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Seminario on-line PRISMA lunedì 6 ottobre 2025 - C. Franceschini & F. Sau
by Sonia Mazzucchi 25 Sep '25

25 Sep '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *lunedì 6 ottobre* 2025. I relatori saranno *Chiara Franceschini* (Università di Modena e Reggio Emilia) e *Federico Sau* (Università di Milano Statale) che parleranno di: *Sistemi interagenti del non-equilibrio: dualità e gap spettrali* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/83547578084 ID riunione: 835 4757 8084 Codice d’accesso: 873866 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Chiara Franceschini (Università di Modena e Reggio Emilia) e Federico Sau (Università di Milano Statale) TITOLO: Sistemi interagenti del non-equilibrio: dualità e gap spettrali RIASSUNTO: In questo seminario verranno presentati alcuni modelli di sistemi interagenti con spin sia discreti che continui. Tra gli esempi principali figurano il modello di Kipnis-Marchioro-Presutti (1982) e il processo armonico recentemente introdotto. Quando questi modelli sono studiati su un reticolo unidimensionale in contatto con reservoir ai bordi, costituiscono un setting classico per l’analisi di fenomeni tipici della meccanica statistica fuori dall’equilibrio. Tutti i modelli considerati sono associati alla Lie algebra su(1,1) e condividono diverse caratteristiche strutturali, tra cui la proprietà di dualità. Nella prima parte del seminario introdurremo il concetto di dualità per i processi di Markov, illustrando come esso consenta di derivare limiti di scala macroscopici (come l’equazione idrodinamica e i principi di grandi deviazioni) e ottenere informazioni sulla misura stazionaria fuori dall’equilibrio, esplicitamente nota solo per alcuni casi specifici. Nella seconda parte prenderemo in esame modelli definiti anche su grafi arbitrari, focalizzandoci sullo studio del gap spettrale e sulla convergenza all’equilibrio.

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Fwd: Three-year (Post)doctoral position in functional data analysis at HU Berlin
by Enea Bongiorno 25 Sep '25

25 Sep '25

ricevo e inoltro Enea ---------- Forwarded message --------- From: Sonja Greven <Sonja.Greven(a)hu-berlin.de> Date: Wed, 24 Sept 2025 at 13:16 Subject: Three-year (Post)doctoral position in functional data analysis at HU Berlin To: Sonja Greven <sonja.greven(a)hu-berlin.de> Dear colleagues, I have the following three year full-time (post)doctoral position in a DFG-project on functional and shape data analysis advertised. I would greatly appreciate it if you could forward to suitable students / colleagues (or email lists). Many thanks and best wishes, Sonja *Research fellow (m/f/d) at the Chair of Statistics with expected full-time employment * *- E 13 TV-L HU (third-party funding limited to 3 years)* The Chair of Statistics at Humboldt-Universität zu Berlin is looking for a research fellow within the project "Flexible regression methods for curve and shape data" funded by the German Research Foundation (2nd funding period). This project in the field of functional data analysis develops statistical methods for curve and shape-valued observations. Job description: - scientific service in research in the third-party funded project "Flexible regression methods for curve and shape data" - development of statistical methods in the field of functional data analysis - scientific dissemination of the project results - tasks for personal scientific qualification Requirements: - completed scientific university education in statistics, mathematics, data science or a related field with statistical methodological focus, PhD desirable - very good command of written and spoken English (min. B2) - solid command of programming languages (preferably R and Python) - ability to develop statistical methods and engage in interdisciplinary collaboration - strong teamwork and communication skills We offer integration into a lively and interdisciplinary team, family-friendly working hours and an excellent research environment. We support career development through opportunities for further training and mentoring. Please send your application (including cover letter, CV, relevant certificates and grades as well as contact details of two academic references) within 4 weeks, referencing the job ID DR/192/25 to Humboldt-Universität zu Berlin, Faculty of Economics and Business Administration, Prof. Dr. Sonja Greven (located: Spandauer Straße 1), Unter den Linden 6, 10099 Berlin or preferably in electronic form as a single PDF file (max. 10 MB) to stat(a)wiwi.hu-berlin.de with CC to sonja.greven(a)hu-berlin.de. For further information please contact Prof. Sonja Greven. The Humboldt-Universität zu Berlin is seeking to increase the proportion of women in research and teaching, and specifically encourages qualified female scholars to apply. Severely disabled applicants with equivalent qualifications will be given preferential consideration. People with an immigration history are specifically encouraged to apply. Since we will not return your documents, please submit copies in the application only. Data protection information on the processing of your personal data in the context of the tender and selection procedure can be found on the homepage of Humboldt-Universität zu Berlin: https://hu.berlin/DSGVO. Please visit our website www.hu-berlin.de/stellenangebote, which gives you access to the legally binding German version. ---------------------------------------------------------------------- Prof. Dr. Sonja Greven Chair of Statistics School of Business and Economics Humboldt-Universität zu Berlin Spandauer Str. 1, room 402 D-10178 Berlin Phone: +49-30-2093-99509 https://hu.berlin/sg ---------------------------------------------------------------------- -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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QFinLab Seminar - Anna Maria Gambaro (Università del Piemonte Orientale) - 1/10/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 25 Sep '25

