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RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics - Call for interest - Ca' Foscari University of Venice
by Antonella Basso 23 Jan '19

23 Jan '19

RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics University of Venice, Ca' Foscari <https://inomics.com/institution/university-of-venice-ca-foscari-1132315> The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for an RTD-B position (assistant professor with an associate professor tenure track) in *Financial mathematics and actuarial sciences*; expressions of interest in *Mathematics for economics *can also be considered. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at _http://www.unive.it/pag/28365/. <http://www.unive.it/pag/28365/>_ Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, preferably including grant application and project management. A strong interest in high quality teaching is also expected. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. *Application Instructions* Applications should be received by March 15, 2019. They should include a CV, and should be sent to *_recruiting.dec(a)unive.it <mailto:recruiting.dec@unive.it>_**.* There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Seminario di Probabilita` a Roma1
by Faggionato, Alessandra 23 Jan '19

23 Jan '19

Tuesday 29.01.2019 at 2 p.m. (sharp) Aula di Consiglio, Department of Mathematics, University La Sapienza Speaker: Andrey Piatnitski (Arctic University of Norway, Russian Academy of Sciences) Title: Stochastic homogenization of zero order convolution type operators. Abstract. The talk will focus on homogenization problem for a family of zero order non-local convolution type operators that satisfy proper moment and ellipticity conditions. Under the assumptions that the coefficients of these operators are statistically homogeneous and ergodic we show that the family converges to a second order elliptic differential operator with constant coefficients. -- Thanks Best Alessandra ************************************************* 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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2nd Leeds Conference on "Stochastic Control and Games Under Ambiguity"
by Tiziano De Angelis 22 Jan '19

22 Jan '19

Dear All, We are pleased to announce the second Leeds Conference on "*Stochastic Control and Games Under Ambiguity*" which will be held in the School of Mathematics at the University of Leeds on 8-9 April 2019. https://conferences.leeds.ac.uk/ambiguity2019/ A full list of *invited speakers* is available at https://conferences.leeds.ac.uk/ambiguity2019/participants/ *Contributed talks and posters:* We now accept submissions for contributed talks and a poster session. If you are interested in presenting your work please send us title and abstract and specify whether it is for a poster or a talk. You can send an email to t.deangelis[at]leeds.ac.uk (Tiziano) or j.palczewski[at]leeds.ac.uk (Jan) The deadline for submission of a contributions is 19 February 2019 and we will let you know if your contribution is accepted on 22 February at the latest. *Registration:* There is a registration fee of £80 which will cover catering costs for lunch and coffee breaks for both days, and a small buffet dinner on the first day of the conference (the dinner will be held in the School of Mathematics). Online registration will open before 15 February and will be available at the link below https://conferences.leeds.ac.uk/ambiguity2019/registration/ The *deadline for registration* is 17 March 2019. *Support for PhD students:* We have some funds available to support attendance by PhD students, please enquire with the organisers (Jan and Tiziano) about this opportunity. We hope to see many of you in Leeds. If you have any queries please do not hesitate to get in touch. Best wishes, Jan and Tiziano

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Seminario GIANNI PAGNINI @ UniTo
by Federico Polito 21 Jan '19

21 Jan '19

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Giovedì 7 Febbraio 2019 alle ore 15:00 in Aula S presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Gianni Pagnini* (BCAM – Basque Center for Applied Mathematics, Bilbao, Spain) terrà un seminario dal titolo *Convergence of linear superposition of Langevin-driven Brownian particles **to the fractional Brownian motion* Abstract: A heterogeneous ensemble of Brownian particles governed by the Langevin equation is considered. The heterogeneity of the ensemble is characterised by a population of friction coefficients. When the frequency histogram of the friction coefficients decreases with a proper power-law, the linear superposition of these Brownian trajectories converges to the fractional Brownian motion. This construction of the fractional Brownian motion provides a dynamical framework that allows for physical perspectives. In this respect, this results is first connected with the so-called generalized gray Brownian motion and later the application for modelling anomalous diffusion in biological systems is discussed. The first part of the seminar is based on a research in collaboration with Mirko D'Ovidio whose results are still work in progress, and the second part is based on: M. D'Ovidio, S. Vitali, V. Sposini, O. Sliusarenko, P. Paradisi, G. Castellani, G. Pagnini, Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion. Fract. Calc. Appl. Anal. 21, 1420-1435 (2018), arxiv:1806.11351 D. Molina-García, T. Minh Pham , P. Paradisi, C. Manzo, G. Pagnini, Fractional kinetics emerging from ergodicity breaking in random media. Phys. Rev. E. 94, 052147 (2016) Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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Seminario di Giovanni Luca Torrisi a Bologna
by Alberto Lanconelli 21 Jan '19

