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Colloquium Guido Castelnuovo
by Faggionato, Alessandra 15 Oct '25

15 Oct '25

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- Subject: ANNUNCIO COLLOQUIUM GUIDO CASTELNUOVO Siete tutte invitate e invitati al primo *Colloquium Guido Castelnuovo* dell'anno accademico! Data: *giovedì 16 ottobre, ore 16.30* Luogo: *Sala di Consiglio* del Dipartimento di Matematica G. Castelnuovo - edificio CU006, Sapienza *Maria Esteban* (CEREMADE, Paris-Dauphine) Functional inequalities: symmetry of extremal functions and quantitative stability Abstract: In this colloquium talk I will make a general presentation about a number of topics intervening in the area of functional inequalities. Like the very diverse qualitative properties of their extremal functions depending on the particular inequality. Or the question of quantitative stability for the inequalities, a topic which is in full expansion nowadays. Maggiori informazioni sul Colloquium Guido Castelnuovo sono disponibili a: https://www.mat.uniroma1.it/it/ricerca/colloquium-guido-castelnuovo Il Colloquium Guido Castelnuovo fa parte delle attività del progetto Dipartimento di Eccellenza CUP B83C23001390001 finanziato dall'Unione Europea – Next Generation EU. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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First Announce: Women in Mathematical Finance Workshop
by Claudia Ceci 15 Oct '25

15 Oct '25

Dear Colleagues, On behalf of the organizing committee, I am pleased to announce that the 1st edition of the *Women in Mathematical Finance Workshop* will take place at the *University of Rome Sapienza* (Department of MEMOTEF) on *February 12–13, 2026*. The workshop aims to highlight the scientific contributions of female researchers in mathematical finance and related fields. The program will feature seven invited lectures by leading scholars, alongside research presentations by early-career researchers. Several thematic sessions will cover a broad range of topics, including: mathematical modeling of financial markets, optimal control in finance and insurance, stochastic analysis, the intersection of data science and quantitative finance. *Invited Speakers:* - Giorgia Callegaro – *University of Padova* - Christa Cuchiero – *University of Vienna* - Giulia Di Nunno – *University of Oslo* - Elisa Luciano – *University of Torino* - Yuliya Mishura – *University of Kyiv* - Agnès Sulem – *Inria Paris* - Sara Svaluto-Ferro – *University of Verona* Participation is free, but registration is mandatory. *Important Dates for Submissions Reserved for Early-Career Female Researchers:* - *Abstract/paper **submission deadline:* December 15, 2025 - *Notification of acceptance:* January 9, 2026 Further information will be available shortly. We look forward to welcoming you to Rome! Best regards, *On behalf of the Organizing Committee,* Claudia Ceci *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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29 ottobre ore 11 Yuliya MISHURA a Bologna
by Cristina Di Girolami 14 Oct '25

14 Oct '25

Cari/e colleghi/e, mercoledì 29 ottobre ore 11 in aula Vitali (Dipartimento di Matematica, Piazza di Porta San Donato 5, Bologna) la professoressa Yuliya MISHURA (Kiev University) terrà un seminario dal titolo: "Driven by Brownian motion Cox-Ingersoll-Ross and squared Bessel processes: interaction and phase transition " Sarà possibile anche seguirlo on line all'indirizzo: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… ID riunione: 316 734 024 958 6 Passcode: VS3oN7CV Organizzato da Cristina Di Girolami e Giacomo Lucertini. https://seminari.dm.unibo.it/mat https://seminari.dm.unibo.it/mat

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Dynstoch 2026 in Gothenburg, Sweden
by Umberto Picchini 13 Oct '25

13 Oct '25

Gentili colleghi, inoltro un annuncio sul prossimo meeting Dynstoch di statistica matematica e simulazione di processi stocastici, che si terra' a Göteborg in Svezia. (Dynstoch e' una conferenza che vanta piu' di venti edizioni. Una breve storia la trovate qui <https://sites.google.com/view/dynstoch>). Saluti, Umberto Picchini ************************** Dear colleagues, We are pleased to announce that the 2026 Dynstoch meeting will take place in Gothenburg, Sweden, on June 15–17, 2026. The meeting will be hosted by the Department of Mathematical Sciences at Chalmers University of Technology and the University of Gothenburg, and organized within the Dynstoch network. The aim of the Dynstoch series is to advance statistical inference and simulation for stochastic processes by combining modern probability tools with computationally intensive methods. Registration and abstract submission are expected to open in January 2026. More information and updates are available on the conference website: _https://dynstoch2026.pages.dev <https://dynstoch2026.pages.dev>_. We look forward to welcoming you to Gothenburg next June. Kind regards, On behalf of the local organizing committee

