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Seminario Tiziano De Angelis 19 gennaio 2017 presso Università Cattolica sede di Milano
by Marina Di Giacinto 12 Jan '17

12 Jan '17

Seminario di Tiziano De Angelis (School of Mathematics - The University of Leeds) Giovedi' 19 gennaio 2017 - ore 11:00 - aula 200 Università Cattolica del Sacro cuore, Milano, Dipartimento di di Discipline matematiche, Finanza matematica ed Econometria Viale Necchi, 9 - Milano TITLE: The dividend problem with a finite horizon ABSTRACT: We characterize the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realized by a Skorokhod reflection of the fund's value at a time-dependent optimal boundary. Our results are obtained by establishing for the first time a new connection between singular control problems with an absorbing boundary and optimal stopping problems on a diffusion reflected at an elastic boundary. Joint work with Erik Ekstrom (Uppsala Universitet) Paper available at http://arxiv.org/abs/1609.01655 Tutti gli interessati sono invitati a partecipare.

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Convegno in memoria di Enza Orlandi, Roma Tre 20-21 gennaio 2017
by Pietro Caputo 10 Jan '17

10 Jan '17

CONVEGNO in memoria di Enza Orlandi "Dynamics and Hydrodynamic Limits in Statistical Mechanics" 20-21 Gennaio 2017 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA F - Largo San L. Murialdo,1 - ROMA in memoria della nostra collega e amica Enza Orlandi. Per maggiori informazioni rimandiamo al sito web: https://enzaorlandi.wordpress.com/ Invitiamo gli interessati che non si siano ancora registrati a farlo appena possibile, inviando una mail a: giuliani(a)mat.uniroma3.it Segnaliamo inoltre che venerdi' 20 gennaio avra' luogo una cena sociale presso il ristorante "Al Pompiere" (http://www.alpompiereroma.com/) Invitiamo gli interessati a partecipare alla cena a segnalarlo inviando una mail a: giuliani(a)mat.uniroma3.it ENTRO VENERDI 13 GENNAIO. Poiche' il locale ha posti limitati, nel caso in cui si superasse il numero massimo di richieste, verra' data precedenza ai primi iscritti. Alessandro Giuliani Elisabetta Scoppola Pierre Picco

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Fwd: [Statlist] PhD position at Leiden University
by Ester Mariucci 10 Jan '17

10 Jan '17

Buongiorno, ricevo ed inoltro l'annuncio di una borsa di dottorato all'Università di Leiden. Buon anno a tutti, Ester Mariucci ---------------------------------------------------- From: Schmidt-Hieber, A. Johannes <schmidthieberaj(a)math.leidenuniv.nl> The mathematics department of Leiden University in the Netherlands invites applications for a four-year PhD position in statistics. Topic: The successful candidate will be working on fundamental questions in nonparametric Bayes theory. Nonparametric Bayes is a very active field within mathematical statistics with various applications ranging from biology to machine learning. The theory has been developed largely during the past years but remains a topic of active research with many challenging open problems. The PhD position is financed by a TOP II grant from the Dutch science foundation. The grant gives some flexibility in the choice of the projects that will be addressed allowing to adapt to the background and interests of the candidate. Team: The PhD project will be carried out with Johannes Schmidt-Hieber. There is a large research community including many PhD students in the Netherlands (and in particular in Leiden) closely collaborating on similar projects. Regularly, joint nationwide seminars are organised. University: Information about Leiden University can be found here http:// www.leidenuniv.nl. For more information about the mathematics department, please see https://www.math.leidenuniv.nl/nl/home/ Terms of employment: There is no fixed starting date for the position. The terms of employment are governed by the Collective Labour Agreement of Universities in The Netherlands, with a monthly salary starting at 2083 Euro in the first year, and increasing to 2664 Euro in the fourth year, and an additional 8% holiday allowance and 8% end-of-year bonus. An extensive fringe benefits package is included. An individual choices model gives you some freedom to assemble your own set of terms and conditions. Candidates from outside the Netherlands may be eligible for a substantial tax break. Additional budget allows for research visits abroad and attendance of international conferences. Application: If you are interested in the position, please send an email with cv and a letter outlining research interests to Johannes Schmidt-Hieber ( schmidthieberaj(a)math.leidenuniv.nl ). Upon selection, letters of recommendation, evaluating the candidate's research experience, will be required from two or more references. If you have further questions do not hesitate to send an email to schmidthieberaj(a)math.leidenuniv.nl .

