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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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seminario di probabilita`/fisica a roma1
by Faggionato, Alessandra 07 Feb '19

07 Feb '19

Martedi' 12 Febbraio Raphael Chetrite (CNRS, NIzza) terra' un seminario alle ore 14:00 (sharp) in Aula di Consiglio, Dipartimento di Matematica, La Sapienza. *Title : On Gibbs-Shannon Entropy * *Abstract : **This talk will focus on the question of the physical contents of the Gibbs-Shannon entropy outside equilibrium. It will be based on the article ** Gavrilov-Chetrite-Bechhoeffer, Direct measurement of weakly nonequilibrium system entropy is consistent with Gibbs-Shannon form, PNAS 2017. * - ************************************************* 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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Financial and Energy Markets: Modeling and Simulation Conference
by Filippo Petroni 06 Feb '19

06 Feb '19

On behalf of the organizers commit, it is my great pleasure to invite you to take part in the International Conference “Financial and Energy Markets: Modeling and Simulation” to be held in Cagliari, Italy on 20-22 June 2019. The Conference is dedicated to examining, comprehending and discussing the role of modeling and simulation within the analysis of financial and energy markets, and of the related areas such as banks and banking regulation, monetary policy, energy production, renewable energy production, etc… For detailed information and the related Call for Papers, please visit the Conference webpage: http://convegni.unica.it/femms/ <http://convegni.unica.it/femms/?fbclid=IwAR2nsls47wjN9-IHajPM8AmvnneHlvkJOy…> We look forward to welcoming you to our Conference in Cagliari! The Organizing Committee. --------------------------------------------------------------------------------- Filippo Petroni, Ph.D. Associate Professor of Financial and Actuarial Mathematics Department of Management <https://www.dm.univpm.it/> Facoltà di Economia Università Politecnica delle Marche Piazzale Martelli 8 60121 Ancona Italy Personal web page <https://www.univpm.it/Entra/Engine/RAServePG.php/P/320710010420/idsel/790/d…>

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Workshop announcement: BIGMATH
by Alessandra Micheletti 06 Feb '19

06 Feb '19

*Scientists, get out there!* The BIGMATH kickoff workshop Milano, March 11, 2019 http://itn-bigmath.unimi.it/bigmath-kickoff-workshop/ This is the opening workshop of the MSCA-ITN-EID project BIGMATH, an EU funded international and industrial PhD programme ( http://itn-bigmath.unimi.it) The workshop is divided into two parts: during the morning session the BIGMATH Programme will be illustrated, the companies partners of the programme will illustrate the Big Data challenges that they are posing to mathematicians, and the recruited PhD students will introduce themselves to the audience. The afternoon session will be devoted to promote good practices of scientific dissemination and public engagement, since this is one of the major challenges that our society and the EU is asking to scientists of any area of study. The talks of the afternoon session will then be addressed to a general public of scientists, working in any scientific field, or people working in the academic world, who would like to undertake the adventure of communicating their daily research in an effective way. The participation to both sessions is free of charge, but for organising reasons, we ask to participants *to register by February 28. * For further information please visit the web page http://itn-bigmath.unimi.it/bigmath-kickoff-workshop/ -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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CLADAG2019 Conference, 11-13 September 2019 in Cassino, First announcement and call for papers
by Francesca Greselin 05 Feb '19

05 Feb '19

## Apologies for multiple postings ## CLADAG 2019: First announcement and call for papers http://cladag2019.unicas.it/ http://cladag.it/ Watch the video! http://cladag2019.unicas.it/download-files/cladag-promo-video.mp4 CLADAG 2019 will be the 12 biannual Conference of the Classification and Data Analysis Group (CLADAG) of the Italian Statistical Society. It will be held on 11 - 13 September 2019, in Cassino, Italy, hosted by the University of Cassino and Southern Lazio. CLADAG, founded in 1997, fosters advanced methodological research in multivariate statistics, with a special focus on Data Analysis and Classification. We are glad to announce a rich list of keynotes <http://cladag2019.unicas.it/keynote-speakers/> and invited speakers <http://cladag2019.unicas.it/invited-sessions/>. KEYNOTES: Christophe Biernacki, University of Lille Adrian Bowman, University of Glasgow Bettina Grün, Johannes Kepler Universitat Linz Francesco Mola, University of Cagliari Sylvia Richardson, University of Cambridge INVITED (amongst many others): Alan Agresti, Rasmus Bro, Geoffrey McLachlan, Irene Moustaki, Brendan Murphy, Weixin Yao... DEADLINES Abstract/Short paper submission: 12 April, 2019 Bring your own contribution to CLADAG 2019! Francesca and Giovanni ################ Francesca Greselin Chair Scientific Program Committee Giovanni Porzio Chair Local Organizing Committee

