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de Finetti risk seminar - February 2019
by Emanuela Rosazza 13 Feb '19

13 Feb '19

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Jocelyne Bion-Nadal Ecole Polytechnique, Paris Title: Fully-Dynamic risk-indifference pricing Abstract: We propose a dynamic risk-indifference pricing evaluation derived from a fully-dynamic risk- measure on Lp-spaces. The concept of fully-dynamic risk-measures offers the possibility of changing the risk perspectives over time. It ts well the study of both short and long term investments. Dynamic risk-indifference pricing is an alternative to utility-indifference pricing. In the case p = +infinity, we prove that risk indifference pricing provides a proper convex price system. On the contrary, for p < infinity, it turns out that the domain of the risk-indifference pricing operator is not the whole Lp(Ft), not even a vector space. Therefore we propose a new framework. We prove Fatou property and time-consistency and we obtain a represen- tation result. LOCATION: The seminar will be held on Wednesday, February 20, at 18.00, Aula Chisini, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ****************************************************************************************** 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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PhD Position on Random Matrix Theory at Sussex
by Enrico Scalas 12 Feb '19

12 Feb '19

Car* collegh*, vi invio il messaggio seguente con preghiera di diffusione. All'Universita' del Sussex possiamo offrire una borsa di dottorato sul tema: Eigenvalues of Large Random Matrices: Characteristic Polynomials and Fluctuations. Trovate piu' informazioni in questi siti: https://www.jobs.ac.uk/job/BPZ379/phd-studentship-in-eigenvalues-of-large-r… https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1043-PhD-Stude… La scadenza per inviare le domande e' l'11 marzo 2019. Cordiali saluti, Enrico Scalas

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2019/20 PhD Programs at the IMT School for Advanced Studies Lucca
by Irene Crimaldi 12 Feb '19

12 Feb '19

*2019/20 PhD Programs at the IMT School for Advanced Studies Lucca* *Deadline for applications – April 23 rd 2019, 12 pm CEST* Applications are now being accepted for the 2019/20 PhD Programs at the IMT School for Advanced Studies Lucca (www.imtlucca.it) one of the six Schools of Excellence in Italy and one of the highest rated graduate schools in Europe according to the most recent U-Multirank survey. Highly motivated candidates from all disciplines are invited to apply for one of the *32 fully-funded scholarships within two doctoral Programs* that integrate scientific competences of economics, engineering, computer science, neuroscience and behavioral psychology, physics, applied mathematics, statistics, history and sciences of cultural heritage. All students are based in the recently restored San Francesco complex, a fully integrated Campus in the historical center of the beautiful Tuscan city of Lucca. The Campus includes renewed residential facilities, an on-site canteen, study and living rooms, a state-of-the-art library and outdoor recreational spaces, which foster a unique cultural, professional and social environment for our doctoral program. Eligible students, in addition to free room and board, will also receive a research scholarship which amounts to approximately €15,300/year. The scholarships are fully-funded for up to four years, with a possibility of graduating after the third year. The PhD Programs at the IMT School attracts students from around the world, providing a truly international environment. English is the official language of the School. Moreover, all students will have the opportunity to spend periods abroad at research institutes, laboratories or universities, both within the Erasmus+ framework and through ad hoc mobility agreements. Most IMT School PhD Graduates have reached prominent roles in academics, governmental institutions, public and private companies or professions across the globe. To find out more about the School, the admission requirements and how to apply, please see https://www.imtlucca.it/en/programma-dottorato/overview *Deadline for applications – April 23 rd 2019, 12 pm CEST* Find the IMT School on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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seminario di Paul Gassiat a Pisa
by Marco Romito 12 Feb '19

12 Feb '19

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seminario a Pavia - 19 febbraio 2019
by benedetta.ferrario 12 Feb '19

12 Feb '19

ANNUNCIO di SEMINARIO Martedì 19 febbraio 2019 la prof. Hakima Bessaih (Wyoming) terrà un seminario presso l'aula Beltrami del Dipartimento di Matematica - Pavia; inizio previsto per le ore 14:00 precise. Tutti gli interessati sono invitati a partecipare. *Title*: Numerical schemes for the 2d Stochastic Navier-Stokes equations: Strong rate of convergence. *Abstract*: We consider a time discretization scheme of Euler type for the 2d stochastic Navier-Stokes equations on the torus. We prove a mean square rate of convergence. This refines previous results established with a rate of convergence in probability only. Using exponential moment estimates of the solution of the Navier-Stokes equations and a convergence of a localized scheme, we can prove strong convergence of fully implicit and semi-implicit time Euler discretization and also a splitting scheme. The speed of convergence depends on the diffusion coefficient and the viscosity parameter.

