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annuncio di seminario
by Marco Scarsini 29 May '15

29 May '15

Il giorno 3/6/2015 alle ore 14.30 presso l’aula 305 b della sede Luiss in Viale Romania 32, il prof. Maciej Wilczyński terrà il seguente seminario: How to obtain a range of a nonatomic vector measure in R2 Abstract Using the Neyman–Pearson lemma we give a method for effecting a range of two nonatomic probability measures. We use this result to find an optimal partition in the cake division problem. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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conference "Constructive Renormalization Group: A conference in memory of Pierluigi Falco"
by Fabio Toninelli 29 May '15

29 May '15

Buon giorno a tutti, segnalo un'interessante conferenza su Gruppo di Rinormalizzazione Costruttivo (9-11 giugno, INFN - Laboratori Nazionali di Frascati): https://agenda.infn.it/conferenceDisplay.py?ovw=True&confId=9369 -- Fabio Toninelli Institut Camille Jordan, Universite' Lyon 1 43 bd du 11 novembre 1918 69622 Villeurbanne Cedex, France Office 105, tel: +33 (0) 4 26 23 44 41

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Fwd: Postdoctoral positions in Buenos Aires
by Elisabetta Candellero 28 May '15

28 May '15

---------- Forwarded message ---------- From: Leonardo Rolla <leorolla(a)dm.uba.ar> Date: Thu, May 28, 2015 at 4:25 PM Subject: Postdoctoral positions in Buenos Aires To: Leonardo Rolla <leorolla(a)dm.uba.ar> Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Leonardo T Rolla Universidad de Buenos Aires ---------- Forwarded message ---------- Date: Thu, 28 May 2015 11:33:17 -0300 (ART) From: probab(a)dm.uba.ar Subject: Postdoctoral positions in Buenos Aires Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. Dealine: June 15. The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. Applicants should write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group

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Laurea Magistrale in STOCHASTICS AND DATA SCIENCE
by Matteo Ruggiero 28 May '15

28 May '15

Cari Colleghi, con preghiera di diffusione a tutti i potenziali interessati, siamo lieti di annunciare che dall’anno accademico prossimo sarà attiva all’Università degli Studi di Torino la Laurea Magistrale in STOCHASTICS AND DATA SCIENCE Questo nuovo percorso formativo nasce su iniziativa e con l'apporto di tre dipartimenti dell'Università di Torino, e ha come obiettivo primario quello di fornire agli studenti una solida preparazione teorica unita a competenze applicative approfondite negli ambiti probabilistico, statistico e informatico. Maggiori informazioni sono disponibili alla pagina https://sites.google.com/site/unitosds/ Cordiali saluti, Laura Sacerdote, Program Coordinator, Università di Torino Matteo Ruggiero, Deputy Program Coordinator, Università di Torino --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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seminario di Giovanni Zanco a Pavia
by Carbone Raffaella 27 May '15

27 May '15

Cari colleghi, vi annuncio che venerdì 29 Maggio 2015, alle ore 15 precise, presso la sala conferenze dell’IMATI-CNR di Pavia, Giovanni Zanco (Università di Pisa) terrà un seminario dal titolo: INFINITE DIMENSIONAL METHODS FOR PATH-DEPENDENT SDES: KOLMOGOROV EQUATIONS AND ITO FORMULAE nell'ambito del Seminario di Matematica Applicata (IMATI-CNR e Dipartimento di Matematica, Pavia). Tutti gli interessati sono invitati a partecipare. Abstract. Path-dependent stochastic differential equations are (non-markovian) equations whose coefficients are allowed to depend on the whole trajectory of the solution up to the present time, and are a powerful tool in modeling complex evolution systems with memory that appear in finance, engineering and biology. Even when the state space is finite dimensional, they are intrinsecally infinite dimensional. I will show how path-dependent SDEs can be studied in a product space framework (inspired by the theory for delay equations) using standard differential and topological structures. This framework is helpful to prove existence and uniqueness of classical solutions to path-dependent Kolmogorov-type PDEs on the space of continuous paths, to obtain probabilistic representation formulas for such solutions and moreover to prove Ito-type formulae for functionals of paths of continuous semimartingales, thus providing a counterpart of the functional Ito calculus developed by Dupire, Cont and Fournié. It also provides an insight on the role and the analytical structure of the so-called horizontal derivative, which is a key object in the study of path-dependent equations. The results I will present have been obtained in collaboration with Franco Flandoli (Unipi) and Francesco Russo (Ensta-ParisTech). -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Convegno Gini
by Carlo Sgarra 26 May '15