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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 04 Feb '19

04 Feb '19

Dear Colleagues, we are pleased to recall some essential information about the Second Italian Meeting on Probability and Mathematical Statistics (Vietri sul Mare (SA), Italy, June 17th-20th, 2019) Important deadlines: - March 10, 2019: submission of Organized Session proposals (by email to salerno2019(a)unisa.it) - March 15, 2019: submission of abstracts of all contributions ( http://www.salerno2019.dipmat.unisa.it/authors.html ) - March 22, 2019: notification of acceptance will be sent to the authors - March 31, 2019: early registration (with reduced fee) - May 31, 2019: intermediate registration Main links: Conference web site: http://www.salerno2019.dipmat.unisa.it Guidelines for authors: http://www.salerno2019.dipmat.unisa.it/authors.html Invited Speakers: http://www.salerno2019.dipmat.unisa.it/speakers.html Registration: http://www.salerno2019.dipmat.unisa.it/registration.html Accommodation: http://www.salerno2019.dipmat.unisa.it/accommodation.html Travel info: http://www.salerno2019.dipmat.unisa.it/travel.html Contacts: http://www.salerno2019.dipmat.unisa.it/contacts.html Participants are kindly invited to submit an expression of interest to salerno2019(a)unisa.it The list of participants will be updated in due time. We look forward meeting you soon. The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Giacomo Ascione, Aniello Buonocore, Camilla Calì, Luigia Caputo, Antonio Di Crescenzo, Maria Longobardi, Barbara Martinucci, Alessandra Meoli, Luca Paolillo, Paola Paraggio, Enrica Pirozzi, Fabio Travaglino -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Benford's Law Conference
by RITA GIULIANO 04 Feb '19

04 Feb '19

informo che dal 10 al 12 Luglio 2019 svolgera' a Stresa la cross-domain conference on Benford's Law foundations, methods and applications Per informazioni https://ec.europa.eu/jrc/en/event/workshop/benfords-law-conference-call-pap… Per registrarsi https://web.jrc.ec.europa.eu/remjrc/screen/meeting/1568/registration-form La registrazione e' gratuita ma obbligatoria Rita Giuliano

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phd position in Bielefeld
by Marco Romito 03 Feb '19

03 Feb '19

ricevo e inoltro m. -------- Forwarded Message -------- Subject: Re: postdoc + phd student + juniorprofessor needed for Bielefeld Date: Fri, 1 Feb 2019 18:02:33 +0100 From: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> Dear all, here is the advertisement for the PhD position in Bielefeld on numerical analysis of stochastic partial differential equations (CRC 1283 project B07 “Stochastic non-Newtonian fluids: regularity and numerics") http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… Thank you in advance for forwarding! Best, Martina

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ISIPTA 2019: one month until paper submission closes
by Serena Doria 03 Feb '19