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Tenure track position at NTNU in Trondheim, Norway (fwd)
by Tiziano Vargiolu 10 Jan '17

10 Jan '17

---------- Forwarded message ---------- Date: Fri, 6 Jan 2017 13:48:28 +0100 From: Helge Holden <holden(a)math.ntnu.no> To: holden(a)math.ntnu.no Subject: Tenure track position at NTNU in Trondheim, Norway Dear colleague, Thanks to a generous donation, we have an opening for a tenure track position here at NTNU in Trondheim. Applicants should not be older than 40 years (compensation for broken careers) working in pure mathematics (widely interpreted), and the contract will be for up to 6 years. During this period one will be considered for tenure. Successful candidates will be given funds to support 1 post doc and 2 PhD positions! See http://bfstiftelse.no/wp-content/uploads/2016/12/CALL-Matematikk.pdf for further information. [Similar positions will be advertised in Oslo and Bergen, but applications will be treated separately at the three universities.] The math. dept. at NTNU is the largest in Norway, and is a very international department with more then 10 nationalities among the permanent faculty. If you have candidates for a such a position, please let me know by 20 Jan 2017, as the preparation of an application will require some time. Female candidates are especially encouraged to apply. Regards Helge

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PhD course di Mustafa Pinar in Bicocca
by Fabio Bellini 09 Jan '17

09 Jan '17

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Fwd: GSSI Call Expressions of Interest in Probability
by Gustavo Posta 09 Jan '17

09 Jan '17

> > Call for Expressions of Interest in Probability at GSSI > > http://www.gssi.infn.it/communication/announcements/item/1195-expression-of > -interest-for-faculty-position-in-probability > > > CONTACT: eoi-math(a)gssi.it > > > > -- > GSSI MATHEMATICS DivisionExpressions of Interest Calls > > Gran Sasso Science Institute > School for Advanced Studies > V.le Crispi 7 > 67100 L'AQUILA - Italy >

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Announcement: 8th AMaMeF Conference - MARK THE DATES!
by cecilia mancini 09 Jan '17

09 Jan '17

-------- Messaggio Inoltrato -------- Oggetto: Announcement: 8th AMaMeF Conference - MARK THE DATES! Data: Fri, 6 Jan 2017 09:20:51 +0100 Mittente: Giulia Di Nunno <giulian(a)math.uio.no> A: Giulia Di Nunno <giulian(a)math.uio.no> CC: Giulia Di Nunno <giulian(a)math.uio.no> Dear Colleague, on behalf of the organising committee is a pleasure to announce that the *8th AMaMeF Conference* will take place in *Amsterdam June 19-23, 2017, *thanks to the joint efforts of groups at the University of Amsterdam, Radboud University, and ING Bank. With the participation of TopQuants. The conference features plenary lectures and parallel sessions covering the forefront areas of research in theoretical and quantitative finance, risk, insurance. Registration and possibility for contributed talks and posters is open soon. Follow the development at the website (in continuous development):*http://8amamef.nl <http://8amamef.nl/>* * * Please help to distribute this announcement among your all contacts. * * Welcome to Amsterdam in June! Best regards and warmest season's greetings Giulia Di Nunno Professor Department of Mathematics University of Oslo * * * *

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annuncio di seminario: D. Cappelletti presso Politecnico di Torino
by Enrico Bibbona 09 Jan '17

09 Jan '17

Martedì 10 gennaio alle ore 11 in Aula Buzano, DISMA, Politecnico di Torino si terrà il seguente seminario Daniele Cappelletti (University of Wisconsin - Madison) Titolo: Reaction networks in the determistic and the stochastic settings per l'abstract e altri dettagli si rimanda alla pagina web http://calvino.polito.it/~probstat/seminars/seminars17.html Cordiali saluti, Enrico Bibbona -- Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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job advertisement: Queen Mary, London
by Eva Riccomagno 06 Jan '17

06 Jan '17

Dear All the School of Mathematics in Queen Mary, London is advertising various positions in statistics and applied mathematics. Please feel free to forward the following link to suitable candidates http://www.maths.qmul.ac.uk/about-us/vacancies <http://www.maths.qmul.ac.uk/about-us/vacancies> Best regards, Eva Riccomagno ————————————————————————————— Prof. Eva Riccomagno Dipartimento di Matematica - Universita` degli Studi di Genova Via Dodecaneso, 35 - 16146 Genova - ITALIA Tel: +39 - 010 - 353 6938 Fax: +39 - 010 - 353 6960 www.dima.unige.it/~riccomag

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CORRECTION Final Announcement: Third STAR workshop on Random Graphs (Registration Deadline: 16 January)
by Ben Hansen 05 Jan '17

05 Jan '17

Final Announcement: Third STAR workshop on Random Graphs (Registration Deadline: 16 January) The workshop will take place on Thursday 26 and Friday 27 January 2017 on the campus of the University of Utrecht. This will be the 3rd STAR Workshop on Random Graphs. The first took place in 2012 and the second in 2015. We are very pleased to announce the following prominent researchers have agreed to deliver plenary talks: - Marián Boguñá (Barcelona) - Mihyun Kang (Graz) - Vincent Tassion (Geneva/Zürich) - Shariefuddin Pirzada (Kashmir) - Daniel Valesin (Groningen) - Nick Wormald (Melbourne) The workshop is open to all and free of charge, however registration is required to ensure sufficient catering. The deadline for registration is the 16th of January. Registration can be done by emailing: benhansen09(a)gmail.com The website of the workshop can be found at the address: http://www.math.uu.nl/stochsem/WorkshopRGs2017/

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