26 May '15

Segnalo all'attenzione di eventuali interessati il seguente convegno, che si svolgerà a Padova il 7 e l' 8 di settembre dell'anno in corso, in memoria di Gini: http://convegnogini.stat.unipd.it/en/index.php Mi scuso per eventuali "doppioni". Cordiali Saluti. Carlo Sgarra

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Seminar on Credit Risk by Andrea Pallavicini, Fri May 29 9:30 AM - 1:00 PM Aula Fermi @ SNS
by Giacomo Bormetti 25 May '15

25 May '15

Dear all, Friday May 29 2015, 9:30 - 11:00 AM and 11:30 AM - 1:00 PM in Aula Fermi, Scuola Normale Superiore Pisa Andrea Pallavicini Banca IMI, Milano and Imperial College, London will deliver the seminar "Credit Risk Modelling Before and After the Crisis" Abstract: The financial crisis started in 2007 has shown that any pricing framework must include from the very beginning the possibility of default of any market player. As a consequence derivative valuation and risk analysis have moved from exotic derivatives managed on simple single-asset classes to simple derivatives embedding credit risk and new, or previously neglected, types of complex and interconnected non-linear effects. Derivative valuation is adjusted to include counterparty credit risk and contagion effects along with funding costs due to collateral posting, treasury policies, and regulatory constraints. A second level of complexity is produced by moving from a single trade to the whole bank portfolio. Aggregation-dependent valuation processes, and theirs operational challenges, arising from non-linearities are discussed both from a mathematical and practical point of view. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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SUMMER SCHOOL - Stochastic Analysis with applications - Levico Terme
by Paolo Dai Pra 25 May '15

25 May '15

SUMMER SCHOOL - Stochastic Analysis with applications in biology, finance and physics Ho il piacere di annunciarvi che il gruppo di ricerca “Stochastic Analysis with applications in biology, finance and physics” delle Università di Berlino-Potsdam (RTG 1845) ha organizzato, in collaborazione con i probabilisti dell’Università di Padova, una Scuola Estiva che si terrà a Levico Terme (TN) dal 28 Settembre al 3 Ottobre 2015. Il programma consiste di due minicorsi e comunicazioni brevi. I minicorsi saranno tenuti da: Francesco Caravenna, University of Milano-Bicocca "Polynomial Chaos and Scaling Limits of Disordered Systems" Massimiliano Gubinelli, Université Paris Dauphine "Applications of paracontrolled distributions" È possibile vedere i rispettivi abstract alla pagina https://www.mathematik.hu-berlin.de/de/rtg1845/qualprog/sumschool Le comunicazioni brevi saranno tenute esclusivamente da dottorandi e postdocs. In base alle richieste di partecipazione valuteremo se organizzare una sezione di poster. La partecipazione di dottorandi e postdocs è perciò fortemente incoraggiata: invito i colleghi a diffondere l’annuncio. È previsto un contributo alle spese di alloggio e vitto. Coloro che intendono partecipare sono pregati di scrivere a Paolo Dai Pra (daipra(a)math.unipd.it) entro il 30 Giugno 2015, indicando: - dati anagrafici e affiliazione; - eventuale proposta di una comunicazione; - eventuale richiesta di contributo alle spese. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Avviso: new ECMI website and blog
by Alessandra Micheletti 23 May '15

