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MSP - 2018
by gianluca cassese 14 Nov '17

14 Nov '17

The University of Milano Bicocca jointly with the University of Pavia and University Bocconi is pleased to announce the first workshop on: "THE MATHEMATICS OF SUBJECTIVE PROBABILITY" to be held in Milan on 3-5 September 2018. We aim at putting together researchers from such diverse fields as probability, statistics, gambling, game theory or economics who view probability as a mathematical model of subjective attitudes. Contributed talks and sessions are welcome and will undergo a regular refereeing process (submission deadline: March 31; notification of acceptance: April 30). Further details: https://sites.google.com/view/MSP-2018 The Organizing Committee: Gianluca Cassese, Pietro Rigo and Barbara Vantaggi -- *Gianluca Cassese* ------------------------------------------------------------------------------- Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università degli Studi di Milano-Bicocca via Bicocca degli Arcimboldi, 8 - 20126, Milan, Italy Building U7 - Room 2097 -------------------------------------------------------------------------------

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seminario Chiara Corsato
by Emanuela Rosazza 13 Nov '17

13 Nov '17

Si avvisa che il giorno lunedì 20 novembre alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Chiara Corsato (Università di Trieste) Titolo: “Weak Dutch Books: the lose-or-draw case with lower previsions” Abstract: This seminar is devoted to present some recent results obtained in the field of Imprecise Previsions. We introduce the general topic evidencing the link with risk measures and we concentrate on the notions of convex and Williams' coherent imprecise previsions. These concepts are interpreted in a betting scheme, following de Finetti's approach to subjective probability. Uncertainty assessments for imprecise previsions based on those consistency conditions require that the suprema of certain random numbers, interpreted as gains, are non-negative. The extreme situation that a supremum is zero represents what is called a Weak Dutch Book (WDB). The core of this presentation aims to analyse the properties of WDBs with convex and Williams' coherent imprecise previsions. Namely, we show that WDB assessments ensure a certain `local precision' property and imply, in the agent's evaluation, some kind of `protection' against real losses. Further, these properties vary with the consistency notion we adopt, tending to vanish with the weaker one of convexity. A generalisation of the classical strict consistency notions is also discussed, in order to rule out the extreme situations caused by WDBs. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, Emanuela ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Assistant Professor and Postdoctoral Fellow in Financial Mathematics at Dublin City University
by Paolo Guasoni 11 Nov '17

11 Nov '17

Dear Colleague, Dublin City University has two openings in Financial Mathematics: Assistant Professor (Permanent) https://www4.dcu.ie/sites/default/files/hr/lecturer_financial_maths_nov_201… Postdoctoral Fellow (Two-year) https://www4.dcu.ie/sites/default/files/hr/postdoct_financial_maths_nov_201… The closing date for both applications is January 7th, 2018. With best regards, Paolo Guasoni -- *Séanadh Ríomhphoist/Email DisclaimerTá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://www4.dcu.ie/iss/seanadh-riomhphoist.shtml>This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://www4.dcu.ie/iss/email-disclaimer.shtml>* -- <https://www.facebook.com/DCU/> <https://twitter.com/DublinCityUni> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Seminario MARIUCCI
by Matteo Ruggiero 10 Nov '17

10 Nov '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 17 Novembre 2017, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Ester MARIUCCI (Humboldt-Universität zu Berlin) WASSERSTEIN DISTANCES AND OTHER METRICS FOR DISCRETELY OBSERVED LÉVY PROCESSES We present some upper bounds for the Wasserstein distance of order p between the product measures associated with the increments of Lévy processes with possibly infinite Lévy measures. As an application, we derive an upper bound for the total variation distance between the marginals of Lévy processes with possibly infinite Lévy measures and non-zero Gaussian components. A lower bound for the Wasserstein distance of order p is also presented. Furthermore, we investigate the relation between Wasserstein distances, total variation distance and Toscani-Fourier distance; several results connecting these metrics are discussed. This is a joint work with Markus Reiß. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Prize Fellowship in Probability and its connections, Prob-L@B, Bath
by Elvira Di Nardo 10 Nov '17

