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Seminar in Pisa: Jacob Bedrossian
by Francesco Grotto 06 Jul '22

06 Jul '22

Dear Colleagues, the Probability research group of Pisa would like to invite you to the following seminar by Jacob Bedrossian (University of Maryland) to be held Wednesday, July 13th, in Aula Bianchi, at Scuola Normale Superiore in Pisa. The seminar will take place in full presence (speaker included), but it will be streamed via Google Meets, link below. People attending on site are kindly asked to communicate it by email at classi(a)sns.it a few hours before the seminar. Best, F. Grotto -------------------------------------------- Location: *Aula Bianchi*, Scuola Normale Superiore, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: July 13th 2022, 14:00-15:00 CET Speaker: Jacob Bedrossian (University of Maryland) Title: Positive Lyapunov exponents for 2d Galerkin-Navier-Stokes with stochastic forcing Abstract: In this talk we discuss our recent results obtaining strictly positive lower bounds on the top Lyapunov exponent of stochastic differential equations such as the weakly-damped Lorenz-96 model or Galerkin truncations of the 2d Navier-Stokes equations (joint with Alex Blumenthal and Sam Punshon-Smith). This hallmark of chaos has long been observed in these models, however, no mathematical proof had previously been made for any type of deterministic or stochastic forcing. We propose a new method, based on the Fisher information of an associated Markov process on the sphere bundle and uniform hypoelliptic regularity estimates, which has the ability to obtain quantitative estimates on the top Lyapunov exponents of high-dimensional, weakly dissipative SDEs.

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PhD Scholarship in Padova on "Optimal dispatching in intraday electricity market when storage is possible" - deadline August, 4
by Tiziano Vargiolu 06 Jul '22

06 Jul '22

Please circulate among interested students and/or colleagues, apologies for cross-postings. ----------------------------------------------- Dear all, please find here below details for a call for one PhD position in Computational Mathematics, under the direction of prof. Tiziano Vargiolu, on the theme "Optimal dispatching in intraday electricity market when storage is possible". The research activity will be conducted in collaboration with Phinergy Srl, under the industrial direction of Dr. Enrico Edoli, where the candidate will spend 6 months of the PhD period. The call is available on https://www.unipd.it/en/phd-scholarships-funded-pnrr where you can find: - the official call; - the "appendix" (details on the specific position at page 90); - templates for CV and research projects; - instructions. Though the official deadline is August, 4, candidates are encouraged to contact the scientific responsible (vargiolu(a)math.unipd.it) well in advance in order to finalize the research project, which will have to be validated a posteriori by him. Please circulate among all who can be interested. 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: postdoc in Bath
by Elisabetta Candellero 05 Jul '22

05 Jul '22

Ricevo e inoltro. Saluti, Elisabetta ---------- Forwarded message --------- From: Sarah Penington <00006d8c8aa1e268-dmarc-request(a)jiscmail.ac.uk> Date: Tue, Jul 5, 2022 at 4:25 PM Subject: postdoc in Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, I am hiring a postdoc, for around 20 months, starting as soon as possible. The project will involve either branching processes with interactions or spatial population models. The advert is here: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9563 The closing date is 28th July. Please pass this on to anyone who might be interested. Apologies if you receive this message more than once. Best wishes, Sarah ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

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ICMNS 2022 - July 6-8
by Massimiliano Tamborrino 04 Jul '22

04 Jul '22

Dear all, the 8th International Conference on Mathematical Neuroscience (ICMNC) is quickly approaching. The conference will take place in a virtual format, via Zoom, from the 6th of July to the 8th of July 2022. The conference will start at 2pm (CEST) each day, and features 3 plenary sessions, 6 minisymposia, and 3 microtalk sessions. In the microtalk sessions, presenters will give a one-slide presentation, followed by an opportunity to discuss in breakout rooms. There will also be a special session on Thursday to discuss the future of ICMNS conferences, and you are invited to take part and give your ideas for future events. The final programme can be found on our website: https://www.danieleavitabile.com/icmns2022digital We remind you that the conference is free of charge, but registration through the website is mandatory. Registered participants will receive links to the Zoom meetings in a booklet, which we plan to circulate a few hours prior to the conference. Please consider subscribing to the ICMNS Digital YouTube channel below, where all talks will be live-streamed and later uploaded: https://www.youtube.com/channel/UCXClLvVl35uBrYIgN8dOZsw We look forward to seeing you on July 6th! The Organising Committee Daniele Avitabile (Vrije Universiteit Amsterdam, The Netherlands) Áine Byrne (University College Dublin, Ireland) Massimiliano Tamborrino (University of Warwick, UK) Etienne Tanré (Inria centre at Université Côte d’Azur, France)

