECS-S/06 S.C. 13/D4 Metodi Matematici dell’Economia e delle Scienze Attuariali e FinanziarieUniversità di Verona, Dipartimento di Scienze per l'Economia, scadenza 22/8/2019 Bando https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-…

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PhD positions at ETH
by Daniele Cappelletti 02 Aug '19

02 Aug '19

Segnalo due posizioni di dottorato all'ETH, nel gruppo di Control Theory and System Biology <https://mail.ethz.ch/owa/redir.aspx?C=2XSFS4-kVXjKIgR9ycYf_X5K4qAuqGShasSts…>. Il progetto e' volto a sviluppare nuovi strumenti teorici da applicare alla biologia moderna (informazioni piu' dettagliate sono presenti nella locandina e nei link sottostanti). Sono richieste solide basi di teoria dei processi stocastici (o comunque disponibilita' ad apprenderle) e inventiva. Il termine di presentazione delle domande e' il primo settembre. Cordiali saluti, Daniele Cappelletti %%%%%%%%%%%%%%%%%%% You can access the advertisement directly via the following links: - Browser: https://apply.refline.ch/845721/7307/pub/1/index.html <https://mail.ethz.ch/owa/redir.aspx?C=3PvliOca-wxs8fQ8W0RMlAcJipYP7MIBef_pW…> - Mobile: https://m.refline.ch/845721/7307/pub/1/index.html <https://mail.ethz.ch/owa/redir.aspx?C=cFP9Ym6rGCFaGSeSp-9fpBlLkvGpxMQx4KdO6…> The advertisement is also attached to this email as a PDF.

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avviso di seminario UniTN
by Stefano Bonaccorsi 02 Aug '19

02 Aug '19

Eigenvalue bounds for the Laplacian on planar metric graphs *Giovedì 8 agosto 2019 * *Luogo: *Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Sala Seminari "-1" *Ore*: 11:00 *Relatore:* - *Marvin Plümer* (FernUniversität Hagen, Germany) *Abstract:* Self-adjoint differential operators – in particular Schrödinger-type operators – acting on metric graphs have been studied very actively, in recent years. Here, a metric graph is a collection of intervals whose endpoints are identified in a graph-like fashion. In this talk, we present some new developments in the theory of Laplacians on metric graphs: in particular, we discuss the role played by planarity in spectral theory and derive some lower and upper bounds for the eigenvalues of the Laplacian. To derive upper bounds we make use of a geometric representation for planar graphs provided by the classical Circle Packing Theorem of Koebe, Andreev and Thurston. For the derivation of lower bounds, we extend and apply a recently developed transference principle by Amini and Cohen-Steiner that compares eigenvalues of continuous and discrete models in a very convenient way. In this context we give a brief introduction to metric graphs and differential operators on metric graphs. This is joint work with Delio Mugnolo. *Referente*: Stefano Bonaccorsi

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International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 29 Jul '19

29 Jul '19

CREDIT2019 <http://www.greta.it/credit/credit2019/credit2019.htm> * * * * *GRETA Associati* (Venice, Italy), *European DataWarehouse* (Frankfurt am Main, Germany), *Intesa Sanpaolo* (Milan, Italy) and *S&P Global Market Intelligence* (London, UK) are co-sponsors of a Conference to be held in Venice on September 26-27, 2019. The objective of the Conference is to bring together academics, practitioners and Ph.D. students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent financial and atmospheric events and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca’ Foscari of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria* (Milan, Italy) and the *Joint Research Center, European Commission* (Ispra, Italy), is the *eighteenth *of a series dedicated to various aspects of credit risk. //The adoption of the Paris Agreement on climate change and the UN 2030 Agenda for Sustainable Development marks a historical international commitment to the objective of a more sustainable economy and society. How to mobilise the necessary financing for green and sustainable investments is thus a primary need. // //Meanwhile, Regulators are discussing about a green-supporting or a brown-penalising factor since they want to make sure financial institutions are prepared. It is to find the way to support sustainable investments but it is primarily a discussion about credit risk.// //The banking and insurance industries and more in general the financial sector has to develop new asset management strategies and to adjust their credit allocation practices to cope with these new challenges and take advantage of the new opportunities. All these changes call for a substantial amount of research to improve the knowledge of the mechanisms at play and to design adapted policy tools. ////////// The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle *(New York University), *Andreas Hoepner* (University College Dublin), *Irene Monasterolo* (Wirtschaftsuniversität Wien) and *Til Schuermann *(Oliver Wyman, New York). The Conference will also feature a panel discussion on researchers', practitioners' and policy makers’ views of the major outstanding problems. The Scientific Committee consists of: *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC, Programme Chair) *Stefano Battiston* (University of Zurich) *Monica Billio* (Ca’ Foscari University of Venice & GRETA) *Francesca Campolongo* (Joint Research Center, European Commission) *Robert Engle *(New York University) *Thomas Heller *(Climate Policy Initiative & Stanford University) *Andreas Hoepner* (University College Dublin) * Steven Ongena *(University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) *Stephen Schaefer* (London Business School) *Cristiano Zazzara* (S&P Global Market Intelligence, New York) **** Sponsors** *GRETA* <http://www.greta.it/> *European Datawarehouse* <https://eurodw.eu/> *IntesaSanpaolo* <http://www.group.intesasanpaolo.com/scriptIsir0/si09/eng_index.jsp> S&P Global Market Intelligence <https://www.spglobal.com/marketintelligence/en/> Auspices** ** <http://www.abi.it/Pagine/default.aspx> *Ca' Foscari - Economics Department* <http://www.unive.it/pag/16892> *ABI* <http://www.abi.it/Pagine/default.aspx> AIAF <https://www.aiaf.it/> *JCR - European Commission <https://ec.europa.eu/jrc/en> * ** <https://ec.europa.eu/jrc/en> ** <http://www.abi.it/Pagine/default.aspx> * * **PROGRAMME ** *Thursday, September 26 2019* * **08.30***- 09.00 Registration ** ***09.00***- 09.15 Welcome**** ********Opening Remarks: Carlo Carraro********(Ca’ Foscari University of Venice & CMCC, Programme Chair)**** *** 09.15 - 11.00 Session I: BANKS**AND CREDIT RISK* • *Key-note talk:* /Banks and Climate Risk/, *Til Schuermann*(Oliver Wyman, New York) • /Climate Change and Credit Risk/, Giusy Capasso (Bocconi University) and *Gianfranco Gianfrate*(EDHEC Business School, Nice) •/Relaxing Credit Constraints: Credit Risk, Financial Intermediation Quality, and Environmental Impact/, Ashay Kadam**(Indian Institute of Management at Udaipur) and *Magdalena Pisa* (WHU - Otto Beisheim School of Management) * * *11.00 - 11.30 Coffee break* * 11.30 - 13.15 Session II: CLIMATE RISK AND EQUITY MARKETS* • *Key-note talk:* /Hedging Against Climate Change/, *Robert Engle*(New York University) • /Climate Risks and Stock Returns/, Eugenio Carnemolla (University of Lausanne)and*Giuseppe Vinci* (Rice University, Houston) • /Investor Ownership and Carbon-Intensive Stocks: Who Holds the Carbon Risk Bomb?/, Lukas Benz (University of Augsburg), Stefan Paulus (University of Augsburg), Julia Scherer (University of Augsburg), Janik Syryca (University of Augsburg) and*Stefan Trück* (Macquarie University, Sidney) *13.15 - 14.15 Lunch * * * *14.15 - 15.45 Session III: ***CLIMATE POLICY RISK**** • /Being Stranded with Fossil Fuel Reserves? Climate Policy Risk and the Pricing of Bank Loans/, *Manthos D. Delis*(Montpellier Business School), Kathrin de Greiff (University of Zurich & Swiss Finance Institute)and**Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) /• Assessing Sustainable Finance Policies Via a Stock-flow Consistent Macro Model with Portfolio Choice/, Nepomuk Dunz**(Wirtschaftsuniversität Wien), Irene Monasterolo (Wirtschaftsuniversität Wien)and*Marco Raberto* (University of Genoa) • /Carbon Pricing Paths To A Greener Future And Potential Roadblocks To Public Companies Credit-Worthiness/, *Giorgio Baldassarri **Höger von Högersthal* (S&P Global Market Intelligence, London), Hrvoje Tomicic (S&P Global Market Intelligence, London), Luka Vidovic (S&P Global Market Intelligence, London) and Cristiano Zazzara (S&P Global Market Intelligence, London) *15.45 - 16.30 Coffee break and POSTER SESSION* *16.30 - 18.15 Session IV: CLIMATE CHANGE AND ASSET PRICES*** • *Key-note talk:* /ESG Engagement and Downside Risk/, *Andreas Hoepner*(University College Dublin) • /Is Firm-level Clean or Dirty Innovation Valued More?/, Antoine Dechezleprêtre(London School of Economics), Cal B. Muckley (University College Dublin) and *Parvati Neelakantan*(University College Dublin) • /ESG and Corporate Credit Spreads/, Florian Barth (Friedrich-Alexander Universität Erlangen-Nürnberg), *Benjamin Hübel* (Friedrich-Alexander Universität Erlangen-Nürnberg)and Hendrik Scholz (Friedrich-Alexander Universität Erlangen-Nürnberg) *Social dinner at the Hotel Monaco <https://www.hotelmonaco.it/en/grand-canal-restaurant-venice-centre/>: Speech by Ignazio Visco (Governor, Bank of Italy) * *Friday, September 27 2019* *09.00 - 10.45 Session V: ***CLIMATE ******RISK **PRICING AND ASSESSMENT**** • *Key-note talk:* /A Climate Finance Risk Assessment and Management Approach under Uncertainty/, *Irene Monasterolo*(Wirtschaftsuniversität Wien) /• The Greenium Matters: Evidence on the Pricing of Climate Risk/, *Lucia Alessi *(European Commission), Elisa Ossola (European Commission)and**Roberto Panzica (European Commission) • /Climate Risk and Financial Stability in the Network of Banks and Investment Funds/, Alan Roncoroni (University of Zurich), *Stefano Battiston* (University of Zurich), Luis Onésimo Leonardo Escobar Farfán (Banco de Mexico) and Serafin Martinez Jaramillo (Banco de Mexico & Centro de Estudios Monetarios Latinoamericanos) *10.45 - 11.15 Coffee break* *11.15 - 12.45 **PANEL Session***: CLIMATE CHANGE RISK: THE POLICY MAKERS' POINT OF VIEW**- Moderator: *Francesca Campolongo* (Joint Research Center, European Commission) *_Participants:_* *Sergio Nicoletti Altimari***(European Central Bank) *Mattia Romani* (European Bank for Reconstruction and Development) *Nancy Saich* (European Investment Bank) *Manuela Zweimueller* (European Insurance and Occupational Pensions Authority) *Mario Nava* (European Commission) will contribute a video message *12.45***- 13.45 Lunch** ** ** *13.45 - 15.15 Session VI: **LENDING AND CLIMATE CHANGE* • /High Water, No Marks? Biased Lending After Extreme Weather/, Nicola Garbarino (Bank of England) and *Benjamin Guin*(Bank of England) • /Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case/, Monica Billio (Ca’ Foscari University of Venice & GRETA), *Michele Costola* (SAFE - Goethe University Frankfurt), Loriana Pelizzon(SAFE - Goethe University Frankfurt) and Max Riedel(SAFE - Goethe University Frankfurt & Ca' Foscari University of Venice) • /Climate Change and Bank Lending: the Case of Flood Risk in Italy/, Ivan Faiella(Bank of Italy) and *Filippo Natoli*(Bank of Italy) *15.15***- 15.45 Coffee break** **** *15.45 - 17.15 PANEL Session ***Practice: CLIMATE CHANGE RISK: A PRACTITIONERS’ VIEW **- Moderator: *Isabella Bufacchi* (Il Sole 24 Ore) *_Participants:_* *Mark Carhart***(Kepos Capital, New York) *Carlo Carraro* (Ca’ Foscari University of Venice & CMCC) *Robert Engle* (New York University) *Giulio Mignola* (Intesa Sanpaolo, Turin) *Jobst Neuss* (European Investment Fund, Luxembourg) *Til Schuermann* (Oliver Wyman, New York) *Cristiano Zazzara* (S&P Global Market Intelligence, New York) *17.15 - 18.15 Session VII: CLIMATE CHANGE AND BOND MARKET* • /Climate Change Implications for the Catastrophe Bonds Market: An Empirical Analysis/, *Claudio Morana*(University of Milano - Bicocca, Center for Research on Pensions and Welfare Policies & Rimini Centre for Economic Analysis) and Giacomo Sbrana (NEOMA Business School) • /The Pricing of Green Bonds: Are Financial Institutions Special?/, Serena Fatica (European Commission), Roberto Panzica (European Commission) and *Michela Rancan* (European Commission) *End of conference - Cocktail at the Querini Stampalia* **REGISTRATION** To register for the Conference you are requested to complete the registration form that is available on our website (_http://www.greta.it/credit/credit2019/credit2019.htm_). Registration fees are: Early registration (within August 31st) Late registration (from September 1st on) Academics: 250 Euro + VAT 300 Euro + VAT Practitioners: 800 Euro + VAT 1000 Euro + VAT Academics Poster Presenter: 150 Euro + VAT 200 Euro + VAT Practitioners Poster Presenter: 500 Euro + VAT 500 Euro + VAT PhD Students*: 100 Euro + VAT 150 Euro + VAT ** *VAT is currently 22%* *Students will have to provide valid proof of their student status. The registration fees cover: * Admission to all scientific sessions * Lunches and coffee service during the Conference * Conference kit The registration fees do not fully cover the conference dinner on September 26th, 2019, for which there is an extra charge of 90.00 Euro per person (conference attendees as well as accompanying persons). More detailed information soon available on the Conference website: http://www.greta.it/credit/credit2019/credit2019.htm *** Please accept our apologies for any crossed e-mails. -- Nota automatica aggiunta dal sistema di posta.