10 Nov '17

Apologies for cross postings The University of Bath is celebrating its 50th birthday by offering an expansive number of Prize Fellowships. Prize fellowships are two year postdoctoral fellowships which lead into a tenure track assistant professorship (called a Lectureship in the UK). The probability laboratory (http://www.bath.ac.uk/research/centres/probability- laboratory/) at the Department of Mathematical Sciences invites candidates for consideration. For more information on the Prize Fellowship concept at the University of Bath, visit: http://www.bath.ac.uk/campaigns/university-of-bath-prize-fellowships/ For more information on the particular Prize Fellowship in Prob-L@B follow the link at: http://www.bath.ac.uk/campaigns/university-of-bath-prize-fellowships-in-the- faculty-of-science/ Applications made on line here: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5354 Important dates: Deadline 31st December 2017. First round of Skype Interviews during the week of 15th January 2018. Second round of interviews in person on Thursday 8th and 9th February 2018 For further information, please contact, Professor Andreas Kyprianou ( a.kyprianou(a)bath.ac.uk) or contact one of our existing prize fellows: Dr. Tim Rogers (t.c.rogers(a)bath.ac.uk) Dr. Matt Roberts (M.I.Roberts(a)bath.ac.uk), Dr. Alexander Stauffer (a.stauffer(a)bath.ac.uk) Dr. Cecile Mailler (C.Mailler(a)bath.ac.uk) -- Professor Andreas Kyprianou Co-director of EPSRC CDT SAMBa Director of Prob-L@B Department of Mathematical Sciences University of Bath BA2 7AY -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminario di Probabilita`, Universita` La Sapienza (Roma)
by Faggionato, Alessandra 10 Nov '17

10 Nov '17

Martedi' 14 Novembre, ore 14, Aula di Consiglio. Titolo: Well-posedness of semilinear SPDEs with singular drift: a variational approach Speaker: Luca Scarpa ( Department of Mathematics University College London, UK) Abstract. Well-posedness is proved for singular semilinear SPDEs on a smooth bounded domain D in R^n. The linear part is associated to a coercive linear maximal monotone operator on L^2(D) while the drift is represented by a multivalued maximal monotone graph everywhere defined on R, on which no growth nor smoothness conditions are required. Moreover, the noise is given by a cylindrical Wiener process on a Hilbert space U, with a stochastic integrand taking values in the Hilbert-Schmidt operators from U to L^2(D): classical Lipschitz-continuity hypotheses for the diffusion coefficient are assumed. The proof consists in approximating the equation, finding uniform estimates both pathwise and in expectation on the approximated solutions, and then passing to the limit using compactness and lower semicontinuity results. Finally, possible generalizations are discussed. This study is based on a joint work with Carlo Marinelli (University College London). -- ************************************************* 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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Half day in Stochastic Processes - Esame finale Dottorato
by Paolo Dai Pra 09 Nov '17