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PhD position in stochastic analysis
by Mario Maurelli 01 Jul '22

01 Jul '22

Dear colleagues, I am forwarding the following announcement: At the University of Agder (Kristiansand, Norway) in the group of Torstein Nilssen, there is an opening for a PhD student from fall this year. The topic is located at the intersection of stochastic analysis of partial differential equations and differential geometry (in the guise of geometric hydrodynamics). The position is for three years (without teaching, can be extended to 4 years with teaching). For more information see: https://www.jobbnorge.no/en/available-jobs/job/226272/phd-research-fellow-i… Best regards Mario Maurelli

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Seminar by Elisa Alos (UPF Barcelona) in Padova
by Giorgia Callegaro 30 Jun '22

30 Jun '22

Dear all, you're invited to the next seminar in Probability and Finance, that will take place next Tuesday, at 2.30 pm, in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: *Elisa Alos (UPF Barcelona)* * *Date and time*: 5th July 2022, 2.30pm * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: please find it here https://www.math.unipd.it/~bianchi/seminari/ * *Title*: *Stochastic volatility models: A Malliavin calculus approach* * *Abstract*: In this talk, we review some properties of stochastic volatility models via Malliavin calculus. We discuss the skew and curvature of the implied volatility for both vanilla and forward start options, for different kinds of models as stochastic, local, and rough volatility models. We also discuss the properties of the implied volatility of volatility derivatives as options on the VIX. In particular, we see for which models the VIX skew is positive. Best, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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PhD Course - Yuliya Mishura
by Tiziano Vargiolu 27 Jun '22

27 Jun '22

Dear all, we wish to advertise a course held by Prof. Yuliya Mishura, at PhD level (12 hours), on stochastic differential equations driven by fractional Brownian motion: https://www.math.unipd.it/~dottmath/corsi2022/Mishura.pdf If you are interested to attend (also online), the registration is free but mandatory for organization reasons (space in the room, Zoom link, etc.) https://prev-www.math.unipd.it/userlist/subscribe/?idlist=559 For those who will follow from remote, the Zoom link will be sent to the emails collected by the form above, on Friday, July 8, morning. Please feel free to circulate this email among interested scholars. 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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AVVISO DI SEMINARIO
by Barbara Martinucci 27 Jun '22

27 Jun '22

UNIVERSITA' DI SALERNO Dipartimento di Matematica AVVISO DI SEMINARIO Venerdì 1 luglio 2022 alle ore 15:00 nell'aula F3, edificio F2, piano terra, si terrà il seguente seminario in presenza e online (su Teams): Prof. *Sergei Fedotov, *Department of Mathematics, The University of Manchester, UK *Lévy walk dynamics and persistent random walks with alternating velocities in biology and physics* link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_YWZiZTY4ZGYtY2IyZS00… Gli interessati sono cordialmente invitati a partecipare. Cordiali saluti, Barbara Martinucci

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Assegno di ricerca Università di Firenze
by Maria Elvira Mancino 25 Jun '22

25 Jun '22

The Department of Economics and Management of the University of Florence invites applications for 1- year fellowship in the area of Mathematics Applied to Financial and Actuarial Sciences (SSD SECS-S/06) *Title: "Model validation and risk** analysis for beekeepers weather indexed insurance**"* Description: The research activity will be conducted within a research project focused on the construction of weather indexed insurance policies. The specific task of the researcher is the model validation and the risk analysis. *Deadline : 4 July * Here is the call https://titulus.unifi.it/albo/viewer?view=files%2F004557128-UNFICLE-e2ae0c7…

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Assegno di ricerca Università Ca' Foscari di Venezia / Research position Ca' Foscari University of Venice.
by Carlo Gaetan 25 Jun '22

25 Jun '22

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