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PhD in statistics and deep neural networks at UT Netherlands
by Gianluca Finocchio 26 Jul '19

26 Jul '19

Gentili colleghi/e, vi inoltro un annuncio dall'università di Twente (Olanda). Cordialmente,GF The statistics group at the University of Twente (UT, in the Netherlands) has a vacancy for a Ph.D. student to work on statistical theory for deep neural networks. A requirement is a M.Sc. degree in mathematics/statistics with solid background in probability theory and mathematical statistics. The deadline for applications is August 15. Intended starting date for the position is in October/November this year. Additional information can be found here https://www.utwente.nl/en/organization/careers/!/292044/phd-in-statistical-… For questions, please email a.j.schmidt-hieber(a)utwente.nl

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Internship positions in machine learning at BCAM, Bilbao
by Marco Romito 25 Jul '19

25 Jul '19

Ricevo e inoltro ============================================ Dear Colleagues, The Basque Center for Applied Mathematics (BCAM) is offering several internship positions to work on machine learning problems. This is an opportunity for MS and last year BS students to start a research career while learning very interesting topics. You can find below the description of the positions. Further informations are available at the link http://www.bcamath.org/en/research/internships <http://www.bcamath.org/en/research/internships>. I appreciate if you can distribute the announcement to potential candidates. Thank you very much. Regards, Gianni ——————————————————————————————————————————— Internship 1: Research topic title: Minimaxsupervised classification Research topic description: Supervised classification can be approached as a zero-sum game between learner and nature. Efficient algorithms can be enabled by using uncertainty sets of distributions defined by a generating function. This project will develop techniques to determine such function and to estimate its expectations Keywords: supervised classification, statistics, probability ——————————————————————————————————————————— Internship 2: Research topic title: Open supervision for machine learning Research topic description: Training data obtained in practice is often provided by a heterogeneous community that label examples with different levels of accuracy, ranging from perfect to missing annotations. This project will develop new machine learning techniques that utilize such weak and heterogeneous training data, and evaluate the performance gains with respect to existing approaches. Keywords: python/R/Matlab, supervised classification ——————————————————————————————————————————— Internship 3: Research topic title: Data science for energy management Research topic description: Numerous data sets related with energy can be exploited in order to improve energy management both at large and small scales. For instance, weather data can serve to better schedule energy generation, historical consumption/generation data can serve to avoid outages, and contextual data can serve to use resources more efficiently. This project will develop techniques that utilize heterogenous and posibly inaccurate, incomplete, or erroneous data in order to improve energy management Keywords:Statistics, data science, machine learning ——————————————————————————————————————————— Internship 4: Research topic title: Probabilistic energy forecasting Research topic description: Energy forecasing is widely used to manage energy resources, e.g., schedule generation and prevent outages. This project will develop techniques that obtain probability distributions of future energy consumption/generation using energy related data. In particular, the techniques developed will use data such as historical consumption/generation, weather conditions, location, and time. Keywords:Probabilistic forecasting, online learning, supervised learning ——————————————————————————————————————————— Internship 5: Research topic title: Projective geometry of convex sets and its application to machine learning Research topic description: The natural transformations in machine learning (Markov transitions, stochastic kernels, channels, probabilistic mappings) are affine/projective transformations between probability simplexes. This project will 1) characterize such linear geometrical representation and its relationship with classical convex geometry, e.g., convex duality, support functions, and barycentric coordinates; and 2) develop machine learning techniques inspired by such geometrical interpretation, e.g., dimensionality reduction based on invariance w.r.t. affine/projective transformations. Keywords:Projective geometry, convex geometry, advanced linear algebra. ——————————————————————————————————————————— ——————————————————————————————————————————— Required knowledge and skills: Statistics/probability, Linear algebra, optimization, Programming in python or R or Matlab Required language skills: Spanish or English Duration and dates: 3 months; flexible dates depending student availability Covered expenses: To be negotiated Application deadline: 30th of August ================================================================ — Gianni Pagnini Ikerbasque Research Associate BCAM - Basque Center for Applied Mathematics Alameda de Mazarredo, 14 E-48009 Bilbao, Basque Country - Spain Tel. +34 946 567 842 gpagnini(a)bcamath.org <mailto:gpagnini@bcamath.org> | www.bcamath.org/gpagnini <http://www.bcamath.org/gpagnini> ( matematika mugaz bestalde )