03 Feb '19

Our first call for papers teasingly stated that "There's more to uncertainty than probabilities" and set out to convince you that ISIPTA 2019 is a good place for discussing such matters. If you did not receive our first call, or are still undecided about submitting a paper or a poster, then let the features below convince you. We would like to highlight the paper submission deadline (1 March), the availability of grants for attendees with limited funding, and the announcement of our three keynote speakers: Thomas Dietterich, Vladimir Vovk and Aharon Ben-Tal. Basic info: ISIPTA 2019 is the 20-year anniversary edition of the world's main forum on imprecise probabilities. It takes place in Ghent, Belgium, from 3 to 6 July 2019. All details are available at http://isipta2019.ugent.be. Scope: The ISIPTA conferences are devoted to robustness and imprecision in uncertainty modelling, inference and decision making, focusing in particular on uncertainty frameworks that extend or replace the probabilistic one. Invited speakers: ISIPTA 2019 will feature keynote talks by Thomas Dietterich, Vladimir Vovk and Aharon Ben-Tal, respectively on robust AI, game-theoretic probability and robust optimization, and how these relate to imprecise probabilities. Additionally, on the occasion of ISIPTA's 20-year anniversary, four former presidents of the Society for Imprecise Probability will give invited talks on topics close to their hearts. Concept: Each accepted contribution is presented and discussed, in two separate sessions. Presentations are short and always plenary. Detailed explanations and discussions are face-to-face, typically with the aid of a poster, a flipchart, or some other medium of your choice. Atmosphere: ISIPTA conferences are characterised by a friendly and cooperative style, a strong emphasis on in-depth discussion and openness to new ideas. We hope that you too will enjoy and contribute to this unique atmosphere. Venue: Ghent has been called "Belgium's best kept secret" by the Lonely Planet travel guide and a "medieval masterpiece" by The Guardian. The conference itself takes place in an old Augustinian monastery, situated in its historic city centre. Social programme: In order to blow off the accumulated academic steam, the programme also features several social activities, such as an opening reception at the town hall, a guided boat trip along the city centre canals, and a conference dinner with regional specialties, including some of our excellent Belgian beers. Types of contributions: We accept long papers, short papers and poster abstracts. Papers are published in a volume of PMLR, unless explicitly preferred otherwise by their authors. In order to give you some leeway, we have moved the paper submission deadline back by two weeks: the final and hard deadline is the 1st of March. Poster abstracts, however, can be submitted until a couple of weeks before the conference, but will not appear in PMLR. Grants: For researchers who would like to attend ISIPTA 2019, but are unable to do so due to budget constraints, we now have grants available to cover (part of) the costs. Preference will be given to PhD students, but the grants are also open to more senior researchers. Information on how to apply is available on our website. We look forward to receiving your contribution and to seeing you in Ghent. The ISIPTA 2019 Steering Committee and PC board F. Cozman (University of Sao Paulo, Brazil) J. De Bock (Ghent University, Belgium) G. de Cooman (Ghent University, Belgium) C. de Campos (Utrecht University, The Netherlands) E. Quaeghebeur (Delft University of Technology, The Netherlands) T. Seidenfeld (Carnegie Mellon University, USA) G. Wheeler (Frankfurt School of Finance and Management, Germany)

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O'Bayes 2019 posters deadline extension
by Marilena Barbieri 03 Feb '19

03 Feb '19

Dear All, we are glad to inform you that the deadline for poster(s) submission for O'Bayes 2019 in Warwick has been extended till March 15! Information about registration fees and University accommodation would get available on the website https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/robert/0ba… by the end of next week. Best regards Marilena Barbieri

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Long-Term Investors@UniTo (LTI@UniTO) is pleased to announce the availability of 9 Research Fellowships for the year 2019
by Luca Regis 31 Jan '19

31 Jan '19

Dear Colleagues, LTI@Unito, a think tank established as a joint initiative of the Università di Torino and of major Italian market players to foster research in long term financing is pleased to announce the availability of 9 research fellowships for the year 2019. Deadline for applications: 21st march, 2019. Please find more information in the attached call and at http://www.carloalberto.org/lti Please circulate widely!! Best wishes, Luca Regis

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Annuncio conferenza “Recents Trends in Stochastic Analysis and SPDEs” a Pisa
by Luigi Amedeo Bianchi 31 Jan '19