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Seminari prof. Popovici a Varese
by Moretto Enrico 11 Feb '19

11 Feb '19

con la presente chiedo che vengano diffusi mediante la lista random gli avvisi relativi a tre seminari che il prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) terrà presso il Dipartimento di Economia dell'Insubria. Si allegano anche le locandine. Grazie mille cordiali saluti enrico moretto *** Seminar announcement: Nicolae Popovici on a general local-global extremality principle in vector optimization On February 13th, 2019, 15.00-16.00, Prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) will give a talk on “A general local-global extremality principle in vector optimization” (joint with Ovidiu Bagdasar, University of Derby, UK) Abstract It is known that any local minimal point of a semistrictly quasiconvex real-valued function is a global minimal point; also, any local maximal point of an explicitly quasiconvex real-valued function is a global minimal point, provided that it belongs to the intrinsic core of the function's domain. We have shown that these local min - global min and local max - global min type properties can be extended and unified by a general local-global extremality principle for generalized convex vector-valued functions with respect to two proper subsets of the outcome space. Keywords: unified vector optimization; generalize convex functions. Seminar announcement: Nicolae Popovici on new algorithms for solving discrete vector optimization problems On February 14th, 2019, 15.00-16.00, Prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) will give a talk on “New algorithms for solving discrete vector optimization problems” (joint with Christian Guenther, Martin-Luther University of Halle-Wittenberg, Germany) Abstract We present some new Graef-Younes type algorithms for solving discrete vector optimization problems. In order to determine all minimal elements of a finite set with respect to an ordering cone, the original approach proposed by Jahn in 2006 (known as the Jahn-Graef-Younes method) consists of a forward iteration (Graef-Younes method), followed by a backward iteration. Our methods involve additional sorting procedures based on scalar cone-monotone functions. Keywords: discrete vector optimization; cone-monotone scalarization functions. Seminar announcement: Nicolae Popovici on a new algorithm for solving planar multiobjective location problems involving the Manhattan norm On February 15th, 2019, 11.00-12.00, Prof. Nicolae Popovici (Department of Mathematics - Faculty of Mathematics and Computer Science - Babes-Bolyai University – Cluj-Napoca, Romania) will give a talk on “New algorithms for solving discrete vector optimization problems” (joint with Shabagh Alzorba, Christian Guenther and Christiane Tammer, Martin-Luther University of Halle-Wittenberg, Germany) Abstract We study unconstrained planar multiobjective location problems, where distances between points are defined by means of the Manhattan norm. By eliminating the nonessential objectives we develop an effective algorithm for generating the whole set of efficient solutions as the union of a special family of rectangles and line segments. Keywords: location problems; Fermat-Weber type problems; Matlab algorithms.

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PhD Position(s) in Financial Mathematics (Limerick, Ireland)
by Eberhard.Mayerhofer 11 Feb '19

11 Feb '19

Dear Colleagues, please forward the following job description to interested master students in their final year. The University of Limerick invites applications for a fully funded PhD (4 years) in Financial Mathematics. The successful candidate will have a solid preparation in Mathematics, in particular in Analysis and/or Probability, and a keen interest in developing novel Mathematical and Computational tools to solve Finance problems. Potential research topics include pricing or investment with several assets and derivative contracts, and will be jointly supervised by Eberhard Mayerhofer (Limerick) and Paolo Guasoni (Dublin). Candidates should send to eberhard.mayerhofer(a)ul.ie: 1. Current CV 2. Official transcripts 3. Personal statement 4. Two recommendation letters (sent by referees, not candidates). ________________________________ Dipl.-Ing. Dr. Eberhard Mayerhofer, Privatdozent Senior Lecturer in Financial Mathematics University of Limerick www.eberhard-mayerhofer.eu

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Minicorso Nikolay Tzvetkov
by Franco Flandoli 08 Feb '19

08 Feb '19

Nei giorni 12-13-14 febbraio, il prof. Nikolay Tzvetkov terrà un minicorso su: Random data wave equations presso il Centro De Giorgi di Pisa. Orario e dettagli si possono trovare alla pagina http://crm.sns.it/course/5978/ Molti saluti, Franco Flandoli