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Invito a sottoporre articoli al Journal for Mathematics in Industry
by Alessandra Micheletti 22 Jul '19

22 Jul '19

Diffondo la seguente informazione da parte dell'editor in chief del Journal of Mathematics in Industry. Grazie ad un nuovo accordo con la Springer, chi ha una affiliation presso un centro ECMI (European Consortium for Mathematics in Industry), puo' pubblicare gratuitamente sul giornale, che e' di tipo open access. In Italia i centri ECMI sono attualmente: Universita' degli Studi di Milano Politecnico di Milano Universita' degli Studi di Verona Universita' degli Studi di Catania IAC-CNR Roma Ulteriori informazioni sull'ECMI e sulle quote associative si possono trovare al sito https://ecmiindmath.org/ Resto a disposizione per ulteriori spiegazioni. Cordialmente, Alessandra Micheletti ------------------------------------------ Some weeks ago, Adérito Araújo, president of ECMI (European Consortium for Mathematics in Industry), informed all members on a new opportunity to publish within the ECMI-Springer open-access Journal of Mathematics in Industry. <https://mathematicsinindustry.springeropen.com/> [image: ECMI_JMiI] The Journal of Mathematics in Industry is a high-quality journal that brings together research on developments in mathematics for industrial applications, including both methods and the computational challenges they entail. Here, industry is understood as any activity of economic and/or social value. As such, “mathematics in industry” concerns the field as it actually improves industrial processes and helps to master the major challenges presented by cost and ecological issues. In terms of theory, the journal seeks articles with demonstrable mathematical and statistical developments motivated by problems of modern industry. With regard to computational aspects, it publishes works introducing new methods and algorithms that represent significant improvements on the existing state of the art of modern numerical and simulations methods. In addition, online publication in Journal of Mathematics in Industry gives you the opportunity to publish large datasets, large numbers of color illustrations and movies, to display data in a form that can be read directly by other software packages so as to allow readers to manipulate the data for themselves, and to create all relevant links. A new agreement has been made with Springer *allowing all researchers affiliated to an ECMI member-institution to publish in our journal free of charge to the author(s).* The article processing charge (APC) will be waived at the expense of ECMI. To have access to this publishing opportunity, please contact your local ECMI node representative to get the institutional reference code for ECMI, which is needed during the submission process to waive the APC. You may find your local ECMI node representative here: https://ecmiindmath.org/list-of-ecmi-members/ Please help in making our ECMI Journal of Mathematics in Industry a success story! Do not hesitate to contact me for further information or to answer your questions. Michael Günther Editor-in-chief of Mathematics in Industry guenther(a)uni-wuppertal.de -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Fwd: QFW2020 - First call
by Maria Elvira Mancino 18 Jul '19

18 Jul '19

Dear All, we are ready to deliver the First call for papers for the workshop. Please find the call attached to this message. I kindly ask your support in promoting the event. Thanks in advance, arrivederci a Napoli Stefania Corsaro

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Bando di RTD-B MAT/06 - Università di Bari - scadenza 22 luglio
by Nicola Cufaro 17 Jul '19

17 Jul '19

A TUTTI GLI INTERESSATI Care colleghe, cari colleghi, Sulla Gazzetta Ufficiale del 21.06.2019 n. 49 è stato pubblicato un bando per posti di Ricercatore a Tempo Determinato di tipo B sul piano straordinario. Fra le posizioni bandite ce n'è anche una per il settore concorsuale 01/A3 – Analisi Matematica, Probabilità e Statistica Matematica - per il settore scientifico-disciplinare MAT/06 – Probabilità e Statistica Matematica, presso il Dipartimento di Matematica dell'Università di Bari (D.R. n2514 del 28 maggio 2019 – codice selezione R 2514/2019) Il bando completo e la documentazione allegata sono visionabile sul portale www.uniba.it alla pagina https://reclutamento.ict.uniba.it/reclutamento-ricercatori/selezioni-ric/25… Il termine ultimo per la presentazione delle domande è il 22 Luglio 2019. Si prega di informare tutti i possibili candidati. Cordiali saluti Nicola Cufaro Petroni -- =========================================================== Prof. Nicola Cufaro Petroni ----------------------------------------------------------- Dipartimento di Matematica dell'Università di Bari, and INFN Sezione di Bari via E. Orabona 4, 70125 Bari (Italy) Tel ++39 080 5443212-2250/5232289; Fax ++39 080 5442470 Emailcufaro(a)ba.infn.it http://www.ba.infn.it/~cufaro/homepage.html ----------------------------------------------------------- "... intra moenia atque in sinu urbis sunt hostes ... quare ego ita censeo ... more maiorum supplicium sumendum." C. Sallustius Crispus: Bellum Catilinae, 52 ===========================================================

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Short Summer School on Uncertainty quantification and applications
by Claudio Agostinelli 17 Jul '19

17 Jul '19

Short Summer School on Uncertainty quantification and applications 9-11 September 2019 Department of Mathematics, University of Trento The school is open to 30 students, no fees are required, but registration is mandatory. The school is also open to professionals and companies. Lectures will be delivered in English. Full information and registration form at http://datascience.maths.unitn.it/events/pds2019/index.html For further information please contact Alberto Valli (alberto.valli(a)unitn.it) ------------------------------------------------------------ Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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Dottorato di Ricerca - XXXV ciclo - Università di Roma Tre
by Francesco Cesarone 17 Jul '19

17 Jul '19

Cari Colleghi, vi invio l’avviso di pubblicazione del Bando di Concorso per l’ammissione al Dottorato - XXXV ciclo - A.A. 2019/2020 presso il Dipartimento di Economia Aziendale - Università degli Studi di Roma Tre. Il bando per l’accesso ai corsi di dottorato di ricerca è stato pubblicato sul seguente sito https://apps.uniroma3.it/bando2019/ in cui è disponibile anche la versione in inglese. Le posizioni per il SSD SECS-S/06 sono 2 (1 con borsa e 1 senza borsa) relative al curriculum “Finanza, mercati e regolazione”. Si segnala che la scadenza per la presentazione delle domande è fissata alle ore 14.00 del giorno mercoledì 24 luglio 2019. Cordialmente, Francesco Cesarone -- Video - Quantitative Finance Workshop 2018 - Uniroma3 <https://www.youtube.com/watch?v=-DrAdCK8ht8&feature=youtu.be> http://disa.uniroma3.it/qfw2018/ -- Francesco Cesarone - Ph.D. Ricercatore - Assistant Professor Dipartimento di Economia Aziendale Università Roma Tre Via Silvio D'Amico, 77 00145 - Roma tel: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it Studio n. 20 piano V WWW: http://host.uniroma3.it/docenti/cesarone/

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Seminario Margherita Zanella a Milano-Bicocca
by Federica Masiero 17 Jul '19

17 Jul '19

Si comunica che il giorno 22 luglio 2019 alle ore 14.30 presso l’aula 3014 del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicoca, la Dott.ssa Margherita Zanella dell’Università LUISS Guido Carli di Roma, terrà un seminario dal titolo. "A Pricing Formula for Delayed Claims:Appreciating the Past to Value the Future” Abstract: We consider the valuation of contingent claims with delayed dynamics in a Black \& Scholes complete market model. We find a pricing formula that can be decomposed into terms reflecting the market values of the past and the present, showing how the valuation of future cashflows cannot abstract away from the contribution of the past. As a practical application, we provide an explicit expression for the market value of human capital in a setting with wage rigidity. The talk is based on a joint work with E. Biffis, B. Goldys and C. Prosdocimi. Tutti gli interessati sono invitati a partecipare.