31 Jan '19

We are very pleased to announce the Conference “Recents Trends in Stochastic Analysis and SPDEs” July 18-20, 2019 Department of Mathematics of the University of Pisa, Italy. https://sites.google.com/view/spdespisa/ <https://sites.google.com/view/spdespisa/> Among the speakers are: Zdzislaw Brzezniak (The University of York) Hans Crauel (Goethe Universität, Frankfurt am Main) Giuseppe Da Prato (Scuola Normale Superiore, Pisa) Arnaud Debussche (École Normale Supérieure de Rennes) Franco Flandoli (Scuola Normale Superiore, Pisa) Benjamin Gess (Max Planck Insitut für Mathematik in den Naturwissenschaften, Leipzig and Universität Bielefeld) Massimiliano Gubinelli (Hausdorff Center for Mathematics & Rheinische Friedrich-Wilhelms-Universität Bonn) Martin Hairer (Imperial College, London) Michael Röckner (Universität Bielefeld) Francesco Russo (Ecole Nationale Supérieure des Techniques Avancées, Paris) Poster Session A poster session is also planned and submissions are welcome: if you are interested, please send us a title and an abstract at the address spdespisa(a)gmail.com <mailto:spdespisa@gmail.com> Registration Registration is required but is free at the page https://sites.google.com/view/spdespisa/registration <https://sites.google.com/view/spdespisa/registration> Deadline for registration is June 15, 2019. This conference is made possible by our sponsors: GNAMPA-INdAM and the Universities of Pavia, Padova and Pisa. We are looking forward to seeing you in Pisa. For any question, you can contact us at spdespisa(a)gmail.com <mailto:spdespisa@gmail.com> The organisers: David Barbato, Hakima Bessaih, Luigi Amedeo Bianchi, Benedetta Ferrario, Marco Romito, Dario Trevisan

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University Academic Fellow in Statistical and Machine Learning
by Tiziano De Angelis 31 Jan '19

31 Jan '19

Dear All, The School of Mathematics at the University of Leeds has recently advertised a UAF in "Statistical and Machine Learning". This is a grade 8 post, with a five-year development plan leading to a grade 9 Associate Professor position. The advert can be found here: https://jobs.leeds.ac.uk/MAPMA1103 Please can you bring this to the attention of anyone you know who may be interested, or anyone you know who is aware of suitable candidates. The closing date is 10th March. Best wishes. Tiziano

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"Nice Summer School on random walks and random graphs" - Nice (France) July 8-19, 2019
by Elisabetta Candellero 30 Jan '19

30 Jan '19

Ricevo ed inoltro... ---------- Forwarded message --------- From: Dieter Mitsche <dmitsche(a)gmail.com> Date: Wed, Jan 30, 2019 at 3:44 PM Subject: Re: Nice Summer School on random walks and random graphs To: Elisabetta Candellero <elisabetta.candellero(a)gmail.com> "Nice Summer School on random walks and random graphs " The Nice Summer School on Markov chains, random walks, random graphs and its applications to complex networks will be held in Nice (France) from July 8-19, 2019. One of the two courses focusses on different models of random graphs (model G(n,p), configuration model, preferential attachment model, random graph processes, ...) together with techniques in these models (switching techniques, differential equation method,...), whereas the other course will focus on concepts and techniques related to random walks and Markov chains (mixing times, hitting times, random spanning trees, cutoff phenomena, ...). The school is aimed at advanced master students, PhD students, or researchers in an early stage of their career working in the broad field of discrete probability and its applications. Further details can be found at: https://math.unice.fr/~dmitsche/Summerschool/Summerschool.html Being a popular summer holiday destination, lodging in Nice in summer is expensive. However, the school is supported by different sponsors: Universite Cote d'Azur, UCA Academie 1, Universite Nice, google, PIMS. Registration fees (including 2-week stay in a single bedroom close to the university, lunches and coffee breaks during lecture days): 400 Euro. Discounts for people without need for lodging. However, the number of participants being limited, we might have to make a selection. If you want to participate, send an email to dmitsche(a)gmail.com. Attach a CV as well as a short motivation letter for your participation. *Deadline for registration: May 1, 2019*. You will be informed shortly afterwards whether your application was successful. Best regards, Dieter Mitsche

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Fwd: [SOCI AMASES] I: call for expression of interest
by Maria Elvira Mancino 30 Jan '19

30 Jan '19

Expression of Interest (attached) per una posizione da PA nel settore SECS-S/06

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Fwd: postdoc needed for Bielefeld
by Marco Romito 30 Jan '19

