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[STAR Seminars] Thursday May 28 - Olivier Menoukeu Pamen
by Leonardo Tarquini 20 May '26

20 May '26

Dear all, Join us for our upcoming talk in the SURE-AI @ STAR seminar<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Thursday, May 28th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/68221889625>. The speaker is Olivier Menoukeu Pamen (Institute for Financial and Actuarial Mathematics (IFAM), Department of Mathematical Sciences, University of Liverpool) with the talk: Title: A Stochastic Maximum Principle for Control Problems with Irregular Drift Abstract: This talk considers a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift coefficients. We study dynamics of the form b(t, x,a) = b1(t, x) +b2(x)b3(t,a), where b1 is bounded and Borel measurable, b2 is of bounded variation, and b3 is bounded and smooth. These weak regularity assumptions place the problem outside the scope of classical stochastic control theory. We establish a Pontryagin-type stochastic maximum principle under this lowregularity framework. The analysis relies on new well-posedness and regularity results for stochastic differential equations with random drifts of bounded variation, including existence, uniqueness. A central ingredient is an explicit representation of the first variation process via integration against the space–time local time of bounded variation processes. Our proof combines approximation methods with Ekeland’s variational principle, while a Garcia–Rodemich–Rumsey inequality provides the uniform estimates needed to control the first variation process. As an application, we derive an optimal corridor-type capital adjustment strategy for an insurance surplus model. This talk is based on a joint work with A. M. Bogso, D. Kuissi Kamdem and R. Likibi Pellat. We are looking forward to seeing you! Best regards, Frank, Giulia, Leonardo, Pere, and David

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Postdoctoral position at Stockholm University - LLMs and point processes
by Martina Favero 20 May '26

20 May '26

Buongiorno, Ricevo ed inoltro Saluti, Martina _______________________________________________________________________________________ Dear colleagues, I am looking for candidates for a postdoctoral position specialising in probability theory and/or statistics for a project on large language model (LLM) techniques and point processes. More information can be found at https://su.varbi.com/en/what:job/jobID:933428/type:job/where:4/apply:1 Best wishes, Mathias Lindholm … Associate professor Department of Mathematics, Div. of Mathematical Statistics Stockholm University Sweden E-mail: lindholm(a)math.su.se

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Open Call for Applications – PhD Program in Models for Economics, Territory and Finance
by Claudia Ceci 19 May '26

19 May '26

Dear Colleagues, I would like to draw your attention to the open call for applications for the 42nd cycle of the PhD Program in *Models for Economics, Territory and Finance* at Sapienza University of Rome (Academic Year 2026/2027). The official call is available here <https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato> . The PhD program includes the curriculum: *“Mathematical and Statistical Models and Methods for Economics and Finance.”* aimed at students interested in advanced quantitative methods and applications in finance, insurance, and economics. Further information can be found on the program web page here <https://phd.uniroma1.it/web/MODELLI-PER-L%27ECONOMIA,-IL-TERRITORIO-E-LA-FI…> . Please note that the deadline for submitting applications and paying the participation fee is strictly set for: *17 June 2026, at 14:00 CET.* All students who will obtain their Master’s degree by October 31, 2026, are eligible to participate. Please feel free to share this opportunity with interested students! Best Regards, Claudia Ceci Prof. Claudia Ceci Coordinator of the PhD Program in Models for Economics, Territory and Finance *Dept. **MEMOTEF, "Sapienza" University of Rome (Italy)* Via del Castro Laurenziano, 9 - 00161 Rome, ITALY @-mail: claudia.ceci(a)uniroma1.it <sergio.bianchi(a)uniroma1.it> -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Fwd: International prize ''Tullio Levi-Civita'' \\ Herbert Spohn & Zaher Hani \\ May 20 @ IAC
by Bertini, Lorenzo 19 May '26