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Position in game theory
by Marco Scarsini 16 Jul '19

16 Jul '19

LUISS has a call for several positions in various fields https://www.luiss.it/news/2019/07/05/call-expression-interest-23-tenure-tra… including one in game theory https://www.luiss.edu/expression-interest-tenure-track-and-tenured-position… The deadline is August 7, 2019 – 2:00 p.m. (Central European Summer Time CEST, UTC+2) ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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2 Ph.D. level positions in Stochastics and Mathematical Finance at TU Berlin starting in October 2019
by Giorgio Ferrari 14 Jul '19

14 Jul '19

Buongiorno, inoltro il seguente annuncio del Professor Peter Bank (TU-Berlin). Saluti, Giorgio Ferrari * * *%%%%%%%%%%%%%%%%%%%* _*2 Ph.D. level positions in Stochastics and Mathematical Finance at TU Berlin starting in October 2019*_ We are filling two PhD. level positions for 5 years (100% TV-L E13 Berlin) with starting date in or after October 2019. As part of the large Berlin group in Stochastics and Mathematical Finance with its numerous research seminar, colloquia, workshops and international conferences, the successful candidates will carry out research on current problems in Mathematical Finance and Stochastic Optimal Control. We thus expect a solid command of Stochastic Analysis and Mathematical Finance and consider knowledge in Stochastic Optimal Control an advantage. The teaching load is 4h/w, that also have to be conducted in German. The official job ads are to be found at https://tub.stellenticket.de/de/offers/66052/ and https://tub.stellenticket.de/de/offers/66054/, respectively. Interested candidates are requested to apply for both positions. For formal reasons, this requires separate cover letters for each position mentioning the reference numbers II-362/19 and II-363-19, but only one copy of all the remaining documents, most notably the reference letters. The *deadline* for applications is *July 26, 2019.* For futher information please get in touch with Prof. Peter Bank (Tel.: +49 (0)30 314 22816, E-Mail: bank(a)math.tu-berlin.de <mailto:bank@math.tu-berlin.de>, Internet: http://www.math.tu-berlin.de/~bank) and Prof. Christoph Belak (Tel.: +49 (0)30 314 21730, E-Mail: belak(a)math.tu-berlin.de <mailto:belak@math.tu-berlin.de>, Internet: http://www.math.tu-berlin.de/?belak) --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Dottorato di ricerca all'Università dell'Aquila
by davide gabrielli 12 Jul '19

12 Jul '19

Vi informiamo che in data odierna è stato pubblicato all'Albo Ufficiale e sul sito web dell'Ateneo (Università dell'Aquila) il bando di concorso per l'ammissione ai corsi di Dottorato di Ricerca - XXXVciclo - A.A. 2019/2020. Il bando di concorso è disponibile sul sito dell'Ateneo al link https://www.univaq.it/section.php?id=1957 (la versione in inglese è disponibile al seguente link https://www.univaq.it/en/section.php?id=1957&lang_s=en) I candidati dovranno presentare la domanda utilizzando esclusivamente l'apposita procedura online disponibile all'indirizzo https://pica.cineca.it/univaq/univaq-dott35/ e dovranno attenersi alle previsioni contenute nell'art. 5 del bando. La scadenza per la presentazione online delle domande è fissata alle ore 13.00 (ora italiana) del 26 agosto 2019. Si prega dare la massima diffusione. cordiali saluti Davide Gabrielli

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Avviso di seminario Prof Enrico Scalas
by Enrica Pirozzi 09 Jul '19

09 Jul '19

AVVISO di SEMINARIO The Mathematics of Human Contact Prof. Enrico Scalas University of Sussex We present a statistical analysis of high-resolution contact pattern data within primary and secondary schools as collected by the SocioPatterns collaboration. Students are graphically represented as nodes in a temporally evolving network, in which links represent proximity or interaction between students. We focused on link- and node-level statistics, such as the on- and off-durations of links as well as the activity potential of nodes and links. Parametric models are fitted to the on- and off-durations of links, inter-event times and node activity potentials and, based on these, we propose a number of theoretical models that are able to reproduce the collected data within varying levels of accuracy. By doing so, we aim to identify the minimal network-level properties that are needed to closely match the real-world data, with the aim of combining this contact pattern model with epidemic models in future work. This is joint work with Stephen Ashton, Nicos Georgiou and Istvan Zoltan Kiss. Relevant preprints: https://arxiv.org/abs/1502.04072 https://arxiv.org/abs/1802.07261 Published papers: [1] Georgiou, Nicos, Kiss, Istvan Z and Scalas, Enrico (2015) Solvable non-Markovian dynamic network. Physical Review E, 92 (4). 042801. ISSN 1539-3755. [2] Ashton, Stephen, Scalas, Enrico, Georgiou, Nicos and Kiss, István Zoltán (2018) The mathematics of human contact: developing a model for social interaction in school children. Acta Physica Polonica A, 133 (6). pp. 1421-1432. ISSN 0587-4246. Il seminario si terrà il giorno 10 Luglio 2019 ore 11:00 nella Aula G terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Enrica Pirozzi -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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RTD-B in SECS-S/06 @UNIMI
by Giovanni Puccetti 09 Jul '19

09 Jul '19

Alla pagina web https://www.unimi.it/it/ateneo-lavora-con-noi-reclutamento-ricercatori-sele… è consultabile il bando per la selezione pubblica per un posto di ricercatore a tempo determinato ai sensi dell’art. 24, comma 3, lett. b), nel settore 13/D4 (SECS-S/06), presso il Dipartimento di Economia, Management e Metodi Quantitativi dell’Università degli Studi di Milano. -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

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Posto P.O. MAT/06 @UNIMI
by Giacomo Aletti 08 Jul '19

08 Jul '19

Alla pagina Web https://www.unimi.it/it/ateneo-lavora-con-noi-reclutamento-professori-proce… è consultabile la circolare del 8.07.2019, riguardante - procedura di selezione per la copertura di 1 posto di professore universitario di I fascia, da coprire mediante chiamata ai sensi dell’art. 18 - comma 1 - Legge 240/2010, ssd MAT/06 - termine presentazione domande: 5 agosto 2019, ore 12:00, pubblicato sulla G.U. 53 del 05/07/2019. Cordialmente, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142 -- Il tuo 5 x mille progetti Sostieni la ricerca, investi sul futuro dei giovani Universita` degli Studi di Milano - codice fiscale 80012650158

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Fwd: two mathematics positions at TU Delft
by Marco Romito 08 Jul '19

08 Jul '19

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Seminario Yen-Chi Chen a Roma Tor Vergata
by Anna Vidotto 08 Jul '19

08 Jul '19

I would like to announce the following talk that will be held on Tuesday July 16th 2019, at 4:30 PM, in Aula D’Antoni (1101) of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Yen-Chi Chen (University of Washington) Title: Analyzing GPS data using density ranking Abstract: A common approach for analyzing a point cloud is based on estimating the underlying probability density function. However, in complex datasets such as GPS data, the underlying distribution function is singular so the usual density function no longer exist. To analyze this type of data, we introduce a statistical model for GPS data in the form of a mixture model with different dimensions. To derive a meaningful surrogate of the probability density, we propose a quantity called density ranking. Density ranking is a quantity representing the intensity of observations around a given point that can be defined in a singular measure. We then show that one can consistently estimate the density ranking using a kernel density estimator even in a singular distribution such as the GPS data. We apply density ranking to GPS datasets to analyze activity spaces of individuals. For the Probability and Mathematical Statistics talks held at the Department of Mathematics of the University of Rome Tor Vergata, see also the dedicated webpage http://www.mat.uniroma2.it/~ricerca/probab/talks.php <http://www.mat.uniroma2.it/~ricerca/probab/talks.php>. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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“Recents Trends in Stochastic Analysis and SPDEs” in Pisa
by Marco Romito 06 Jul '19

06 Jul '19

I am writing to recall that the conference “Recents Trends in Stochastic Analysis and SPDEs” is approaching. All details can be found at https://sites.google.com/view/spdespisa/ The program will be published shortly. The conference will be also the occasion to celebrate the 60th birthday of Franco Flandoli. The organisers.

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RTD-B a Pisa - scadenza imminente
by Marco Romito 06 Jul '19

06 Jul '19

Ricordo che è in scadenza il bando per una posizione RTD-B nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa. Scadenza 8 luglio, ore 13:00 Bando disponibile alla pagina: https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/11/index.htm ------------------- Deadline approaching for the tenure-track researcher position (RTD-B) in Probability at Università di Pisa. Deadline July 8, 1:00pm Call available (follow the link "Bando in lingua inglese") at https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/11/index.htm m.