23 May '15

We are pleased to announce that the new web page of ECMI (European Consortium for Mathematics in Industry) is now online at http://ecmiindmath.org and it now contains a blog. The pages will contain up-to-date information about events and opportunities and will feature the different ECMI centres, who will have the chance to present themselves and their activities. An advantage of the blog concept is that you can subscribe to news by email, so that you need not worry about missing anything. You'll receive a notification for all new posts by email. To subscribe you just have to enter your email address in the field at the bottom of the page and click *FOLLOW*. Please pass this information also around your institution and encourage everyone to subscribe. Alessandra Micheletti Member of the ECMI Council -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics 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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Bozen-Bolzano Risk School
by Durante Fabrizio 22 May '15

22 May '15

Dear Colleague, the Faculty of Economics and Management is organizing the BOZEN-BOLZANO RISK SCHOOL, which will be held in Bolzano, Italy, on September, 22nd-23rd 2015. The event will aim at providing to PhD students and to early researchers overview lectures about basic aspects of risk quantification, like multivariate risk models, risk measures and set-optimization methods. There will be also the possibility for young researchers to present their results. For more information, see http://pro1.unibz.it/projects/bz_risk_school/index.html Please, do not hesitate to contact me for more details. Thanks in advance for your interest! Best regards Fabrizio Durante ***************************************************************** Fabrizio Durante Faculty of Economics and Management Free University of Bozen-Bolzano Piazza Università 1 - Universitätplatz 1 I-39100 Bozen-Bolzano T: +39 04710 13493 E-mail: Fabrizio.durante(a)unibz.it<mailto:Fabrizio.durante@unibz.it> Web: sites.google.com/site/fbdurante According to the Legislative Decree No. 196/2003, you are hereby informed that this message contains confidential information that is intended only for the use of the addressee. If you are not the addressee, and have received this message by mistake, please delete it and immediately notify us. In any case you may not copy or disseminate this message to anyone. Thank you.

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Seminario di Robert Morris a Roma Tre il 29/05/15
by Pietro Caputo 21 May '15

21 May '15

Prof. R. Morris (IMPA, Brasile) Titolo: Universality for bootstrap percolation in two dimensions Venerdi' 29 Maggio 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 211 (Largo San L. Murialdo,1 - Palazzina C) Abstract: In the classical r-neighbour bootstrap percolation model on a graph G, vertices are initially infected independently at random with probability p, and subsequently vertices become infected as soon as they have at least r already-infected neighbours. In this talk we will discuss a vast generalization of this model on the lattice Z^d, which was introduced recently by Bollobas, Smith and Uzzell. Somewhat surprisingly, it turns out that in two dimensions there are only a small number of possible behaviours. We will discuss what is known so far, and the many open questions in higher dimensions. This is joint work with Bela Bollobas, Hugo Duminil-Copin and Paul Smith.

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Workshop - Reciprocal processes
by Dai PRA Paolo 21 May '15

21 May '15

Il 29 Maggio 2015, presso il Dipartimento di Matematica dell'Università di Padova, si svolgerà il Workshop New challenges in reciprocal processes, Schrödinger bridges and optimal transport with applications to control engineering problems for classical and quantum systems Il programma dettagliato e altre informazioni si possono trovare al sito: www.math.unipd.it/~daipra/reciprocal Invited lectures Yongxin Chen (Department of Electrical and Computer Engineering University of Minnesota) Giovanni Conforti (Institut fur Mathematik, Universitat Potsdam) Markus Fischer (Department of Mathematics, University of Padova) Tryphon T. Georgiou (Department of Electrical and Computer Engineering University of Minnesota) Christian Leonard (Departement de Mathematiques et Informatique Universite ́ Paris Ouest) Sylvie Roelly (Institut fuer Mathematik, Universitaet Potsdam) Francesco Ticozzi (Department of Information Engineering University of Padova Paolo Dai Pra Dipartimento di Matematica Università di Padova Via Trieste, 63 - 35121 Padova (Italy) Tel: +390498271361 Fax: +390498271428 daipra(a)math.unipd.it > Paolo Dai Pra > Dipartimento di Matematica > Università di Padova > Via Trieste, 63 - 35121 Padova (Italy) > Tel: +390498271361 > Fax: +390498271428 > daipra(a)math.unipd.it

