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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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SPASS seminar: Michele Coti Zelati
by Mario Maurelli 18 Sep '25

18 Sep '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): *Alpha-unstable flows and the fast dynamo problem* by *Michele Coti Zelati* (Imperial College London) The seminar will take place on *THURSDAY, 25.09.2025* at *09:00 CEST *(mind unusual date and time) in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. Best regards Mario Maurelli https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- *Title: **Alpha-unstable flows and the fast dynamo problem* *Abstract: The fast dynamo problem concerns the generation and maintenance of magnetic fields by fluid motion through the process of electromagnetic induction. In passive vector advection, this can be formulated as the exponential growth of the magnetic energy, at a resistivity-independent rate. In this talk, I will provide a construction of a Lipschitz, divergence-free and time-independent velocity field that is a fast dynamo on the whole space.*

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6 PhD positions in Berlin-Oxford research training group on Stochastic Analysis
by Fabio Bugini 18 Sep '25

18 Sep '25

Dear colleagues, the Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 6 PhD positions (75% TVL E 13, about 2100 EUR p.m. after taxes, social security...) for 3 years starting between January 1 and April 1, 2026. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis groups at FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and a fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is November 1, 2025. Please see https://www.jobs.tu-berlin.de/en/job-postings/196875 for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544. Kind regards, Peter Bank

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Premio Cuozzo
by Michele Salvi 17 Sep '25

17 Sep '25

Cari colleghi e care colleghe, il Dipartimento di Matematica dell'Università di Roma "Tor Vergata" bandisce una selezione pubblica per l'assegnazione del Premio di Studio "Michele Cuozzo", del valore di 3.000,00 €. Possono concorrere al premio coloro che abbiano conseguito il titolo di Dottore di Ricerca in Matematica, o titolo riconosciuto equipollente, presso un’Università o istituzione scientifica italiana negli ultimi 12 mesi. La domanda deve essere presentata entro e non oltre le ore 12:00 del giorno 17 Ottobre 2025. Per tutti i dettagli e la documentazione completa, si invita a consultare il seguente BANDO <https://www.mat.uniroma2.it/Docs_avvisi/BandoCuozzo2025.pdf>. Vi prego di diffondere il messaggio a tutti i possibili interessati e tutte le possibili interessate. Un saluto, Michele Salvi

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Fwd: 2 PhD and 1 PostDoc Positions in Leipzig, Deadline 15 Oct 2025
by Francesco Caravenna 17 Sep '25

17 Sep '25

Ricevo e volentieri inoltro. > Da: max renesse <bergengruen(a)gmail.com> > Oggetto: 2 PhD and 1 PostDoc Positions in Leipzig, Deadline 15 Oct 2025 > Data: 17 settembre 2025 alle ore 15:45:11 CEST > Rispondi a: renesse(a)uni-leipzig.de > > Dear Colleague, > > My group at Leipzig University expects to have vacancies (PhD and postdoctoral level) starting early next year. I would be grateful if you could circulate the announcement below or forward it to potential candidates. > > With kind regards, > Max > > Max von Renesse > Mathematisches Institut, Universität Leipzig > Zoom: https://us02web.zoom.us/j/5345333101 > > > Announcement to share > > PhD and Postdoctoral Positions — Leipzig University (Prof. Dr. Max von Renesse) > > At the Mathematical Institute of Leipzig University, two PhD positions and one postdoctoral position are available in the research group of Prof. Dr. Max von Renesse. > > Contracts: PhD: 3 years + possible 1-year extension; Postdoc: 2 years + possible 1-year extension. > > Research areas: stochastic analysis, optimal transport, geometry, data science, and optimization. See: https://www.researchgate.net/lab/Max-von-Renesse-Lab-2 > > Collaborations: close ties with the Max Planck Institute for Mathematics in the Sciences (MPI-MIS) in Leipzig and the International Max Planck Research School (IMPRS). > > How to apply / inquire: > Please send inquiries and applications by 15 October 2025 to renesse(a)uni-leipzig.de <mailto:renesse@uni-leipzig.de>. > > > Max Renesse > Mathematisches Institut, Universität Leipzig > Zoom https://us02web.zoom.us/j/5345333101

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PhD positions with Max Nendel at the University of Waterloo
by Alessandro Sgarabottolo 17 Sep '25

17 Sep '25

Dear all, I would like to inform you that Max Nendel is looking for PhD students at the University of Waterloo. Please find below a brief description of the positions. Best regards, Alessandro Sgarabottolo ———————————————————————————— There are up to two PhD positions available in the Department of Statistics and Actuarial Science at the University of Waterloo, under the supervision of Prof. Max Nendel. The PhD projects will lie within the broad theme of Model Uncertainty in Finance, Actuarial Science, and Economics. Qualifications: Applicants are expected to hold a Master’s degree (or equivalent) in Mathematics, Mathematical Economics, Mathematical Finance, or a related field. In addition, candidates should have excellent knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, (stochastic) optimal control. Starting date: January 1, 2026 or later (flexible upon agreement). Application: Interested candidates are asked to submit their application documents (CV, degrees, transcript of records, name and email address of an academic reference) together with a one-page cover letter as a single pdf file to mnendel(a)uwaterloo.ca <mailto:mnendel@uwaterloo.ca> no later than October 5, 2025.

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Call for Abstracts: 30th Nordic Conference in Mathematical Statistics, NORDSTAT 2026, June 1-4 2026, Helsinki, Finland,
by Gasbarra, Dario 16 Sep '25

16 Sep '25

Dear friends of Statistics and Stochastics, the 30th Nordic Conference in Mathematical Statistics, NORDSTAT 2026, will be hosted by the University of Helsinki, Finland, on June 1-4 2026, and the call for abstracts, contributed talks and poster presentations is now open. All the information is at the conference website https://www.helsinki.fi/en/conferences/nordstat-2026 and you can contact the organizers at grp-nordstat26(a)helsinki.fi<mailto:grp-nordstat26@helsinki.fi> Welcome to Helsinki! The organizing committee.

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