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"Rita Levi Montalcini" program for young researchers
by c.costantini＠unich.it 04 Jul '19

04 Jul '19

Inoltro questo messaggio che credo possa essere d'interesse per i giovani probabilisti che si trovano all'estero. Cristina Costantini Dear all, the announcement has been published for the "Rita Levi Montalcini" program for young researchers 2018 (!), for PhD laureates with at least 3 years of teaching and/or research activity outside Italy. The winners will be enrolled as tenured-track assistant professors (Italian official position: RTD/B), in an Italian university of their choice. Deadline: July 18, 2019 For more information and the announcement (also in English), see https://bandomontalcini.cineca.it/ Please circulate among all interested participants. 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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Seminario Christian Keller in Bicocca
by elena bandini 03 Jul '19

03 Jul '19

Lunedi' 8 luglio alle ore 11:00, nell’aula 3014 del Dipartimento di Matematica e Applicazioni dell’Università di Milano-Bicocca, in Via R. Cozzi 55, si terrà il seguente seminario: Speaker: Christian Keller (University of Central Florida) Title: Path-dependent Hamilton-Jacobi equations in infinite dimensions Abstract: We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and stability) for minimax solutions. A particular novelty is a suitable combination of minimax and viscosity solution techniques in the proof of the comparison principle. One of the main difficulties, the lack of compactness in infinite-dimensional Hilbert spaces, is circumvented by working with suitable compact subsets of our path space. As an application, our theory makes it possible to employ the dynamic programming approach to study optimal control problems for a fairly general class of (delay) evolution equations in the variational framework. Furthermore, differential games associated to such evolution equations can be investigated following the Krasovskii-Subbotin approach similarly as in finite dimensions. This talk is based on joint work with Erhan Bayraktar.

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Bando di RTD-B MAT/06 - Università di Bari - scadenza 22 luglio
by Nicola Cufaro 03 Jul '19

03 Jul '19

A TUTTI GLI INTERESSATI Care colleghe, cari colleghi, Sulla Gazzetta Ufficiale del 21.06.2019 n. 49 è stato pubblicato un bando per posti di Ricercatore a Tempo Determinato di tipo B sul piano straordinario. Fra le posizioni bandite ce n'è anche una per il settore concorsuale 01/A3 – Analisi Matematica, Probabilità e Statistica Matematica - per il settore scientifico-disciplinare MAT/06 – Probabilità e Statistica Matematica, presso il Dipartimento di Matematica dell'Università di Bari (D.R. n2514 del 28 maggio 2019 – codice selezione R 2514/2019) Il bando completo e la documentazione allegata sono visionabile sul portale www.uniba.it alla pagina https://reclutamento.ict.uniba.it/reclutamento-ricercatori/selezioni-ric/25… Il termine ultimo per la presentazione delle domande è il 22 Luglio 2019. Si prega di informare tutti i possibili candidati. Cordiali saluti Nicola Cufaro Petroni -- =========================================================== Prof. Nicola Cufaro Petroni ----------------------------------------------------------- Dipartimento di Matematica dell'Università di Bari, and INFN Sezione di Bari via E. Orabona 4, 70125 Bari (Italy) Tel ++39 080 5443212-2250/5232289; Fax ++39 080 5442470 Emailcufaro(a)ba.infn.it http://www.ba.infn.it/~cufaro/homepage.html ----------------------------------------------------------- "... intra moenia atque in sinu urbis sunt hostes ... quare ego ita censeo ... more maiorum supplicium sumendum." C. Sallustius Crispus: Bellum Catilinae, 52 ===========================================================

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junior researcher position - probability - Politecnico di Milano
by Alberto Barchielli 03 Jul '19

03 Jul '19

Scrivo per annunciare il bando per una posizione RTD-A nel settore MAT/06 presso il Dipartimento di Matematica del Politecnico di Milano, con scadenza l'1/8/2019. Il bando è disponibile alla pagina https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=480 ------------------- dear all I would like to announce a junior researcher position (RTD-A) in Probability at Politecnico di Milano. The official call can be found at https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=480 -- Prof. Alberto Barchielli Politecnico di Milano, Dipartimento di Matematica, Piazza Leonardo da Vinci 32, I-20133 Milano, Italy tel +39 0223994559

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Seminario Marianna Pensky a Roma Tor Vergata
by Anna Vidotto 02 Jul '19

02 Jul '19

Dear all, I would like to announce the following talk that will be held on Friday *July* *12th* 2019, at *4:30 PM*, in *Aula D’Antoni (1101)* of the Department of Mathematics, University of Rome Tor Vergata. *Speaker:* Marianna Pensky (University of Central Florida) *Title:* *Estimation and Clustering in Popularity Adjusted Stochastic Block Model * *Abstract:* Stochastic networks in general and stochastic block models in particular attracted a lot of attention in the last decade. The talk considers the Popularity Adjusted Block model (PABM) which generalizes the Stochastic Block model and the Degree Corrected Block Model by allowing more flexibility for block probabilities. We argue that the main appeal of the PABM is its less rigid spectral structure which makes the PABM an attractive choice for modeling networks that appear in biological sciences. Based on a joint work with Majid Noroozi and Ramchandra Rimal. For the Probability and Mathematical Statistics talks held at the Department of Mathematics of the University of Rome Tor Vergata, see also the dedicated webpage http://www.mat.uniroma2.it/~ricerca/probab/talks.php. Kind regards, Anna Vidotto --------- Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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GSSI Postoc Call - Deadline July 11
by davide gabrielli 02 Jul '19

02 Jul '19

Ricevo ed inoltro ---------- Forwarded message --------- Da: Pierangelo Marcati <pierangelo.marcati(a)yahoo.it> Date: sab 29 giu 2019 alle ore 10:35 Subject: GSSI Postoc Call - Deadline July 11 DO NOT REPLY ON THIS ADDRESS IT IS A TEMPORARY MAIL SINCE IN CHINA MY USUAL EMAIL IS BLOCKED BUT YOU CAN WRITE TO ME IN THE USUAL WAY Please inform the interested people that the call for 3 GSSI postoctoral positions can be found on https://applications.gssi.it/postdoc/ Application deadline is July 11, 2019, h. 6 p.m. italian time zone For additional information: info(a)gssi.it --------------------------------------------------------------------- 3 positions in Mathematics - 1 position for the EU research project GrowBot -Towards a new generation of plant-inspired growing artefacts. The position is supported under the Grant Agreement n. 818744 (Call: ERC-2018-COG). Mathematical methods and numerics for models of plant biology. The research activity will be carried out within the European project GROWBOT https://www.growbot.eu/ and will be subject to the rules of the related contract. Annual gross salary: 36.000,00. The postdoc position is funded for 2 years, with possibility of renewal subject to financial availability. -2 GSSI positions for the following profile: Numerical methods for Partial differential equations and Dynamical systems, Numerical linear algebra, Mathematical models in Fluid dynamics and Biology, models of collective behavior, dynamics on networks. Stochastic differential equations, stochastic methods in statistical mechanics, hydrodynamic limits. Computational methods in seismology with experience in HPC. Mathematical methods for quantum computing, mathematics in quantum cryptography. Annual gross salary: 36.000,00. The research grant is for 2 years. A very good knowledge of English is required. The applications must be sent to GSSI only by filling out the online application form at https://applications.gssi.it/postdoc/ Deadline: July 11, 6 p.m. (italian time zone). The application must include: - a curriculum vitae - a research statement - id document The full call for applications is available at https://applications.gssi.it/postdoc/ For additional information: info(a)gssi.it

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Call for interest - Polimi - Assegno di ricerca
by Daniele Marazzina 01 Jul '19

01 Jul '19

Con preghiera di diffusione >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Il Qfinlab, laboratorio di finanza quantitativa del Dipartimento di Matematica del Politecnico di Milano, sta valutando la possibilità di bandire un assegno di ricerca su tematiche relative all'Educazione Finanziaria. Eventuali persone interessate a partecipare al progetto possono inviare il loro cv all'indirizzo edufin(a)polimi.it<mailto:edufin@polimi.it> . Per informazioni sul gruppo e sulle attività relative all'Educazione Finanziaria, si rimanda a www.qfinlab.polimi.it<http://www.qfinlab.polimi.it> e www.imparalafinanza.it<http://www.imparalafinanza.it> Cordialmente Daniele Marazzina

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Fwd: Polimi - Bando per l'assunzione di un RtdA
by Daniele Marazzina 01 Jul '19

01 Jul '19

Con preghiera di diffusione Selezione pubblica per l'assunzione di 1 RtdA - Settore Concorsuale 13/D4 - METODI MATEMATICI DELL’ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE. Scadenza: 29-7-2019 https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=473 <https://www.polimi.it/index.php?id=6196&tx_wfqbe_pi1[ID]=473> Bando di concorso polimi.it DIPARTIMENTO DI MATEMATICA Selezione pubblica per l'assunzione di 1 Ricercatore a tempo determinato …

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Fwd: Bando Concorso Ricercatore INdAM
by Francesco Caravenna 01 Jul '19

01 Jul '19

Ricevo e inoltro. > Da: Mauro Petrucci <petrucci(a)altamatematica.it> > Oggetto: Bando Concorso Ricercatore INdAM > Data: 1 luglio 2019 16:15:43 CEST > > Cari Colleghi, > > vi informo che, come programmato, è stato bandito un Concorso Pubblico per Titoli ed Esami per l’assunzione di un Ricercatore a Tempo > Indeterminato, III Livello professionale, presso l’Istituto Nazionale di Alta Matematica “F. Severi”. > Le tematiche di ricerca previste sono quelle che non erano state coperte dal precedente bando. > > La scadenza per la presentazione delle domande è il giorno *28 luglio 2019*. > > Il bando e il modulo per la procedura on-line per la presentazione delle domande si trovano nella pagina web: > > https://www.altamatematica.it/ <https://www.altamatematica.it/> > > Cordiali saluti, > Giorgio Patrizio > > ____________________ > > Giorgio Patrizio > Presidente INdAM > > Istituto Nazionale di Alta Matematica "Francesco Severi" > Piazzale Aldo Moro, 5 > 00185 - Roma > Italia > tel. +39 06490320 - 064440665