25 Sep '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 1 October 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Anna Maria Gambaro (Università del Piemonte Orientale) Title: Functional PCA for Risk-Neutral densities in Bayes Hilbert space. Abstract: In this work, we investigate the main drivers of risk-neutral densities of quoted stocks, using the functional principal component analysis (FPCA). To this end, we first construct a historical series of risk-neutral densities corresponding to quoted option prices with fixed time to maturity, using exponential expansions of orthogonal polynomials. Then, we apply the centered log-ratio transformation (CLRT) to the extracted densities and we perform the FPCA in the Bayes–Hilbert space. The CLRT provides an isometric isomorphism between the Bayes space of square log-integrable densities and the classical Hilbert space of square-integrable functions. As a result, the projected data onto the principal component basis correspond to the CLRT-transformed densities, and the application of the inverse CLRT yields proper density functions. Furthermore, by modeling the historical series of FPCA loadings as a stochastic process, we exploit the FPCA representation for forecasting purposes. Finally, we discuss extensions of this framework to cross-asset analyses and to the modeling of option price surfaces. This is a joint work with A. Amici e G. Fusai. Attendance is also possible online (Microsoft Teams), clicking here.<https://teams.microsoft.com/l/meetup-join/19%3ameeting_YmFlY2M5OWEtYzg1OS00…> All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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Workshop on “Transition Risks and Climate Challenges: Interdisciplinary Perspectives”
by Daniele Marazzina 24 Sep '25

24 Sep '25

Cari colleghi il 27 ottobre si terrà presso il Politecnico di Milano, campus Bovisa, il seguente workshop https://polimi-dig.netlify.app/it/public-events/workshop-on-transition-risk… nell'ambito del progetto PRIN 2022 PNRR "Measuring, managing and hedging indirect climate-transition risk". La partecipazione è gratuita, si richiede per motivi organizzativi la registrazione al link sopra riportato entro il 15 ottobre 2025. Un caro saluto Daniele Marazzina Politecnico di Milano Dipartimento di Matematica >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Dear colleagues, On October 27, the following workshop will take place at Politecnico di Milano, Bovisa campus: Workshop on Transition Risks and Climate Challenges – Interdisciplinary Perspectives<https://polimi-dig.netlify.app/it/public-events/workshop-on-transition-risk…> The event is organized within the framework of the PRIN 2022 PNRR project “Measuring, managing and hedging indirect climate-transition risk.” Participation is free of charge. For organizational reasons, registration via the link above is required by October 15, 2025. Best regards, Daniele Marazzina Politecnico di Milano Math Department

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Third Call for Sessions: The 5th Italian Meeting on Probability and Mathematical Statistics, Palermo, June 8-12, 2026
by GIUSEPPE SANFILIPPO 23 Sep '25

