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Fwd: 10 PhD positions in Math at GSSI L'Aquila Italy
by c.costantini＠unich.it 29 Apr '14

29 Apr '14

Ricevo e volentieri inoltro. Cristina Costantini ----- Messaggio inoltrato da pierangelo.marcati(a)gssi.infn.it ----- Data: Tue, 29 Apr 2014 11:37:19 +0200 Da: Pierangelo Marcati <pierangelo.marcati(a)gssi.infn.it> Oggetto: 10 PhD positions in Math at GSSI L'Aquila Italy *PLEASE DIFFUSE BETWEEN INTERESTED PEOPLE* *WE APOLOGIZE FOR MULTIPLE E-MAILS* *10 *fellowships at GSSI L'AQUILA Italy, for the PhD program of Mathematics in Natural, Social and Life Sciences *( in collaboration with SISSA International School for Advanced Studies, Trieste)* Core Topics: Stochastic Analysis, PDEs, Mathematical Modelling, Numerics *Online applications * http://www.gssi.infn.it/phd/ Deadline June 22, 2014 *Download the* *call for applications* at http://www.gssi.infn.it/phd/docs/call_english_14-15.pdf *S*cholarships GSSI awards scholarships for* 3 years. * The yearly amount of the scholarship is of EURO 16.159,91 gross Facilities and benefits All PhD students *will receive free* accommodation on GSSI facilities, tuition fees waived, free luncheon vouchers *For further informations *please contact info(a)gssi.infn.it * Pierangelo Marcati * Mathematics & Computer Science Division, Chair GranSasso Science Institute, INFN - L'Aquila - Italy http://www.gssi.infn.it http://www.gssi-aq.eu Professor at Department of Information Engineering, Computer Science and Mathematics University of L'Aquila - Italy Skype name: p.marcati http://univaq.it/~marcati ++39(086)243-3143 ++39(086)243-3180 ----- Fine messaggio inoltrato. -----

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Deadline for Workshop MathStatNeuro 2-4 July Copenhagen is approaching!
by Massimiliano ... 29 Apr '14

29 Apr '14

Dear all, please be aware of the approaching deadline (15th May) to register at the 3-days workshop in Copenhagen, 2nd-4th of July, "Mathematical Modeling and Statistical Analysis in Neuroscience", organised by Rune Berg, Susanne Ditlevsen and me and funded by the Dynamical Systems Interdisciplinary Network, University of Copenhagen, www.dsin.ku.dk. The workshop will bring together theoretical, experimental and computational researchers who are working on various topics in neuroscience. A (partial) list of confirmed speakers is now available on the conference website homepage:http://www.math.ku.dk/english/research/conferences/mathstatneuro2014There is no conference fee and we hope to offer free lunch for all registered participants. If you would like to attend, please register within the 15th May at:http://www.math.ku.dk/english/research/conferences/mathstatneuro2014/registration We hope to welcome you in Copenhagen!Best wishes, Susanne, Rune and Massimiliano -- --------------------------------- Dr. Massimiliano Tamborrino Postdoctoral fellow Department of Mathematical Sciences University of Copenhagen email: mt(a)math.ku.dk URL: http://www.math.ku.dk/~mt/ Universitetsparken 5 DK-2100 Kobenhavn Ø, Denmark -----------------------------------------

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remind: call for associate professor, deadline May, 4, 2014
by Fausto Gozzi 29 Apr '14

29 Apr '14

Avviso: Al sito http://didattica.economiaefinanza.luiss.it/avviso/2014/04/16/call-interest-… è pubblicata una <http://didattica.economiaefinanza.luiss.it/avviso/2014/04/16/call-interest-…>Call for Interest: Associate Professor in Economics (SECS-P/01) Associate Professor in Mathematical Finance (SECS-S/06) LUISS Guido Carli, Rome Department of Economics and Finance Position Title Associate Professor in Economics Associate Professor in Mathematical Finance Deadline: 04/05/2014 Type of position: Full time - Tenured The Department of Economics and Finance at LUISS Guido Carli (Rome) is seeking to fill tenured positions at Associate Professor level in Economics and Mathematical finance. Teaching needs are at all levels: Undergraduate, Masters and Ph.D, in English (and possibly Italian). Candidates will hold a Ph.D. from a recognized Research University, an established teaching experience and an appropriate record of publications in respected and highly ranked international journals. Candidates will also have either an associate professor status in a University or have recently obtained the appropriate national qualification (ASN) of the Italian University System. CVs may be sent only via email to: Giorgio Di Giorgio, Dean, Economics and Finance, <mailto:def@luiss.it>def(a)luiss.it Application Deadline for expressing interest: 04/05/2014 --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Seminario di Probabilità - Università di Padova
by Paolo Dai Pra 28 Apr '14