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Seminario: Lorenzo Trippa, Adaptive trial design in glioblastoma
by Antonio Pievatolo 28 Jun '19

28 Jun '19

Thursday 4 July 2019 at 14:30 Lorenzo Trippa, Harvard University and Dana-Farber Cancer Institute, Department of Statistics and Computational Biology CNR IMATI, Via A. Corti, 12, Milano, Aula B *Adaptive trial design in glioblastoma* There have been few treatment advances for patients with glioblastoma (GBM) despite increasing scientific understanding of the disease. While factors such as intrinsic tumor biology and drug delivery are challenges to developing efficacious therapies, it is unclear whether the current clinical trial landscape is optimally evaluating new therapies and biomarkers. We queried ClinicalTrials.gov for interventional clinical trials for patients with GBM initiated between January 2005 and December 2016 and abstracted data regarding phase, status, start and end dates, testing locations, endpoints, experimental interventions, sample size, clinical presentation/indication, and design to better understand the clinical trials landscape. Only approximately 8%–11% of patients with newly diagnosed GBM enroll on clinical trials with a similar estimate for all patients with GBM. Trial duration was similar across phases with median time to completion between 3 and 4 years. While 93% of clinical trials were in phases I–II, 26% of the overall clinical trial patient population was enrolled on phase III studies. We use the results of this meta analysis to discuss pros and cons of trial designs in GBM. This analysis includes platforms and the use of external controls. Platform design allow to add new experimental arms to the clinical study when they become available, while the aim of an external controls is to leverage external data that were not generated from the clinical study. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101 ph. +39 02 23699 520

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Fwd: Upcoming Luiss Research Seminars Week of July 1-5, 2019
by Sara 28 Jun '19

28 Jun '19

For your information, many thanks. Sara ---------- Forwarded message --------- From: ricercaluiss <ricerca(a)luiss.it> Date: Fri, Jun 28, 2019 at 9:57 AM Subject: Upcoming Luiss Research Seminars Week of July 1-5, 2019 To: <sbiagini(a)luiss.it> [image: banner] *Upcoming Luiss Research Seminars* *Week of July 1-5, 2019* *Tuesday, 2nd July* ------------------------------ *Department of Economics and Finance* *Cagin Ararat*, Bilkent University Set-Valued Quasiconvex Risk Measures <http://mailsender.luiss.it/lists/lt.php?id=cRpWBAADSAQCCAZOVwhRDQ0> Luiss | Viale Romania, 32 | Room 207, 10:30am-11:30am ------------------------------ *Department of Economics and Finance* *Cagin Ararat*, Bilkent University Computation of Systemic Risk Measures <http://mailsender.luiss.it/lists/lt.php?id=cRpWBAAASAQCCAZOVwhRDQ0> Luiss | Viale Romania, 32 | Room 207, 11:30am-1pm ------------------------------ *Department of Business and Management* *Harris Kyriakou*, IESE Business School A Relational Perspective on Consumption and Contribution in Online Innovation Communities <http://mailsender.luiss.it/lists/lt.php?id=cRpWBAABSAQCCAZOVwhRDQ0> Luiss | Viale Romania, 32 | Room 303, 11:30am-1pm ------------------------------ *Ufficio Ricerca* Luiss Guido Carli Viale Romania, 32 ricerca(a)luiss.it powered by phpList <http://mailsender.luiss.it/lists/lt.php?id=cRpRTgADDQNPAw0HXQU> -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Workshop on "Large Scale Random Structures" at Milano-Bicocca (10-11 July 2019)
by Francesco Caravenna 27 Jun '19

27 Jun '19

I am pleased to announce the Third Workshop on "Large Scale Random Structures" Wed 10 - Thu 11 July 2019 Aula 3014, U5 building Department of Mathematics and Applications, University of Milano-Bicocca Co-sponsored by the PRIN 2015 Project "Large Scale Random Structures" (P.I. Fabio Martinelli) See below for the program. More details on the webpage: http://staff.matapp.unimib.it/~fcaraven/prin2015/workshop-2019/ <http://staff.matapp.unimib.it/~fcaraven/prin2015/workshop-2019/> Participation is free, but registration is required (just contact me by email). Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% PROGRAM Wed 10 July 14:20 Opening 14:30-15:10 Elisabetta Candellero (Roma Tre) Oil and water model on vertex transitive graphs 15:15-15:55 Vittoria Silvestri (Cambridge / Roma Sapienza) Planar aggregation models with subcritical fluctuations 16:00-16:30 Coffee Break 16:30-17:10 Paolo Dai Pra and Marco Formentin (Padova) Mean-field models with multiscale structure 17:15-17:55 Alexandre Stauffer (Roma Tre) Competition in randomly growing processes 18:00-18:40 Massimo Campanino (Bologna) Ornstein-Zernike behaviour for the correlation functions of the ground state of the quantum Ising model with transverse magnetic field Evening: Social Dinner Thu 11 July 09:00-09:40 Pietro Caputo (Roma Tre) Mixing time of PageRank surfers on sparse random digraphs 09:45-10:25 Alessandra Bianchi and Samuele Stivanello (Padova) Random walks in random media 10:30-11:00 Coffee Break 11:00-11:40 Francesca Collet (Padova) Dynamical aspects of a Curie-Weiss model of self-organized criticality: moderate fluctuations 11:45-12:25 Francesca Nardi (Firenze) Hitting time asymptotics for hard-core interactions on bipartite graphs 12:30-13:10 Alessandra Faggionato (Roma Sapienza) Stochastic homogenization in amorphous media and applications to exclusion processes and random resistor network 13:15 Closing %%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Conference Econometrics in The Arena 2019 - Verona - 12-13 settembre 2019 (fwd)
by Cecilia 27 Jun '19

27 Jun '19

We announce the forthcoming conference: ECONOMETRICS IN THE ARENA 2019 at the Department of Economics of the University of Verona on September 12-13, 2019. Details and registration can be found at http://dse.univr.it/ecarena/ The conference will serve as a venue to discuss the most recent advances in theoretical and applied econometrics in a vibrant research environment. Invited speakers: Federico Bandi (Johns Hopkins University) Monica Billio (Ca' Foscari University of Venice) Massimiliano Caporin (University of Padua) Giuseppe Cavaliere (University of Bologna) Valentina Corradi (University of Surrey) Fulvio Corsi (University of Pisa) Liudas Giraitis (Queen Mary - University of London) Offer Lieberman (Bar-Ilan University) Alessandra Luati (University of Bologna) Tassos Magdalinos (University of Southampton) Federico Martellosio (University of Surrey) Paolo Paruolo (JRC - European Commission) Eduardo Rossi (University of Pavia) We hope you can attend and we look forward to your participation. Organizers: Roberto Renò, roberto.reno(a)univr.it Francesca Rossi, francesca.rossi_02*univr.it <== Sostituire il carattere | con . e il carattere * con @ per avere indirizzo email corretto.

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EXTENDED deadline for open postdoc position (Geoazur/Inria)
by Josiane Zerubia 27 Jun '19