19 May '26

Ricevo ed inoltro con piacere l'annuncio delle conferenze di H. Spohn e Z. Hani, fruibili anche in streaming. Saluti Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://lorenzobertini.alwaysdata.net/ ---------- Forwarded message --------- From: Panati, Gianluca <panati(a)mat.uniroma1.it> Date: Tue, May 19, 2026 at 2:41 PM Subject: International prize ''Tullio Levi-Civita'' \\ Herbert Spohn & Zaher Hani \\ May 20 @ IAC To: Lorenzo Bertini <bertini(a)mat.uniroma1.it> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Lectio magistralis for the international prize ''Tullio Levi-Civita'' 2025 Mer, 20/05/2026 - 14:30-15:30 Sede: Aula Piano Terra CNR IAC, via dei Taurini 19, Roma Speaker: Herbert Spohn (Technical University of Munich) Integrable Fluids, Statics and Dynamics Integrable many-body systems have been discovered in the 1960ies. Physically these are one-dimensional fine-tuned fluids, so to have an extensive number of local conservation laws. While many beautiful and surprising results should be cited, roughly a decade ago the non-equilibrium statistical mechanics of integrable fluids started to flourish. In my introductory presentation I will outline some key features, as generalized Gibbs states, quasiparticles, and hydrodynamic properties. The link for the streaming is: https://www.youtube.com/watch?v=li4Oui7-66o Lectio magistralis for the international prize ''Tullio Levi-Civita'' 2024 Mer, 20/05/2026 - 15:30-16:30 Sede: Aula Piano Terra CNR IAC, via dei Taurini 19, Roma Speaker: Zaher Hani (Department of Mathematics University of Michigan) The mathematical foundations of kinetic theory: from particles to waves Kinetic theory is a legacy of Boltzmann and Maxwell, and is one of the deepest scientific ideas ever introduced. The question of establishing its mathematical foundations was raised soon after Boltzmann introduced his physical theory, and proved to be a highly interesting and challenging direction of research over the past 120 years. In its classical particle setting, this was part of Hilbert’s sixth problem, which asked for the derivation of the equations of fluid mechanics—such as the Euler and Navier-Stokes equations—from first principles, by rigorously justifying Boltzmann’s kinetic theory as an intermediate step. This entails starting from Newton’s laws for a system of N particles and taking successive limits to first obtain Boltzmann’s kinetic equation, and then deriving the equations of fluid mechanics from it. The major landmark in the early literature is the work of Oscar Lanford (1975), who provided the first rigorous derivation of the Boltzmann equation in the so-called Boltzmann-Grad limit, albeit only for short times. The latter restriction does not allow for a passage to the fluid limit as suggested in Hilbert’s sixth problem. In recent joint work with Yu Deng (University of Chicago) and Xiao Ma (University of Michigan), we extend Lanford’s theorem to long times—specifically, for as long as the solution of the Boltzmann equation exists. This allows us to carry out the fluid limit, and derive the fluid equations in the Boltzmann–Grad limit. The underlying strategy builds on earlier joint work with Yu Deng that resolved the parallel problem in wave kinetic theory (also known as wave turbulence theory), in which colliding particles are replaced by nonlinear waves. In this talk, we will review this progress and discuss several future directions that remain unsolved, and still lie under the broad umbrella of Hilbert’s sixth problem. The link for the streaming is: https://www.youtube.com/watch?v=li4Oui7-66o Contatti/Organizzatori: roberto.natalini(a)cnr.it %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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PhD in Statistical Sciences/Dottorato in Scienze Statistiche
by Enrico Scalas 19 May '26

19 May '26

Dear Colleagues, The PhD call for Statistical Sciences in Sapienza University of Rome is out. See the following link for details: https://phd.uniroma1.it/web/concorso42.aspx?s=&i=3544&m=&l=EN&p=&a= There is a deadline on 17 June 2026 at 2pm CET. Applications from probabilists are welcome. Buongiorno, Il bando di dottorato in Scienze Statistiche di Sapienza è stato pubblicato. Si veda il link seguente per i dettagli: https://phd.uniroma1.it/web/concorso42.aspx?s=&i=3544&m=&l=IT&p=&a= La scadenza è il 17 giugno 2026 alle 14:00 Le domande di persone interessate alla probabilità sono benvenute. Best wishes/cordiali saluti, Enrico Scalas

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LiBERA winter school in Finnish Lapland
by Stefano Pagliarani 19 May '26

19 May '26

Dear colleagues, we are pleased to announce the 1st LiBERA Winter School, which will take place at Kilpisjärvi Biological Station, Finnish Lapland, on January 4-9, 2027 https://math.aalto.fi/en/research/stochastics/events/SIS2027/ within the framework of the Horizon Europe MSCA Staff Exchange project LiBERA - "Stochastic Interacting Systems: Limiting Behavior, Evaluation, Regularity and Applications" (https://site.unibo.it/libera/en) The school will feature the following 3 minicourses: Scott Armstrong (CNRS, France, and Courant Institute/NYU, USA) Coarse-graining elliptic PDEs Ana Djurdjevac (University of Oxford, UK) From particle systems to nonlinear SPDEs Lauri Viitasaari (Aalto University, Finland) Statistical aspects related to SDEs Young researchers are welcome to contribute short talks and posters. Further information, including the scientific program and practical details, is available at: https://math.aalto.fi/en/research/stochastics/events/SIS2027/ The registration, which is free but compulsory, is open until September 30th, 2026. We would be grateful if you could share this announcement with potentially interested students and colleagues. Best regards, Stefano Pagliarani University of Bologna ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Full Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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Fwd: PhD Program Call for Applications
by Irene Crimaldi 19 May '26