23 Sep '25

Third call for Sessions: The 5th Italian Meeting on Probability and Mathematical Statistics, Palermo, June 8-12, 2026 (Apologies if you receive multiple copies of this message) ========================================= Conference Announcement ========================================= The 5th Italian Meeting on Probability and Mathematical Statistics will take place in Palermo, Italy, from June 8 to 12, 2026. Website: https://probabilitypalermo2026.unipa.it ======================== Key Dates ======================== Contributed Session submission deadline: SEPTEMBER 30, 2025 Notification of acceptance: November 15, 2025 Abstract submission for accepted CS: December 31, 2025 Early registration deadline: February 28, 2026 ================================ Submission Guidelines for a CS ================================ We invite all researchers interested in contributing to the event to submit proposals for Contributed Sessions. The participation of young researchers and PhD students working in Italy or abroad is strongly encouraged. A Contributed Session (CS) consists of four presentations by speakers invited by one or two organizers (organizers may also be among the speakers). In the “Contributed Session” submission form, please include: - The session title - The names of the 4 speakers - A short description of the session To submit a CS, please visit: https://probabilitypalermo2026.unipa.it/contributed-sessions/ ============= Description ============= Established in 2017, the Italian Meeting on Probability and Mathematical Statistics aims to bring together Italian and international researchers with shared interests in any field of probability and mathematical statistics, promoting the dissemination of recent scientific results and fostering academic exchange. The first meeting was held in Turin in 2017. Since then, the meetings have taken place in Vietri sul Mare (2019), Bologna (2022), and Rome (2024). The 5th edition, promoted by the PRISMA group (https://umi-prisma.polito.it/) of the Italian Mathematical Union (UMI), will be held in Palermo, Italy, from June 8 to 12, 2026, at the Campus of the University of Palermo, Viale delle Scienze, (https://probabilitypalermo2026.unipa.it/general-information/) ================ Plenary Speakers ================ We are pleased to announce the following confirmed plenary speakers (https://probabilitypalermo2026.unipa.it/invited-speakers/) - Francesca Biagini (LMU, Germany); - Stefano Favaro (University of Turin and Collegio Carlo Alberto, Italy); - Franco Flandoli (Scuola Normale Superiore di Pisa, Italy); - Silvio Micali (MIT, USA); - Giuseppe Savaré (Bocconi University, Italy). ======================== Steering Committee ======================== Giacomo Ascione, Scuola Superiore Meridionale, Naples Claudia Ceci, Sapienza University of Rome Paolo Dai Pra, University of Verona Antonio Di Crescenzo, University of Salerno Marco Fuhrman, University of Milan Domenico Marinucci, University of Rome “Tor Vergata” Laura Sacerdote, University of Turin Giuseppe Sanfilippo, University of Palermo Enrico Scalas, Sapienza University of Rome Barbara Trivellato, Polytechnic University of Turin ======================== Local Committee ======================== https://probabilitypalermo2026.unipa.it/committees/

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Seminario di Yuliia Mishura a Caserta
by Enrica Pirozzi 23 Sep '25

23 Sep '25

Carissimi in allegato l'avviso di seminario della Professoressa Yuliia Mishura. Link per collegamento online al seminario: Seminario di Yuliia Mishura | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/3409691899780?p=xC4mB7DHsF1RbL1QrG> Cari saluti Enrica

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2-year Postdoctoral position in Probability, University of Innsbruck, Austria
by Ecaterina Sava-Huss 22 Sep '25

22 Sep '25

Dear colleagues, we would like to draw your attention to an open postdoctoral position in probability theory at the University of Innsbruck, Austria. See below for details. The research group of Professor Ecaterina Sava-Huss at the Department of Mathematics, University of Innsbruck, Austria, is looking for a 2-year postdoctoral researcher in probability, with focus on random walks on graphs and groups, branching random walks, abelian sandpiles, and aggregation models. *Job description:* * The successful candidate will collaborate with the members of the research group of Ecaterina Sava-Huss. * Specific topics include random walks on infinite graphs and groups, branching random walks, quantum random walks, aggregation models. * The position does not include teaching responsibilities, and it is fully funded by the Austrian Science Fund (FWF), Grant “Sandpiles and walks”. Details on the grant can be found here: https://www.fwf.ac.at/en/research-radar/10.55776/PAT3123425 * A PhD in mathematics is required. *Profile: *We welcome applications from highly motivated candidates with a background in Probability. Research experience in random walks, random growth models, or branching random walks is an advantage. A good publication record, strong motivation for independent research, and willingness to contribute to a collaborative international environment are important.Good communication skills and fluency in English (both written and spoken) are expected. *Application: *We look forward to receiving your application by October 31, 2025 with the following documents: * Cover letter * Curriculum Vitae (including a list of publications) * Research statement * Contact details of two researchers who can provide recommendation letters on your behalf The applications should be submitted per email to Ecaterina Sava-Huss. Email address: Ecaterina.Sava-Huss(a)uibk.ac.at *Starting date: *soon after the conclusion of the selection procedure. Further information about the stochastics research group at the University of Innsbruck can be found on https://www.uibk.ac.at/mathematik/stochastik/ Details on the research of the PI Ecaterina Sava-Huss can be found here: https://www.uibk.ac.at/mathematik/personal/sava-huss/publications.html Should applicants have queries on the research topics and/or the application process, they are welcome to contactProf. Ecaterina Sava-Huss at Ecaterina.Sava-Huss(a)uibk.ac.at -- ------------------------------------------------------------ *Univ.-Prof. Dr. Ecaterina Sava-Huss* *Universität Innsbruck*, Department of Mathematics Technikerstraße 13, Room no. 722b, 6020 Innsbruck, Austria phone * +43 512 507-53871* web *uibk.ac.at/mathematik/personal/sava-huss <https://www.uibk.ac.at/mathematik/personal/sava-huss/>*

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De Finetti seminar: Huyên Pham and Stéphane Crépey, Sept. 24, 2025
by Alessandro Doldi 22 Sep '25