28 Apr '14

Ho il piacere di invitarvi al seguente seminario, che si terrà lunedì 5 Maggio, alle ore 14:30, nell'aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Jacopo Corbetta AFFILIATION: Università di Milano - Bicocca TITLE: SMILE ASYMPTOTICS IN A MULTISCALING STOCHASTIC VOLATILITY MODEL ABSTRACT: We consider a stochastic volatility model which captures some relevant stylized facts of financial series, including the so-called multiscaling of moments. We obtain sharp large deviations estimates for the price, based on a large deviations principle for suitable functionals of a point process, which is of independent interest. This yields explicit asymptotic formulas for the price of European options, and for the related implied volatility, both in the small maturity and large strike regimes. In particular, we show that implied volatility for out-of-the-money options explodes as the maturity vanishes (even though the price has continuous paths), with an explicit limiting shape. (Joint work with F. Caravena) Paolo Dai Pra Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Posto di ricercatore a TD presso IMATI CNR
by Antonio Pievatolo 26 Apr '14

26 Apr '14

Invio nuovamente la seguente comunicazione come promemoria. Si segnala il seguente bando di concorso per un posto di ricercatore a tempo determinato, presso l'IMATI CNR, sede di Milano (scadenza 28 aprile 2014; invio domande solo tramite PEC personale) LINK http://www.mi.imati.cnr.it/iami/BANDO_IMATI_002_2014_MI.pdf TEMA DI RICERCA Modellizzazione statistica, programmazione di esperimenti e analisi statistica dei dati, con applicazione a processi di frantumazione e separazione per il riciclo di prodotti elettronici COMPETENZE Competenze di inferenza statistica, anche per processi stocastici, e conoscenze di programmazione statistica degli esperimenti simulati (si veda ad esempio Santner, Williams, Notz "The design and analysis of computer experiments", Springer, 2003); eventuale esperienza di ottimizzazione di processi. REQUISITI RICHIESTI - Diploma di Laurea Magistrale in Scienze Statistiche (LM-82), Matematica (LM-40), Ingegneria Matematica/Modellistica Matematico-Fisica per lIngegneria (LM-44), o diploma di Laurea conseguito secondo la normativa in vigore anteriormente alla riforma di cui al D.M. 509/99 ovvero diploma di Laurea Specialistica, equiparati ai sensi del Decreto Interministeriale 9 luglio 2009, pubblicato nella Gazzetta Ufficiale del 7 ottobre 2009 n. 233. - Titolo di Dottore di Ricerca in Scienze Statistiche, Matematica, Metodi Matematici per lIngegneria o in tematiche affini, O ANCHE aver svolto per un triennio attività di ricerca in settori inerenti alle competenze succitate DATA E ORA DEL COLLOQUIO 12/05/2014 alle ore 14:00 presso la sede dellIstituto di Matematica Applicata e Tecnologie Informatiche E. Magenes - CNR Uos - Milano, Via Bassini 15 - 20133 Milano. TRATTAMENTO ECONOMICO Trattamento economico iniziale del vigente CCNL del Comparto del personale delle Istituzioni e degli Enti di Ricerca e Sperimentazione, corrispondente a quello previsto per il personale del CNR con profilo di Ricercatore, III livello. Antonio Pievatolo

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Workshop on Diversification and Risk - Venice, 16 May 2014
by Monica Billio 25 Apr '14

25 Apr '14

DIVERSIFICATION AND RISK At the heart of the asset management industry, diversification and risk management will be taken up by the presentation of four recent academic papers on this theme and discussed during the panel session that will follow. This event is organized by the QMI/QuantValley Research Project and the International Center for Economics and Finance (ICEF) of the Ca' Foscari University of Venice, with the support of Euronext and CFA Society Italy. It will take place: Ca' Foscari University of Venice, Auditorium Santa Margherita, Campo Santa Margherita, Dorsoduro 3689, Venezia Friday 16 May, from 1.45pm to 7.30pm. CFA Society Italy has determined that this program qualifies for 3,5 CE credit hours under the guidelines of the CFA Institute Continuing Education Program. The workshop is free of charge to attend. The program is available at http://www.qminitiative.org/seminars.html, and free registration is available at the same site. -- Monica Billio Dipartimento di Economia, Università Ca' Foscari Venezia Fondamenta San Giobbe 873, 30121 Venezia Tel +39 041 2349170, Fax +39 041 2349176 E-mail billio(a)unive.it http://venus.unive.it/billio http://ideas.repec.org/e/pbi55.html http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=303041 -- "Nota automatica aggiunta dal sistema di posta. Destina Il 5 per mille per sostenere i giovani ricercatori di Ca' Foscari. E' un buon investimento per il futuro di tutti. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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seminario di M. Erbar a Pisa
by Marco Romito 24 Apr '14

24 Apr '14

Il giorno 28 aprile 2014, alle ore 14:30, presso la sala seminari del Dipartimento di Matematica dell'Università di Pisa, si terrà il seguente seminario: M. Erbar (Bonn Universitaet): Gradient flows of the entropy for jump processes In the last decade optimal transport has proven very successful in the study of diffusion processes and the associated PDEs.The aim of this talk is to present a link between the theory of jump processes and non-local operators and techniques from optimal transport. We introduce a new transport distance between probability measures that is built from a Levy jump kernel via a non-local variant of the Benamou-Brenier formula. We study various properties of this distance. As the main result we identify the semigroup generated by the associated non-local operator as the gradient flow of the relative entropy w.r.t. the new distance. This applies e.g. to the fractional heat equation and provides a non-local analogue of the celebrated result by Jordan--Kinderlehrer--Otto. Tutti gli interessati sono invitati a partecipare. m.