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SPASS Seminar: Shuaijie Jiao - TUE 14.10 at 14:00
by francesco.triggiano＠sns.it 11 Oct '25

11 Oct '25

Dear Colleagues, We would like to invite you to the following SPASS https://sites.google.com/unipi.it/spass seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Restoration of uniqueness by transport noise for stochastic 2D Boussinesq equations* by Shuaijie Jiao (University of Chinese Academy of Sciences, Beijing) The seminar will take place in person on *TUE, 14.10.2025 at 14:00* in Aula Seminari, Department of Mathematics, University of Pisa and streamed online here: Zoom Meeting https://us06web.zoom.us/j/82898233779?pwd=UwaJHrvAnbmj8TuuebRdW4DbqJy1zT.1 Meeting ID: 828 9823 3779 Passcode: 896251 Join instructions https://us06web.zoom.us/meetings/82898233779/invitations?signature=Ma1Od8oq… The organizers, G. Bet, F. Butori, A. Caraceni, F. Grotto, F. Triggiano, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: * *We investigate the inviscid 2D Boussinesq equations driven by rough transport noise of Kraichnan type with regularity index $\alpha\in (0,1/2)$. For all $1<p<\infty$, we establish the existence and uniqueness of probabilistic strong solutions for all $L^p$ initial vorticity and $L^2$ initial temperature, under the parameter constraint $0<\alpha< 1-1/(p\wedge 2)$. Based on the noise-induced anomalous regularity established by Coghi and Maurelli, we show that the stochastic Boussinesq system is stable with respect to the initial data, which not only implies the pathwise uniqueness but also enables us to directly prove the existence of probabilistically strong solutions without resorting to the compactness method. * *The talk is based on joint work with Dejun Luo.*

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Professor position at Univ. Católica (and summer school)
by Elisabetta Candellero 11 Oct '25

11 Oct '25

Ricevo e inoltro con piacere. Elisabetta === Dear colleagues, Pontificia Universidad Católica in Santiago de Chile is offering two full-time positions in all areas of mathematics, and candidates in probability are encouraged to apply. The probability group is active in research, and together with Univ. Chile we organize a weekly seminar, an annual workshop of probability in South America, an annual summer school for master students (the next one will be from January 12-16, there will be some funding for international students, see https://pisa.mat.uc.cl/) and the group would like to grow! Informal inquiries are welcome and can be sent to some of its members: Santiago Saglietti (saglietti.sj(a)uc.cl) Manuel Cabezas (mncabeza(a)uc.cl) Dieter Mitsche (dmitsche(a)gmail.com) Application deadline is November 14. For more details how to apply see https://www.mathjobs.org/jobs/list/27012 Kind regards, Dieter Mitsche

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Assistant Professor in Mathematical Statistics at VU Amsterdam
by Francesco Caravenna 10 Oct '25

10 Oct '25

Ricevo e inoltro. > Da: "Dubinkina, S.B. (Svetlana)" <s.b.dubinkina(a)vu.nl> > > Assistant Professor in Mathematical Statistics at VU Amsterdam > > The Mathematics department at the Vrije Universiteit Amsterdam is seeking a new colleague who is passionate about scientific research and education in the field of Mathematical Statistics. The offered position is at assistant professor level. The department is looking for a mathematician with a strong research profile and proven expertise in Mathematical Statistics, as witnessed by an excellent track record of publications. While advancing fundamental research, you will also contribute to teaching and supervision across our educational programmes. > > For more information, please visit here > https://workingat.vu.nl/vacancies/assistant-professor-in-mathematical-stati… > > Deadline for application is 1 December 2025. > > > Kind regards, > Svetlana Dubinkina > Associate Professor in Applied Mathematics, Department of Mathematics > Faculty of Science (BETA) > > s.b.dubinkina(a)vu.nl <mailto:s.b.dubinkina@vu.nl> https://math.vu.nl/~S.Dubinkina > Mailing address: De Boelelaan 1105, 1081 HV Amsterdam