19 May '26

FYI ---------- Forwarded message --------- From: Silvio VISMARA <silvio.vismara(a)unibg.it> Dear all The call for applications for our PhD program in Intelligence Systems for Business Administration (ISBA) is now online and will remain open for one month. Please find the link here: https://www.unibg.it/node/19538 Here, the link to the PhD program webpage: https://phd-isba.unibg.it/en I would be very grateful if you could share it within your network. We hope to attract a strong pool of applicants! Have a great weekend. Silvio

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Seminario presso Politecnico di Milano - M. Fontana - Royal Holloway University of London
by Laura Maria Sangalli 19 May '26

19 May '26

Cari Colleghi, A seguire annuncio di un seminario MOX organizzato dal gruppo di Statistica: Matteo Fontana, Royal Holloway - University of London 04.06.26 ore 12:30 – Aula Saleri Link: https://mox.polimi.it/mox-colloquia-seminars-list/mox-seminars/?id_evento=2… Titolo: Distribution-Free Inference for Multivariate Outputs and Time-Dependent Observations Abstract: Conformal prediction delivers finite-sample, distribution-free coverage guarantees, but its classical formulation is largely confined to univariate outputs and exchangeable observations. In this seminar I present two contributions that extend the framework along these axes. The first concerns multi-output conformal regression. I introduce a unified comparative study of nine methods - marginal, density-based, and sample-based - that clarifies their theoretical relationships and reveals that several sample-based methods are special cases of density-based ones. Within this framework I propose two novel classes of conformity scores: CDF-based scores, yielding a method (C-PCP) that achieves asymptotic conditional coverage using only samples from a generative model; and latent-based scores, yielding a computationally efficient method (L-CP) for invertible generative models. A large-scale empirical study across thirteen datasets confirms the predicted ordering of methods on conditional coverage, region size, and computational cost. The second contribution addresses multi-step forecasting under temporal dependence. I introduce JANET, which extends generalised conformal prediction from the transductive to the inductive setting and constructs joint prediction regions controlling the K-familywise error rate - a more flexible criterion than FWER for long horizons. The framework provides exact validity for independent series and approximate validity for single series under weak ergodicity, matching bootstrap alternatives at a fraction of the cost. Un caro saluto, Laura —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it

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PhD in Probability in Sapienza - application deadline June 17
by Lorenzo Taggi 19 May '26

19 May '26

Dear colleagues, We would like to announce the publication of the call for applications for the PhD program in Mathematics at Sapienza University of Rome: - Sapienza PhD admissions <https://www.uniroma1.it/en/pagina/admissions-2026-2027-phd-programmes> The call includes 8 PhD scholarships covering different areas of mathematics, with the possibility of pursuing a research project in Probability on one of the research topics of the department: - Some resarch lines of the Phd Program <https://phd.uniroma1.it/web/Research_nK139_EN.aspx> - Probability and Mathematical Physics in Sapienza <https://www.mat.uniroma1.it/it/research-group-stochastic-models-mathematica…> The PhD program will start in November 2026. Candidates are required to have completed a Master’s degree by the starting date of the program. For further information or assistance with the application, please contact lorenzo.taggi(a)uniroma1.it. or faggiona(a)mat.uniroma1.it The deadline for applications and payment of the application fee is June 17, 2:00 PM (CET). Best regards, Lorenzo Taggi

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Seminario alla Sapienza Università di Roma - Diederik van Engelenburg (TU Wien)
by Lorenzo Taggi 18 May '26

18 May '26

Care colleghe, cari colleghi, vi segnalo per martedì *26 maggio *alle* ore 14:00 *il seminario di Diederik van Engelenburg (TU Wien), che si terrà presso il dipartimento "Guido Castelnuovo" della Sapienza, dal titolo: *One-arm exponents of the high-dimensional Ising model* Riporto sotto i dettagli. Saluti, Lorenzo Taggi *Luogo:* Sala di Consiglio, Dipartimento "Guido Castelnuovo", Sapienza Università di Roma. *Speaker:* Diederik van Engelenburg <https://sites.google.com/view/diederik-van-engelenburg/homepage> (TU Wien) *Title*: One-arm exponents of the high-dimensional Ising model *Abstract: * In this talk, I will focus on behavior of the Ising model in high dimensions (d ≥ 4). Widom proposed that thermodynamic quantities follow power laws governed by critical exponents, and above the *upper critical dimension d_c = 4*, these exponents reduce to the mean-field values (matching those on trees or complete graphs). I will talk about a recent work about the so-called *one-arm event *(the origin connects to distance n) in the FK-Ising model, We observe that this exponent depends on the boundary condition: for wired boundary conditions, we prove that this probability decays up to constants as n^(-1) for d ≥ 4, whereas in infinite volume we prove that it decays as n^(-2) for d ≥ 6, but *not* for d = 4, 5.

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