30 Jan '19

ricevo e inoltro -------- Forwarded Message -------- Subject: postdoc needed for Bielefeld Date: Wed, 30 Jan 2019 10:50:49 +0100 From: Martina Hofmanova <hofmanova(a)math.uni-bielefeld.de> Together with Lars Diening we are looking for a postdoc (the person does not need to know any SPDEs, numerics/regularity of PDEs is very welcome too) http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… http://www.uni-bielefeld.de/Universitaet/Aktuelles/Stellenausschreibungen/A… I would be grateful if you could forward this information to anyone who might be interested. Thank you very much in advance! Best, Martina

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Postdoc in Luxembourg
by Giovanni Peccati 29 Jan '19

29 Jan '19

Dear All, I am forwarding the message below, advertising a post-doc position in the group of Ivan Nourdin, at Luxembourg University. All my best, Giovanni ----------------------------- Hi Giovanni, I am currently advertising a postdoc position in my research group (deadline April, 1st). Could you forward the announcement below to potential candidates. Thanks! Best, Ivan ============ Postdoc position in Luxembourg for Sept. 2019 University of Luxembourg, campus Belval (Funded by the FNR project APOGee) Applications are invited for a postdoctoral fellowship in the field of stochastic analysis at the University of Luxembourg. The postdoc is funded by the FNR project APOGee. The project is about Malliavin calculus, Stein's method, and related topics, in a broad sense. Areas of interest include stochastic analysis and its interplay with other fields of mathematics (in particular, but not exclusively, functional analysis and geometry). The position is for 2.5 years (30 months), with a competitive salary and travel allowances. The starting date is September 1st, 2019. Applications, including a CV, a list of publications and a research statement should be sent to Ivan Nourdin (ivan.nourdin(a)uni.lu) Applicants should also arrange for two letters of recommendation to be sent to the same address. Applications will be evaluated first after April 1st, and then on a rolling basis until the position is filled. Requests for further information about the position should be also sent to the same address. -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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O'Bayes 2019
by Marilena Barbieri 28 Jan '19

28 Jan '19

******************************************************************* ******************** CALL for POSTERS ********************** ******************************************************************* O’BAYES 2019 will take place from the 29th of June to the 2nd of July 2019, at the University of Warwick. One of the longest running and preeminent meetings in Bayesian statistics is the Objective Bayes Methodology Conference, of which this will be the thirteenth. O'Bayes 2019 is dedicated to facilitate the exchange of recent research developments in objective Bayes theory, methodology and applications, and related topics, to provide opportunities for new researchers, and to establish new collaborations and partnerships. The meeting is the biennial meeting of the Objective Bayes Section of the International Society for Bayesian Analysis (ISBA). The scientific component of the meeting will consist of 22 invited talks and discussions. The day before the conference, as customary, will be devoted to tutorials. PhD students, post-docs and more senior researchers working in the field of objective Bayesian statistics, non-parametric Bayesian methods, Bayesian decision theory, and Bayesian machine learning are all invited to take part in the conference and to present their results during the lively poster sessions. Theoretical, methodological and applied contributions are all welcomed for a poster presentation. The deadline for submitting the poster or title, abstract and references is January 31. More details can be found at: https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/robert/0ba…

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Seminario L Campi presso Univ. Milano 11/2/2018
by Marco Alessandro Fuhrman 28 Jan '19

28 Jan '19

Il professor Luciano Campi della London School of Economics and Political Science (LSE) terrà un seminario dal titolo Mean-field games with absorption il giorno lunedì 11 febbraio 2019 alle ore 14:00 in sala rappresentanza del Dipartimento di Matematica dell'Università di Milano (via Saldini 50, 20133 Milano). Tutti gli interessati sono cordialmente invitati. Cordiali saluti, Marco Fuhrman Abstract. We introduce a simple class of mean field games with absorbing boundary over a finite time horizon. In the corresponding N-player games, the dynamics of players' states follows a system of weakly interacting Ito equations with absorption on first exit from a given set. Once a player leaves the game, her/his contribution is removed from the empirical measure of the system. Players thus interact through a renormalized empirical measure. In the definition of solution to the mean field game, the renormalization appears in form of a conditional law. We also consider the case of a system whose drift can be affected by the fraction of past absorbed players. Under fairly general assumptions, we show that in both cases a solution of the mean field game exists in feedback form and it induces approximate Nash equilibria for the N-player games when N is sufficiently large. This approximation result is established under non-degeneracy of the diffusion coefficient. The degenerate case is more delicate and might lead to counter-examples. The talk is based on joint works with Markus Fischer, Maddalena Ghio and Giulia Livieri.