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Minicorso Prof. Albeverio presso DipInf UniVr
by Luca di persio 24 Apr '14

24 Apr '14

Il Prof. Sergio Albeverio [ Dept. Appl. Mathematics, University of Bonn, HCM, BiBoS, IZKS ] sarà ospite del Dipartimento di Informatica dell’Università di Verona [ Strada le Grazie, 15 - Vr ] nei giorni dal 28 al 30 Aprile 2014 e terrà un minicorso dal titolo ” *Girsanov and Feynman-Kac theorems with applications to SDEs* “ articolato in due lezioni che si terranno presso il Dipartimento stesso nei giorni di - Lunedì 28 Aprile [ Aula D - 14:30 - 16:30 ] - Mercoledì 30 Aprile [ Aula D - 14:30 16:30 ] Per informazioni rivolgersi a luca.dipersio(a)univr.it __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Workshop on Diversification and Risk - Venice, May 16
by Monica Billio 23 Apr '14

23 Apr '14

[] *DIVERSIFICATION AND RISK *At the heart of the asset management industry, diversification and risk management will be taken up by the presentation of four recent academic papers on this theme and discussed during the panel session that will follow. This event is organized by the QMI/QuantValley Research Project and the International Center for Economics and Finance (ICEF) of the Ca' Foscari University of Venice, with the support of Euronext and CFA Society Italy. It will take place: Ca' Foscari University of Venice, Auditorium Santa Margherita, Campo Santa Margherita, Dorsoduro 3689, Venezia Friday 16 May, from 1.45pm to 7.30pm. CFA Society Italy has determined that this program qualifies for *3,5 CE credit hours *under the guidelines of the *CFA Institute Continuing Education Program*. The workshop is free of charge to attend. The program is available at http://www.qminitiative.org/seminars.html <http://www.qminitiative.org/seminars.html>, and free registration is available at the same site. [] -- "Nota automatica aggiunta dal sistema di posta. Destina Il 5 per mille per sostenere i giovani ricercatori di Ca' Foscari. E' un buon investimento per il futuro di tutti. E' un atto volontario, non costa nulla e non sostituisce l'8 per mille. Scegli Ca' Foscari: codice fiscale 80007720271 Please note that the above message is addressed only to individuals filing Italian income tax returns."

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Deadline approaching, Workshop on Random Interacting Systems in Bath, UK
by Alexandre Stauffer 23 Apr '14

23 Apr '14

This is a brief reminder that the registration deadline is approaching quickly. People at all stages of career are welcome to register. We have reserved accommodation on campus for a number of participants, which needs to be confirmed right after the registration deadline. Please forward this reminder to your interested colleagues and friends. School and Workshop on Random Interacting Systems 23-27 June 2014, in Bath, U.K. Registration is open until 30th April at http://people.bath.ac.uk/ados20/workshop14/ MINI-COURSES ============ Hugo Duminil-Copin (Universite de Geneve) Geometric representations of low-dimensional spin systems Christophe Garban (ENS Lyon) Lectures around Liouville quantum gravity and multiplicative chaos theory INVITED SPEAKERS ================ Kenneth Alexander (University of Southern California) Gerard Ben-Arous* (Courant Institute of Mathematical Sciences) Nathanael Berestycki* (University of Cambridge) Ivan Corwin* (MIT) David Croydon (University of Warwick) Nadine Guillotin-Plantard (Universite Lyon 1) Ori Gurel-Gurevich* (Hebrew University of Jerusalem) Frank den Hollander (Universiteit Leiden) Neil O'Connell (University of Warwick) Ron Peled (Tel Aviv University) Alejandro Ramirez (Pontificia Universidad Catolica de Chile) Perla Sousi (University of Cambridge) Rongfeng Sun (National University of Singapore) Pierre Tarres (University of Oxford) Augusto Teixeira (IMPA) Yvan Velenik (Universite de Geneve) * = to be confirmed. The workshop will focus on recent developments on random interacting systems, including (but not restricted to) interacting and self-interacting particle systems, random walks and other stochastic processes in random environments, random and evolving graphs, the Gaussian free field, random interlacements, random polymers, percolation and spin systems. There will be slots for a small number of contributed talks (with preference to Ph.D. students and post-docs). If you are interested, send title and abstract during registration at http://people.bath.ac.uk/ados20/workshop14/ We look forward to seeing you in Bath. Vladas Sidoravicius and Alexandre Stauffer

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