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Workshop "Nonlinear and Fractional Operators" - Sapienza Univ., April 12-13, 2019
by Luisa Beghin 08 Feb '19

08 Feb '19

Dear Colleagues, we are happy to announce the *Workshop "Nonlocal and Fractional Operators"* to be held at the Department of Statistical Sciences, *Sapienza University of Rome *on *April 12-13, 2019.* Please find the details in the link below: https://sites.google.com/view/lfo12-13aprile2019/home The workshop is dedicated to *prof. *Renato Spigler (Dept. Mathematics and Physics, Roma Tre University) in the occasion of his retirement and wishes to celebrate his scientific contributions in the field of fractional calculus and numerical analysis. *Topics* include *probability, mathematical physics and numerical analysis* . Our invited speakers are: - A.Bazzani (Dept. Physics and Astronomy, Bologna University) - F.Camilli (Dept. SBAI, Sapienza University) - M.D'Ovidio (Dept. SBAI, Sapienza University) - A.Di Crescenzo (Dept. Mathematics, Salerno University) - K.Diethelm (University of Applied Sciences Würzburg-Schweinfurt) - F.Ferrari (Dept. Mathematics, Bologna University) - J.Gajda (University of Warsaw) - R.Garra (Dept. Statistics, Sapienza University) - R.Garrappa (Dept. Mathematics, University of Bari) - A.Giusti (Bishop's University, Montreal) - G.Karniadakis (Division of Applied Mathematics, Brown University) - Y.Luchko (Dept. Mathematics, Technical University of Applied Sciences, Berlin) - E.Nane (Dept. of Mathematics and Statistics, Auburn University) - G.Pagnini (Basque Center for Applied Mathematics) - P.Paradisi (ISTI-CNR, Pisa) - A.Rodriguez-Rozas (Santander Bank) - E.Scalas (School of Mathematical and Physical Sciences, University of Sussex) - V.Sposini (University of Potsdam) - A.Taloni (Institute for Complex Systems, CNR, Roma) - B.Toaldo (Dept. Mathematics, Torino University) - M.Yamamoto (Graduate School of Mathematical Sciences, University of Tokyo) *Registration* is *free*, but we kindly ask *all the participants to* *fill the following form, as soon as possible*: https://sites.google.com/view/lfo12-13aprile2019/registration For any *information*, please write to *nlfo.workshop2019(a)gmail.com <nlfo.workshop2019(a)gmail.com>* Best regards, The Scientific Committee - Luisa Beghin (Dept. Statistical Sciences, Sapienza University of Rome) - Michele Caputo (Accademia Nazionale dei Lincei) - Mauro Fabrizio (Dept. Mathematics, University of Bologna) - Francesco Mainardi (Dept. Physics and Astronomy, University of Bologna) - Enzo Orsingher (Dept. Statistical Sciences, Sapienza University of Rome) - Tommaso Ruggeri (Dept. Mathematics, University of Bologna) *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Conference announcement: "Equilibrium and non-equilibrium statistical mechanics" (8-10 April 2019, Florence)
by Francesca Romana Nardi 07 Feb '19

07 Feb '19

Dear colleagues, We organize from 8 to 10 April 2019 a conference in honor of François Dunlop, entitled "Equilibrium and non-equilibrium statistical mechanics". It will take place at Villa Finaly (Florence). The subjects of the talks will cover a large spectrum, at the crossroad between statistical physics and probability. This variety reflects the scientific activity of François Dunlop. Invited speakers: Stefan Adams (Warwick), Alessandra Bianchi (Padova), Oriane Blondel (Lyon), Nicoletta Cancrini (Roma), Emilio Cirillo (Roma), Pierre Collet (Palaiseau), Loren Coquille (Grenoble), Ivan Corwin (New York), Anna De Masi (LAquila), Béatrice de Tilière (Paris), Alessandra Faggionato (Roma),Hubert Lacoin (Rio de Janeiro), Roberto Livi (Firenze), Christian Maes (Leuven), Fabio Martinelli (Roma), Stefano Olla (Paris), Elisabetta Scoppola (Roma), Senya Shlosman (Marseille), Aernout van Enter (Groningen). There will be a poster session where young researchers are invited to present their work. More information as well as a registration form are available on the web site : https://indico.math.cnrs.fr/e/Florence2019 We hope very much for your participation. The organizers Thierry Gobron Francesca R. Nardi Pierre Picco Ellen Saada ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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