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Fwd: posto in mat/06
by Francesco Caravenna 25 Jan '19

25 Jan '19

Ricevo e inoltro. > Da: Susanna Terracini <susanna.terracini(a)gmail.com> > Oggetto: I: posto in mat/06 > Data: 24 gennaio 2019 18:06:49 CET > > Inizio messaggio inoltrato: > >> Da: scuccagna(a)units.it <mailto:scuccagna@units.it> >> Data: 24 gennaio 2019 16:57:42 CET >> Oggetto: posto in mat/06 >> >> Cara Susanna, >> >> ti pregherei di fare girare l'informazione relativa ad >> >> un posto di professore di II fascia >> nel settore MAT/06 all'Università di Trieste >> >> https://sid.units.it/albo/viewer?view=files/001534481-untscle-000fff13-27ff… <https://sid.units.it/albo/viewer?view=files/001534481-untscle-000fff13-27ff…> >> >> Il termine per la presentazione delle domande è il 17/02/2019. >> >> Cordialmente, >> >> Scipio Cuccagna >>

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12th Bayesian nonparametrics meeting: Registration and Childcare service
by Fabrizio Leisen 25 Jan '19

25 Jan '19

Dear All, the registration for the 12th Bayesian nonparametrics meeting is now open. You can register at the link: http://www.stats.ox.ac.uk/bnp12/registration.html IMPORTANT: We are considering offering a childcare service for the conference, but would like to make sure there is enough interest in this. If you are potentially interested in this service, we would appreciate if you could let us know by emailing bayesnp12(a)stats.ox.ac.uk before February 4. For more information on the intended crèche service: http://www.stats.ox.ac.uk/bnp12/practical.html Best Wishes, Fabrizio **************************************************************************** The 12th Bayesian nonparametrics (BNP) meeting will be held in Oxford from the 24th to the 28th of June 2019: http://www.stats.ox.ac.uk/bnp12/ The Bayesian nonparametrics conference is a bi-annual international meeting bringing together leading experts and talented young researchers working on applications and theory of nonparametric Bayesian statistics. It is an official section meeting of the Bayesian Nonparametrics section of the International Society for Bayesian Analysis (ISBA). -- Fabrizio Leisen Reader in Statistics Director of the Msc programmes in Statistics School of Mathematics, Statistics and Actuarial Sciences Sibson Building, University of Kent, Canterbury, CT2 7FS https://www.kent.ac.uk/smsas/our-people/profiles/leisen_fabrizio.html http://sites.google.com/site/fabrizioleisen/

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Summer School "Equilibria in Financial Markets: General Equilibrium and Game Theoretic Perspective" - Bielefeld, July 08 - July 12, 2019
by Ferrari, Giorgio 24 Jan '19

24 Jan '19

Dear All, it is a pleasure to announce the Summer School "Equilibria in Financial Markets: General Equilibrium and Game Theoretic Perspective" to be held at Bielefeld University in the week*July 08 - July 12, 2019 * http://www.uni-bielefeld.de/(en)/imw/summerschool19/ organized and supported by the Center for Mathematical Economics (IMW) and the Collaborative Research Centre 1283. During the summer school we aim at discussing the different approaches to "equilibrium" arising in financial markets and games. In particular, we intend to discuss recent advances in general equilibrium theory, stochastic games, backward stochastic differential equations in games and general equilibrium, and mean-field games. These topics will be addressed during the lectures of Luciano Campi (London School of Economics) Saïd Hamadène (Université du Maine) Kasper Larsen (Rutgers School of Arts and Sciences) Gordan Žitković (University of Texas at Austin) Frank Riedel (Bielefeld University) *Deadline for applications is April 30, 2019*, and you can apply through the following link http://www.uni-bielefeld.de/(en)/imw/summerschool19/application/ If you have any questions please do not hesitate to write an email tosfb1283.imw(a)uni-bielefeld.de Best wishes, Giorgio Ferrari

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