09 Nov '17

In occasione dell’esame finale di Dottorato di Luisa Andreis, vi annuncio il seguente: Half day in stochastic processes Giovedì 16 Novembre 2017, presso l’aula 2AB45 del Dipartimento di Matematica dell’Università di Padova, si svolgeranno i seguenti seminari. 14:15 Elisabetta Scoppola (Università di Roma III). Conditionally strong quasi-stationary times and metastability Abstract: We generalise the notion of strong stationary time to define a conditionally strong quasi-stationary times that turns out to be a crucial tool for the study of metastability in a completely general setting. 15:00 Davide Gabrielli (Università dell'Aquila). Exchange dynamics, reversibility and tournaments Abstract: We consider a generalization to N types of particles of the classic ABC model. We have particles of different types stochastically evolving on a one dimensional lattice with an exchange dynamics. The rates of exchange are local but under suitable conditions the dynamics is reversible with a Gibbsian like invariant measure with long range interactions. We discuss geometrically the conditions of reversibility on a ring that correspond to a gradient condition on the graph of configurations or equivalently to a divergence free condition on a graph structure associated to the types of particles. We show that much of the information on the interactions between particles can be encoded in associated \emph{Tournaments} that are a special class of oriented graphs. In particular we show that the interactions of reversible models are corresponding to strongly connected tournaments. The possible minimizers of the energies are in correspondence with the Hamiltonian cycles of the tournaments. We can then determine how many and which are the possible minimizers of the energy looking at the structure of the associated tournament. As a byproduct we obtain a probabilistic proof of a classic Theorem of Camion on the existence of Hamiltonian cycles for strongly connected tournaments. Using these results we obtain in the case of an equal number of k types of particles new representations of the Hamiltonians in terms of translation invariant k-body long range interactions. We show that when k=3,4 the minimizer of the energy is always unique up to translations. Starting from the case k=5 it is possible to have more than one minimizer. In particular it is possible to have minimizers for which particles of the same type are not joined together in single clusters. Joint work with F. Roncari. 15:45 - 16:00 Break 16:00. Luisa Andreis (Università di Padova e Weierstrass Institute Berlin). McKean-Vlasov limits, propagation of chaos and long-time behavior of some mean field interacting particle systems (Ph.D. Defense) Un caro saluto Paolo Dai Pra Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Seminario Prof. Albeverio - 15 Novembre - DIECO Università dell'Insubria
by elisa mastrogiacomo 09 Nov '17

09 Nov '17

On November 15, 2017, 13.00-14.00, Prof. Sergio Albeverio (University of Bonn) will give a talk on “Infinite dimensional integrals, asymptotics, stochastic differential equations and applications”. Below you find the abstract of Sergio’s talk. You are all invited. Best regards, Elisa Mastrogiacomo ----------------------------------------------------- *Location: * Dipartimento di Economia, Via Monte Generoso n. 71, 21100, Varese. *Time*: 13:00 *Abstract:* We present general ideas for infinite dimensional integrals, having in mind applications to solutions and asymptotics for (stochastic) partial differential equations arising in aereas like mathematical physics and finance. Some recent developments are also mentioned. Keywords: infinite dimensional integrals, SPDEs, asymptotic expansions.

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EFI3, February 15-16, 2018, Pescara (Italy): first announcement (fwd)
by Tiziano Vargiolu 09 Nov '17

09 Nov '17

(sorry for cross-postings) Dear all, I am glad to invite you to contribute and take part in the third edition of the workshop Energy Finance Italia, this time held in Pescara (Italy) on February 15-16, 2018 http://energyfinanceitalia.dtdns.net/index.php/efi3 A selection of papers contributed to the workshop will be published on the Journal of Energy Markets. Call for papers: acceptance of submissions has started. The deadline for extended abstract submission is November 26, 2017. The format of the abstract is maximum two pages, in pdf, in which the name of the presenting Author and the title of the presentation have to be specified. The abstract should be sent to the address energyfinanceitalia(a)gmail.com Fees: 100 euros per person. They include session break refreshments, lunches and the social dinner. Instructions about how to pay will be given soon. EFI3 Young Investigator Training Program ---------------------------------------- The network of Italian universities behind EFI3 will participate in a competitive call of the Associazione di Fondazioni e di Casse di Risparmio (ACRI) named 'YOUNG INVESTIGATOR TRANING PROGRAM'. If financed, this program will allow our network to issue some grants to young researchers (younger than 40 years of age) working outside Italy (Italian or not) to facilitate them 1) to participate to the EFI3 workshop, and 2) to spend one month in one of the universities of the network. These grants will be awarded on a competitive basis. ACRI is expected to announce the results of its financing competition by the end of December 2017. News about this initiative will appear on the website http://energyfinanceitalia.dtdns.net/index.php/efi3 We all hope to see you all in Pescara! 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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Fwd: Please share: PhD opportunities in Mathematical Sciences at the University of Bath
by pietro caputo 06 Nov '17