27 Jun '19

---------------------------------------------------------------------------------------------------------------------------------- Open post-doc position at Géoazur in collaboration with Inria, at Sophia Antipolis, France, in the research area: Curvilinear network detection on satellite images using AI, stochastic models and deep learning. EXTENDED Submission deadline July 31, 2019 ---------------------------------------------------------------------------------------------------------------------------------- Open Position for a post-doc scientist at Géoazur (https://geoazur.oca.eu/fr/acc-geoazur) in collaboration with Inria (https://www.inria.fr/en/centre/sophia) at Sophia Antipolis (Nice region), France, in the area of Computer Vision, Deep Learning and Remote Sensing applied to curvilinear detection on both optical and SAR satellite images (project abstract below). Both Geoazur and Inria Sophia Antipolis are ideally located in the heart of the French Riviera, inside the multi-cultural silicon valley of Europe (ie. Sophia-Antipolis, see https://en.wikipedia.org/wiki/Sophia_Antipolis) This position is funded by University Côte d'Azur (UCA, see http://univ-cotedazur.fr/en#.XOforoWTpT4) Duration: 18 months Starting date: between September 1st and December 1st 2019. Salary: gross salary per month 3000 EUR (ie. approximately 2400 EUR net) Please see full announcement https://faultsrgems.oca.eu/images/FAULT/News/Post-doc_offer-AI-ManighettiZe…, or on https://euraxess.ec.europa.eu/jobs/411481 Candidate profile Strong academic backgrounds in Stochastic Modeling, Deep Learning, Computer Vision, Remote Sensing and Parallel Programming with GPUs and/or multicore CPUs. A decent knowledge of Earth and telluric features (especially faults) will be appreciated. To apply, please email a full application to both Isabelle Manighetti (manighetti(a)geoazur.unice.fr) and Josiane Zerubia (josiane.Zerubia(a)inria.fr) indicating “UCA-AI-post-doc” in the e-mail subject. The application should contain: - a motivation letter demonstrating motivation, academic strengths and related experience to this position. - CV including publication list - at least two major publications in pdf - minimum 2 reference letters Project abstract Curvilinear structure networks are widespread in both nature and anthropogenic systems, ranging from angiography, earth and environment sciences, to biology and anthropogenic activities. Recovering the existence and architecture of these curvilinear networks is an essential and fundamental task in all the related domains. At present, there has been an explosion of image data documenting these curvilinear structure networks. Therefore, it is of upmost importance to develop numerical approaches that may assist us efficiently to automatically extract curvilinear networks from image data. In recent years, a bulk of works have been proposed to extract curvilinear networks. However, automated and high-quality curvilinear network extraction is still a challenging task nowadays. This is mainly due to the network shape complexity, low-contrast in images, and high annotation cost for training data. To address the problems aroused by these difficulties, this project intends to develop a novel, minimally-supervised curvilinear network extraction method by combining deep neural networks with active learning, where the deep neural networks are employed to automatically learn hierarchical and data-driven features of curvilinear networks, and the active learning is exploited to achieve high-quality extraction using as few annotations as possible. Furthermore, composite and hierarchical heuristic rules will be designed to constrain the geometry of curvilinear structures and guide the curvilinear graph growing. The proposed approach will be tested and validated on extraction of tectonic fractures and faults from a dense collection of satellite and aerial data and “ground truth” available at the Géoazur laboratory in the framework of the Faults_R_Gems project co-funded by the University Côte d’Azur (UCA) and the French National Research Agency (ANR). Then we intend to apply the new automatic extraction approaches to other scenarios, as road extraction in remote sensing images of the Nice region, and blood vessel extraction in available medical image databases. -- Josiane Zerubia INRIA Sophia-Antipolis Méditerranée BP 93, 2004 Route des Lucioles 06902 Sophia-Antipolis Cedex - France phone: +33 4 92 38 78 65, fax: +33 4 92 38 78 58 email: Josiane.Zerubia(a)inria.fr web: http://www-sop.inria.fr/members/Josiane.Zerubia/index-eng.html

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Puntata di radio 3 scienza
by Lorenzo Zambotti 24 Jun '19

24 Jun '19

Gentili colleghi e colleghe, vi segnalo il link al podcast di una puntata di radio 3 scienza della settimana scorsa, in cui si e' parlato di Ernst e Martin Hairer e in cui mi e' stato chiesto di intervenire (in diretta dal congresso di Vietri sul Mare) https://www.raiplayradio.it/audio/2019/06/RADIO3-SCIENZA-del-20062019---Di-…

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Corso Enrico Scalas presso UNISA
by Barbara Martinucci 22 Jun '19

22 Jun '19

Università degli Studi di Salerno Dipartimento di Matematica Si rende noto che nel periodo 25 giugno - 12 luglio 2019 si terrà il corso di dottorato "From Markov chains to semi-Markov processes: The consequences of time change". Le lezioni saranno tenute dal Prof. Enrico Scalas, Professor of Statistics & Probability, University of Sussex, UK (pagina web: http://www.sussex.ac.uk/profiles/330303) e si terranno nella sala del consiglio del Dipartimento di Matematica secondo il seguente calendario: - lezione 1 (2 ore): martedì 25 giugno, ore 11:00-13:00; - lezione 2 (3 ore): venerdì 28 giugno, ore 10:00-13:00; - lezione 3 (3 ore): martedì 2 luglio, ore 10:00-13:00; - lezione 4 (3 ore): giovedì 4 luglio, ore 10:00-13:00; - lezione 5 (2 ore): martedì 9 luglio, ore 11:00-13:00; - lezione 6 (3 ore): venerdì 12 luglio, ore 10:00-13:00. Gli interessati sono invitati a partecipare. I contenuti del corso sono riportati qui di seguito. Research context What happens if the discrete time at which innovations occur for a Markov chain is replaced by a counting process? If the counting process is the Poisson process, one still gets a Markov process. On the contrary, if the counting process is of renewal type, the resulting process is no longer Markovian: It becomes a semi-Markov process. Semi-Markov processes have infinite memory and are naturally related to non-local operators in time such as the so-called Caputo derivative that appears when the expected values of inter-event times diverge. For this reason, there has been a surge of interest on these processes in recent years. Syllabus: 1. From Markov chains to semi-Markov processes: General framework (2 hours) 1.1 From the Poisson process to the fractional Poisson process 1.2 Time change and its consequences 2. Example 1: Continuous-time random walks (CTRWs) and applications (8 hours) 2.1 The diffusion equation and the normal compound Poisson process 2.2 The space-time fractional diffusion equation and CTRWs 2.3 Some applications 3. Example 2: Semi-Markov graph dynamics (6 hours) Pre-requisites The course will be accessible to first year PhD students (Corso di Dottorato in Matematica, Fisica e Applicazioni). In fact, the main pre-requisites are: 1. An introductory course in probability and statistics. 2. Fourier and Laplace transforms. Learning objectives After following this course, the students should be able: 1. To read and understand the recent literature on semi-Markov process 2. To perform calculations on continuous-time random walks and other semi-Markov processes using elementary probabilistic methods Essential references: - Scalas, Enrico (2017) Continuous-time statistics and generalized relaxation equations. European Physical Journal B: Condensed Matter and Complex Systems, 90 (11). p. 209. ISSN 1434-6028. - Baleanu, Dumitru, Diethelm, Kai, Scalas, Enrico and Trujillo, Juan J (2016) Fractional calculus: models and numerical methods (2nd edition). Series on complexity, nonlinearity and chaos, 5. World Scientific, Singapore. ISBN 9789813140035. - Georgiou, Nicos, Kiss, Istvan Z and Scalas, Enrico (2015) Solvable non-Markovian dynamic network. Physical Review E, 92 (4). 042801. ISSN 1539-3755.

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annuncio seminario
by Piccioni, Mauro 21 Jun '19

21 Jun '19

Martedì 25 giugno 2019 alle ore 15 in Aula di Consiglio del Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma Il Prof. Antonio Galves dell'Instituto de Matematica e Estadistica Universidade de Sao Paulo terrà una conferenza dal titolo: CHAINS WITH MEMORY OF VARIABLE LENGTH AS NEUROBIOLOGICAL MODELS Tutti gli interessati sono invitati a partecipare. Per informazioni rivolgersi a Mauro Piccioni.

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Dottorato in Matematica a Roma La Sapienza
by Faggionato, Alessandra 19 Jun '19

19 Jun '19

Buongiorno e' uscito il bando per il Dottorato in Matematica alla Sapienza. Informazioni dettagliate si trovano al sito https://phd.uniroma1.it/web/CONCORSO-DI-AMMISSIONE-XXXV-MATEMATICA_nX3519_I… Grazie per l'attenzione Saluti Alessandra Faggionato -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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ricercatore RTD-B a Pisa
by Marco Romito 18 Jun '19

18 Jun '19

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New PhD program
by Franco Flandoli 15 Jun '19

15 Jun '19

New PhD program at Scuola Normale Superiore, Pisa, Italy — Call for applications At least nine PhD Fellowships are available for students interested in pursuing a PhD degree in Computational Methods and Mathematical Modeling for the Sciences and Finance. Areas of study include Numerical Analysis and Scientific Computing, Mathematical Models for the Sciences and Finance, Computational Physics/Chemistry/Biology, and Operations Research. A description of the new PhD program can be found at https://www.sns.it/en/computational-methods-and-mathematical-models-for-sci… For instruction on how to apply, please see https://www.sns.it/en/admissions/phd/how-to-apply-for-the-post-graduate-cou…

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New PhD program at Scuola Normale Superiore, Pisa, Italy — Call for applications
by Maria Elvira Mancino 14 Jun '19

14 Jun '19

>> ---------------------------------------------------------- >> >> New PhD program at Scuola Normale Superiore, Pisa, Italy -- Call for applications >> >> At least nine PhD Fellowships are available for students interested in pursuing a PhD degree in >> >> COMPUTATIONAL METHODS AND MATHEMATICAL MODELING FOR THE SCIENCES AND FINANCE. >> >> Areas of study include Numerical Analysis and Scientific Computing, Mathematical Models for the Sciences and Finance, Computational Physics/Chemistry/Biology, and Operations Research. >> >> A description of the new PhD program can be found at >> >> https://www.sns.it/en/computational-methods-and-mathematical-models-for-sci… >> >> For instruction on how to apply, please see >> >> https://www.sns.it/en/admissions/phd/how-to-apply-for-the-post-graduate-cou… >> >> --------------------------------------------------