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EFI 11 Padova: first announcement - save the dates! (fwd)
by Tiziano Vargiolu 10 Oct '25

10 Oct '25

Dear Colleague, on behalf of the organising committee, it is a pleasure to announce that the 11th Workshop Energy Finance Italia will take place in Padova on February 2 - 4, 2026. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 15, 2025, - Deadline for abstracts/papers submissions: Dec. 15, 2025, - Notification of abstract/paper acceptance: Dec. 22, 2025. - Early bird registration: Jan. 9, 2026 More information will be available as soon as possible. Looking forward to meet you in Padova! Best Regards for the Organizing committee: Tiziano Vargiolu 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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OWPS kicks off next week
by Federico Sau 10 Oct '25

10 Oct '25

Dear colleagues, We are pleased to announce that the Fall 2025 series of the OWPS (One World Probability Seminar) is resuming next week! This semester, seminars will be held twice a month on Thursdays. The first talk will take place on Thursday, October 16, 2025, from 16:00 to 18:00 Rome time (14:00–16:00 UTC) via Zoom (see details below): Speaker: Tom Hutchcroft (Caltech) Title: Critical long-range percolation All information, including the talk's abstract, the schedule of the next talks, and the Zoom-YouTube livestream links, can be found on our website: https://www.owprobability.org/one-world-probability-seminar Originally launched during the early days of the pandemic to keep the probability community connected, OWPS has now hosted over 100 talks from researchers around the world. Its goal remains to serve as a reference point for connecting researchers in probability and related areas globally, enabling live participation and direct interaction, sharing the latest developments, and forming a lasting digital archive of talks. If you wish to receive updates on future OWPS talks, you can join our mailing list here<https://www.owprobability.org/mailing-list>. We look forward to seeing many of you online! Best wishes, Marianna Russkikh and Federico Sau *** Il tuo 5x1000 al diritto allo studio Università degli Studi di Milano CF 80012650158

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Christian Franq seminar, Ca' Foscari University, 13 October
by Roberto CASARIN 09 Oct '25

09 Oct '25

Dear Colleagues Professor *Christian Franq* (University of Lille - CREST-ENSAE) will give the seminar: *Penalized QMLE and model selection of time series regressions* *Monday, October 13, at 12:15 in Meeting Room 1* *Department of Economics, San Giobbe Campus* *Ca' Foscari University of Venice* It will also be possible to attend on Zoom here: https://unive.zoom.us/j/89661175677?pwd=mAtZP4LXqk5DwT5pNHkhJUemn7Sayq.1 All interested people are warmly invited to attend! rc Abstract: We examine a linear regression model applied to the components of a time series, aiming to identify time-varying, constant as well as zero conditional beta coefficients. To address the non-identifiability of parameters when a conditional beta is constant, we employ a lasso-type estimator. This penalized estimator simplifies the model by shrinking the estimates in favor of natural constant beta representations. Given that the model accommodates conditional heteroskedasticity and the relevant regressors are unknown, the total number of parameters to estimate can be quite large. To manage this complexity, we propose a multistep estimator that first captures the dynamics of the regressors before estimating the dynamics of the betas. This strategy breaks down a high-dimensional optimization problem into several lower-dimensional ones. Since we avoid making strict parametric assumptions about the innovation distributions, we use Quasi-Maximum Likelihood (QML) estimators. The non-Markovian nature of the global model means that standard convex optimization results cannot be applied. Nevertheless, we analyze the asymptotic distribution of the multistep lasso estimator and its adaptive version, deriving bounds on the maximum value of the penalty term. We also propose a nonlinear coordinate-wise descent algorithm, which is demonstrated to find stationary points of the objective function. The finite-sample properties of these estimators are further explored through a Monte Carlo simulation and illustrated with an application to financial data. Bio: Christian Francq is a distinguished econometrician and Professor of Statistics at the University of Lille, France. His research focuses on time series analysis, financial econometrics, and GARCH models, with a particular emphasis on theoretical and applied aspects of volatility modeling. He has made significant contributions to the development of nonlinear time series models, asymmetry in volatility, and inference for financial data. His research has been published in top-tier journals, and he continues to shape the field through both his academic work and collaborations. More information available here: https://www.unive.it/data/agenda/3/104513 -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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