21 Jan '19

Statistics Seminars 2019 Mercoledì 6 febbraio ore 14.30 Aula seminari - Dipartimento di Scienze Statistiche, I piano “The Clark-Ocone formula and the Poincare' inequality for point processes” Dr. Giovanni Luca Torrisi, CNR-Istituto per le Applicazioni del Calcolo “M. Picone” (Roma) Abstract: "Clark-Ocone formulas are powerful results in stochastic analysis with a variety of applications. In the talk we provide the Clark-Ocone formula for square-integrable functionals of point processes with stochastic intensity. Then we present two applications of the formula: the Poincare' inequality and a concentration bound for those functionals. Our results generalize the corresponding ones on the Poisson space. The talk is based on joint works with Ian Flint and Nicolas Privault (NTU, Singapore)." Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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Workshop "The Geometry of Random Fields" Tor Vergata
by Domenico Marinucci 18 Jan '19

18 Jan '19

Cari Colleghi Venerdì 25 gennaio si terrà presso il Dipartimento di Matematica dell'Università di Roma Tor Vergata (Aula D'Antoni) il mini-workshop "The Geometry of Random Fields"; il programma è il seguente: 9.30-10.15 Dmitry Belyaev (Oxford University) Geometry of smooth Gaussian fields and percolation Abstract: Gaussian fields and their level sets are of significant mathematical interest, but they also appear in many other areas of science: oceanography, cosmology and engineering, just to name a few. In this talk I will give an gently introduction to the geometric theory of smooth Gaussian fields, will discuss conjectures about their connection with percolation models and will talk about recent progress in this area. 10.15-11.00 Igor Wigman (King's College London) Points on nodal lines with given direction Abstract: We study of the directional distribution function of nodal lines for eigenfunctions of the Laplacian on a planar domain. This quantity counts the number of points where the normal to the nodal line points in a given direction. We give upper bounds for the flat torus, and compute the expected number for arithmetic random waves. 11.00-11.30 Coffee Break 11.30-12.15 Anne Estrade (Université Paris Descartes) On Berry's dislocation lines in 3D framework Abstract: We study the length of dislocation lines that are given as nodal lines of a complex Gaussian random wave indexed by $\R^3$. We consider random waves that are eigenfunction of the 3D Euclidean Laplacian, isotropically distributed or not. We are particularly interested in the expectation and the variance of the length and their behavior as the associated eigenvalue goes to infinity. We compare the results with the similar situation in 2D that has been extensively studied since Berry's paper in 2002. This is a work in progress with Federico Dalmao and Jose Leon (Universidad de la Republica, Uruguay). 12.15- 13.00 Maurizia Rossi (Università di Pisa) Title: Nodal lengths of random spherical harmonics. Abstract: Random spherical harmonics are Gaussian eigenfunctions of the spherical Laplacian; in this talk we study the geometry of their excursion sets, in particular the high-energy behavior of their boundary length. For the nodal case we show that the length is asymptotically equivalent, in the L^2-sense, to the sample trispectrum, obtaining as a by-product a quantitative Central Limit Theorem for it. The length at non-zero level, being asymptotically equivalent to the (random) norm of the eigenfunction, is proved to be Gaussian and independent of the nodal length in the high-energy limit. Removing the effect of the eigenfunctions norm (which play no role in the nodal case indeed) we prove that the partial correlation between nodal and boundary lengths is asymptotically one. This talk is based on joint works with D. Marinucci and I. Wigman. Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Assegno di ricerca a Roma Tre
by Pietro Caputo 17 Jan '19