06 Nov '17

---------- Forwarded message ---------- From: Jessica Ohren <J.M.Ohren(a)bath.ac.uk> Date: Mon, Nov 6, 2017 at 2:23 PM Subject: Please share: PhD opportunities in Mathematical Sciences at the University of Bath To: Dear all, I would be very grateful if you could circulate these opportunities from the University of Bath widely. Applications to SAMBa - our *Centre for Doctoral Training in Statistical Applied Mathematics* (go.bath.ac.uk/samba) - are now open. We aim to recruit 10-12 students on fully funded scholarships (for UK and EU students) to begin September 2018. A poster and an advert which includes how to apply are attached. You can also find information online: https://www.findaphd.com/search/PhDDetails.aspx?CAID=2444&LID=79. There is no formal closing date but we expect to fill all our places by March 2018 so early application is encouraged. We also have two individual PhD projects available in collaboration with Syngenta, which are available from 1st January. These are also open to UK and EU students and provide an opportunity to be part of a vibrant, creative and supportive environment in the Mathematical Sciences department here in Bath. *Mathematical modelling for safe, yet effective, pesticide development and usage.* Lead supervisor: Jane White <http://www.bath.ac.uk/math-sci/contacts/academics/jane-white/>. https://www.findaphd.com/search/ProjectDetails.aspx?PJID=86111&LID=79 Closing date: Wednesday 15th November This project is about creating and analysing a series of mathematical models that can be used to compare and contrast pesticide absorption through leaf surfaces and human skin and to begin to understand how different pesticide components contribute to the optimal solution of high leaf, but negligible skin, penetration. Working with colleagues from Syngenta means that there will be data available to estimate model parameters and to validate the model outputs. *Modern statistical techniques for assessing and predicting herbicide performance*. Lead supervisor: Evangelos Evangelou <http://www.bath.ac.uk/math-sci/contacts/academics/evangelos-evangelou/>. https://www.findaphd.com/search/ProjectDetails.aspx?PJID=85079&LID=79 Closing date: Wednesday 15th November This project will be at the interface of statistics and computer science with significant mathematical, methodological, and computational components. You will develop statistical models and methodology for assessing chemical compounds from their descriptive characteristics and their performance on screening tests, and accordingly compute a quantitative score for each chemical. You will apply this methodology to tackle real problems provided by Syngenta using data from their screening experiments on herbicides. An opportunity is also available to join Bath Maths through a BioMedicine Centre, led from the University of Bristol. The PhD would not start until September 2018 but the closing date is the end of this month. *Tortoise and hare: Physical activity profiles and their impact on cardiometabolic disease risk*. Bath supervisor: Nicole Augustin <http://www.bath.ac.uk/math-sci/contacts/academics/nicole-augustin/>. https://www.findaphd.com/search/ProjectDetails.aspx?PJID=89645&LID=1761 Closing date: Friday 24th November This project will be best suited to a student with very strong statistical/applied mathematics skills. The student will develop practical skills related to the processing of data in very large datasets, linkage to health records, and the refinement and use of novel statistical methods in survival analyses. This project aims to refine statistical methods, apply these methods to the development of integrated physical activity profiles, and develop a ‘scoring system’ that integrates information from across the activity dimensions to make it easier for people to understand the risks associated with their physical activity profiles. [image: cid:image006.jpg@01D1B4D0.1F73E020] Jessica Ohren, Centre for Doctoral Training Administrator Statistical Applied Mathematics (SAMBa) Condensed Matter Physics University of Bath <http://www.bath.ac.uk/> 4W1.16 Department of Mathematical Sciences Bath BA2 7AY, United Kingdom | Telephone: +44 (0)1225 385631 <+44%201225%20385631> | Email: j.m.ohren(a)bath.ac.uk Follow us on Twitter @SAMBa_CDT www.bath.ac.uk/samba

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