22 Sep '25

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lectures on September 24, 2025: Huyên Pham, Ecole Polytechnique (h. 16:00) and Stéphane Crépey, Université Paris Cité (h. 17:00) LOCATION The seminars will be held on September 24, 2025 starting at 16:00, Aula C20 (Via Colombo 62), Università degli Studi di Milano, Milano. TITLES AND ABSTRACTS Huyên Pham: Bridging Schrödinger and Bass for generative modeling We address the problem of generating a continuous semimartingale that interpolates prescribed initial and terminal distributions. This is formulated as an optimal transport problem that unifies the Schrödinger bridge and Bass martingale frameworks, enabling the construction of a diffusion process that simultaneously calibrates both drift and volatility to observed data. We derive an analytic characterization of the optimal diffusion’s dynamics, called Schrödinger bridge Bass (SBB) Diffusion, and show that it can be expressed as a stretched Brownian motion under an explicit change of measure. We then design a computational resolution of the SBB, offering an efficient framework for generative modeling in applications such as image synthesis and time series generation. Stéphane Crépey: Comparison of Tax and Cap-and-Trade Carbon Pricing Schemes Carbon pricing has become a central pillar of modern climate policy, with carbon taxes and emissions trading systems (ETS) serving as the two dominant approaches. Although economic theory suggests these instruments are equivalent under idealized assumptions, their performance diverges in practice due to real-world market imperfections. A particularly less explored dimension of this divergence concerns the role of financial intermediaries in emissions trading markets. This paper develops a unified framework to compare the economic and environmental performance of tax- and market-based schemes, explicitly incorporating the involvement of intermediaries. By calibrating both instruments to deliver identical emissions reductions, we assess their economic performance across alternative market structures. Our results suggests that, although the two schemes are equivalent under perfect competition, the presence of intermediaries in ETS reduces regulatory revenues and the aggregate profits of financial actors relative to carbon taxation. These effects arise from intermediaries' influence on price formation and their appropriation of part of the revenue stream. The findings underscore the importance of accounting for intermediaries' behavior in the design of carbon markets and highlight the need for further empirical research on the evolving institutional structure of emissions trading systems. Joint work with Samuel Drapeau and Mekonnen Tadese Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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Event in memory of Errico Presutti / September 30, 2025 / CNR, Rome
by Alessia Nota 22 Sep '25

22 Sep '25

[Apologies for possible cross-postings] Dear Colleagues, This is a kind reminder of the conference ”A special day in Statistical Mechanics and beyond: Remembering Errico Presutti” dedicated to the memory of our colleague, mentor and friend Errico Presutti who left us in December 2024. The conference will take place on September 30, 2025 at the Consiglio Nazionale delle Ricerche (CNR) in Rome. It will consist of few talks in order to allow ample time for discussions on the topics on which Errico was active and innovative such as Equilibrium and Non-equilibrium Statistical Mechanics, Field Theory and Stochastic Processes among others. SPEAKERS: Thierry Bodineau Gioia Carinci Giovanni Gallavotti Stephan Luckhaus Herbert Spohn Note that the registration to the conference is still open and that the event will be streamed online. You can find the link here: https://errico-presutti.mat-univaq.com/schedule-and-link For additional information, please write to the organizers. Please feel free to circulate the announcement and the poster among colleagues and students who may be interested in the event. With best regards, Lorenzo Bertini Roberto Natalini Alessia Nota Mario Pulvirenti Benedetto Scoppola Dimitrios Tsagkarogiannis

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Seminar Announcement at Sapienza University of Rome (Esmée Theewis)
by Antonio Agresti 19 Sep '25

19 Sep '25

Dear Colleagues, With this, I would like to advertise the following talk by Esmée Theewis (TU Delft), which will be held at the Math Department of Sapienza University of Rome in "Sala di Consiglio" at *16:00 *on* Monday, September 29th*. Kind regards, Antonio Agresti *Esmée Theewis* (TU Delft) *Title:* Large deviations for SPDEs *Abstract:* This talk is about large deviations for solutions to quasilinear SPDEs with small Gaussian noise. We consider a general variational framework for SPDEs. The large deviation principle (LDP) has been successfully proved for such frameworks by means of the so-called weak convergence approach, but rather strong assumptions must be made on the coefficients in the equation or on the Gelfand triple. In our recently obtained large deviation result, we do not require any additional assumption apart from those required for well-posedness of the equation. This leads to numerous applications for which the LDP was not established yet, such as equations on unbounded spatial domains with gradient noise. In particular, the result solves a long-standing open problem concerning 2D Navier-Stokes. Finally, a generalization of the LDP result will be discussed with a new fluid dynamics application. The talk is based on joint work with Mark Veraar and Antonio Agresti.

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