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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 12 Jun '19

12 Jun '19

Dear Colleagues, we recall that the *Second Italian Meeting on Probability and Mathematical Statistics* is forthcoming (Vietri sul Mare (SA), Italy, June 17th - 20th, 2019). See all details at the conference web site: http://www.salerno2019.dipmat.unisa.it Looking forward meeting you soon in Vietri sul Mare. *The Scientific Committee* Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote *The Local Organizing Committee* Giacomo Ascione, Aniello Buonocore, Camilla Calì, Luigia Caputo, Antonio Di Crescenzo, Maria Longobardi, Barbara Martinucci, Alessandra Meoli, Luca Paolillo, Paola Paraggio, Enrica Pirozzi, Fabio Travaglino

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Seminario: Samuele Stivanello, Ecology of human activities
by Antonio Pievatolo 11 Jun '19

11 Jun '19

Lunedi' 17 giugno alle 14:45, presso il CNR-IMATI, in via A. Corti, 12, Milano, Aula Pentagonale edificio Bassini II piano, si terrà il seguente seminario: Samuele Stivanello, Dipartimento di Matematica, Universita' di Padova Title: Ecology of human activities Abstract: One of the most studied macro-ecological pattern is the Relative Species Abundance (RSA), describing the distribution of the population among species. Various natural ecosystems share a common shape of the empirical RSA and through years ecologists have used several recipes - some of them are rule of thumb prescriptions - to determine global RSA features from local information. Recently our group has developed a rigorous statistical framework able to predict global scale biodiversity from scattered local plots ([2], [3]). Such a framework is derived from a simple mathematical model informed by basic biological assumptions. In this talk we illustrate how to adapt/generalize such an approach to human activities. In particular we consider four datasets of man-made systems and/or network mediated human activities: e-mail communication, Twitter posts, Wikipedia articles and Gutenberg books. Once we set the proper correspondence to what we consider species and individuals of a species, our approach reveals RSA is scale-free in each mentioned dataset with a power law form maintained - with roughly the same exponent - through the different human activities considered. In turn, RSA scale-invariance allows us to use activity information on local scale to predict hidden features of the human dynamics at the global scale. E-mail communication is particular relevant to illustrate our method as well as our results and possible applications. We consider the senders’ activity network where each node is a sender and a directed link from node A to node B represents an email issued from user A to user B. We set the identity of a sender to identify the species and the number of sent emails to be the individuals pertaining to a species. Thus, for instance, if user A has sent n emails we say that the species A has n individuals. Now, suppose an observer has access to a small sample of sent emails, or equivalently to partial information on links and nodes of the email communication network. Our method is capable to infer the number of nodes (i.e. the number of users) and the degree distribution (i.e. the topology) of the whole network, thus revealing features of the dynamics unknown to the observer. Moreover, our framework predicts how the number of users grows with the number of links recorded, which represents another well known pattern in ecology called the Species-Accumulation Curve (SAC). These findings may have applications in resource management, optimal network design and information diffusion on graphs. This is a work in collaboration with M. Formentin, A. Tovo and S. Favaro [1]. [1] M. Formentin, A. Tovo, S. Stivanello, S. Favaro. Ecology of human activities. In preparation, 2019+. [2] A. Tovo, S. Suweis, M. Formentin, M. Favretti, I. Volkov, J. R. Banavar, S. Azaele, A. Maritan. Upscaling species richness and abundances in tropical forests. Science Advances 3 (10) (2017) e1701438. [3] A. Tovo, M. Formentin, S. Suweis, S. Stivanello, S. Azaele. A. Maritan. Inferring macro-ecological patterns from local species’ occurrences. Methods in Ecology and Evolution, submitted, 2019. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101 ph. +39 02 23699 520

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PhD call in Mathematics UniTn-UniVr
by Luca di persio 11 Jun '19

11 Jun '19

Dear all, the following call for PhD positions in Mathematics has been opened: PhD PROGRAMME IN MATHEMATICS University of Trento Jointly run with the University of Verona ANNOUNCEMENT OF SELECTION: 35thcycle – Academic Year 2019-2020 *DEADLINE FOR APPLICATIONS: JULY 31**, 2019,* hrs. 04.00 PM (Italian time, GMT +2) Link to the Application online <http://www.unitn.it/en/apply/dott> Positions: no. 14 Scholarships: no. 14 Supernumerary positions: no. 2 (see art. 7 of the call) __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>

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New PhD position in probability at Sussex
by Enrico Scalas 10 Jun '19

10 Jun '19

Car* collegh*, vi prego di inviare questo annuncio a persone interessate. Grazie e cordiali saluti, Enrico Scalas Professor of Statistics and Probability University of Sussex UK -- PhD studentship on Large Deviation Rate Function and Variance for Inhomogeneous Corner Growth Processes Department of Mathematics, University of Sussex Supervisors: Nicos Georgiou, Enrico Scalas Deadline for application: 1 September 2019 12:00 (GMT) Details at: https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1081-PhD-stude… https://www.jobs.ac.uk/job/BSW711/phd-studentship-on-large-deviation-rate-f… Contacts: Dr Nicos Georgiou (n.georgiou(a)sussex.ac.uk) and Prof Enrico Scalas (e.scalas(a)sussex.ac.uk)

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Set valued risk measures and Systemic risk measures at LUISS
by Sara 10 Jun '19

10 Jun '19

On July 2 from 10:30 to 13:00 - Room 207, at LUISS, viale Romania 32, Roma, prof. Cagin Ararat from Bilkent University will give two talks: Talk I Title: Set-valued quasiconvex risk measures Abstract: Set-valued risk measures are defined naturally in environments where it is necessary to measure the risk of a random vector. In this talk, we consider set-valued risk measures that are defined as compositions of two set-valued functions. This class of risk measures is rich enough to cover many examples of the systemic risk measures studied in the recent literature. We pay special attention to the properties of the constituent set-valued functions that guarantee the quasiconvexity of the composite risk measure. It turns out that the so-called natural quasiconvexity property, an old but not so well-known property between convexity and quasiconvexity, plays a key role in the study of these risk measures. The main results provide dual representations for quasiconvex, naturally quasiconvex and convex compositions in terms of the dual functions of the constituents. Talk II Title: Computation of systemic risk measures Abstract: Various approaches to measure systemic risk have been proposed in the recent literature using multivariate functionals. These functionals are typically defined in terms of a so-called aggregation function, which takes into account the interconnectedness of the institutions in the network, and a univariate risk measure applied to the random output of the aggregation function. In this talk, we specialize into the Eisenberg-Noe and Rogers-Veraart network models and formulate the corresponding systemic risk measures as large-scale vector optimization problems. While the former model yields a convex problem which can be solved efficiently using non-smooth optimization techniques, the efficient frontier for the latter model turns out to be the boundary of a non-convex set. -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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Lecturer in Financial Mathematics at the University of Leeds
by Tiziano De Angelis 09 Jun '19

09 Jun '19

Dear All, Could you please bring to the attention of potential candidates the advert below for a lecturer position in the School of Mathematics at the University of Leeds https://jobs.leeds.ac.uk/Vacancy.aspx?ref=MAPMA1109 The deadline for application is 4 July 2019. For further information about the Probability and Financial Mathematics group at Leeds please visit https://physicalsciences.leeds.ac.uk/info/152/probability_and_financial_mat… Thank you and best wishes Tiziano

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seminario Drivas a Pisa
by Marco Romito 09 Jun '19

09 Jun '19

dear all this is to announce that Theodore Drivas (Princeton University) will give a talk on *next Wednesday, June 12* at 11am in Sala Seminari, Dipartimento di Matematica, Università di Pisa (largo B. Pontecorvo 5, 56127 Pisa). cheers m. *Title*: /Spontaneously stochastic solutions in dynamical systems with singularities/ *Abstract*: We consider a class of dynamical systems described by ordinary differential equations with an isolated singularity, where the singularity is characterized by the lack of Lipschitz continuity. Singularities are common in applications both for ODEs (e.g., particles collisions) and PDEs (e.g., finite-time blowup in fluid models). The fundamental obstacle is that solutions cannot be continued past the singularity uniquely: typically, there are infinitely many solutions. The conventional way to proceed is to define a regularization limit, such as vanishing viscosity or noise. It turns out that there are structurally stable situations when such a limit is not sensitive to a particular form of the regularization. This is explained by the analysis of attractors for the rescaled (non-singular) dynamical system and their ergodic properties. What is even more surprising is that solutions in this limit may become probabilistic (spontaneously stochastic) with the unique probability measure past the singularity. We will present rigorous results and discuss applications of this phenomenon.

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