17 Jan '19

Segnalo che il Dipartimento di Matematica e Fisica di Roma Tre ha bandito un assegno di ricerca per la durata di 1 anno rinnovabile dal titolo ''Large scale random structures'', con scadenza 28 febbraio 2019. Per maggiori dettagli si veda la pagina http://www.matfis.uniroma3.it/dipartimento/bandi_ricerca.php?tipo=Bandi+di+… Pietro Caputo Dipartimento di Matematica e Fisica, Roma Tre Largo Murialdo1, 00146 Roma http://www.mat.uniroma3.it/users/caputo/

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Summer school + Workshop on Chemical Reaction Networks Torino 24 June - 3 July 2018
by Enrico Bibbona 17 Jan '19

17 Jan '19

Dear colleagues, I'm organising a summer school and a Workshop on Chemical Reaction Networks in Torino, Italy, form June 24 to July 3rd 2019. I kindly ask you if you are interested in participating and to advertise those events to all the people you know that could be interested, in particular to the youngest. The events are described at the following link https://areeweb.polito.it/disma-excellence/CRNs/Index.html and a summary of the main informations follows. School (June 24-28 2019): It is intended for Master students, PhD and post Doc in Mathematics, Physics, Computer Science, Biology, Statistics, Engineering... More senior attendants are welcome as well. Two courses are organised, the instructors are Carsten Wiuf (Copenhagen University) and Greg Rempala (Ohio State University), and they will cover the theory of CRNs (both stochastic and deterministic) and some applications to molecular biology and epidemiology, including statistical inference. The school will be held in Pracatinat, a tiny mountain hamlet in the Chisone Valley not far from Torino. There is no registration fee, local expenses for a limited amount of early booking participants are covered by the organisation (these participants need to cover only their travel expenses). Workshop (July 1-3 2019) It is located at Politecnico di Torino, and will adress both stochastic and deterministic CRNs, modelling and inference. There is no registration fee, but participants are asked to cover their own expenses (we have limited funding for a few motivated exceptions). Whoever is interested in presenting a talk is welcome to preregister at the conference website. Best regards, Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Seminario di Yves Le Jan a Roma Tre il 30/01/19
by Pietro Caputo 16 Jan '19

16 Jan '19

Colloquium di Matematica a Roma Tre Prof. Yves Le Jan De'partement de Mathe'matiques d'Orsay Universite' Paris-Sud (Orsay) Titolo: Bose fields and Fermi fields in probability Mercoledi' 30 Gennaio 2019 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule - Largo San Leonardo Murialdo,1 Abstract We review some probabilistic interpretations of symmetric and skew-symmetric Fock spaces related to Markov processes. Most results will be presented in the simple context of finite graphs.

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tenure-track opening in Vienna
by Ulisse Stefanelli 16 Jan '19

16 Jan '19

Dear Colleagues, I am writing to point to your attention the current Tenure-Track opening on 'Data Driven PDEs' at the Faculty of Mathematics of the University of Vienna (deadline 21.1.19). We are looking for candidates working on mathematical models or numerical methods in partial differential equations, in connection with uncertainty or data science. Specific fields of interest include stochastic partial differential equations, uncertainty quantification, optimal control, machine learning, and their applications. The call text can be found at the URL https://univis.univie.ac.at/ausschreibungstellensuche Reference: 9175. I would be grateful if you could pass this information to anyone interested. Many thanks in advance. With my best wishes Ulisse Stefanelli ________________________________________ Ulisse Stefanelli (Univ.-Prof., PhD) Faculty of Mathematics, University of Vienna Oskar-Morgenstern-Platz 1,1090 Vienna, Austria ulisse.stefanelli(a)univie.ac.at ________________________________________

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