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2015/16 PhD program at IMT Institute for Advanced Studies Lucca
by Irene Crimaldi 21 May '15

21 May '15

*2015/16 PhD program at IMT Institute for Advanced Studies LuccaDeadline for applications – June 29 th 2015, 6 pm Italian time* To apply: www.imtlucca.it/phd/prospective/application Applications are now being accepted for the 2015/16 PhD program at the IMT Institute for Advanced Studies Lucca (www.imtlucca.it) Highly motivated candidates are invited to apply for one of the *35 fully-funded scholarships* within a doctoral program that integrates scientific competences of economics, engineering, computer science, physics, applied mathematics, statistics, history and sciences of cultural heritage. The three-year program is articulated in *3 field-specific curricula *which, in many instances, share a common scientific background. IMT Lucca PhD students will focus their academic experiences in one of the 10 different research units. This concentrated approach enables students to gain the maximum benefit from their time in the program and to effectively prepare themselves to excel in careers in research and academia in their chosen field. Candidates can apply for one (or more) of the following curricula: *- Computer Science and Systems Engineering (CSSE)- Economics, Management and Data Science (EMDS)- Analysis and Management of Cultural Heritage (AMCH)* Courses are led by world-renowned researchers and provide students with the necessary theoretical skills and advanced tools for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis. Specialized faculty and staff create a network that provides key guidance and support throughout the PhD Program. Working closely with faculty, both in the classroom and in the development of research, students reach the highest levels of scholarly achievement. In fact, IMT's outgoing PhDs will be able to use the skills they obtained during their studies to recognize and resolve complex problems to choose the most appropriate method or instrument to utilize when affronting these problems, even in disciplines outside of their primary field of research. *All students are based in the recently restored San Francesco complex, a fully integrated campus in the historical center of the beautiful Tuscan city of Lucca. *The campus *includes residential facilities, an on-site canteen, study and living rooms, and outdoor recreational spaces*; all serving to add a cultural and social dimension to the professional experience of our doctoral program. Eligible students will also receive a *research scholarship *which amounts to approximately €13,600/year. Our PhD program attracts students from around the world, providing a truly international environment. *English is the official language of the Institute.* Besides, to further enhance the internationality of the program, all students have the opportunity to *spend periods abroad *at research institutes or laboratories or universities, both within the Erasmus+ framework or through ad hoc mobility agreements. To find out more about the Institute, the admission requirements and how to apply; please see www.imtlucca.it/phd *The deadline for applications is June 29 th 2015, 6 pm Italian time.* Find IMT on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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[amases-soci] Fwd: Concorso di ricercatore a tempo determinato (fwd)
by Tiziano Vargiolu 20 May '15

20 May '15

---------- Messaggio inoltrato ---------- Da: "Anna Rita Bacinello" <bacinel(a)units.it> Data: 20/Mag/2015 15:34 Oggetto: Concorso di ricercatore a tempo determinato Cc: Carissimi, Sull'Albo Ufficiale d'Ateneo (http://www.units.it/ateneo/albo/) il giorno 18/05/2015 ? stato pubblicato il bando relativo alla pubblica selezione per l'assunzione di un ricercatore a tempo determinato presso l?Universit? di Trieste, ai sensi dell'art. 24 della legge 30 dicembre 2010 n. 240, nel Settore concorsuale 13/D4 - Settore scientifico-disciplinare: SECS-S/06 (la registrazione all?albo porta il numero 395, il relativo Decreto ha il numero 427). Potresti per cortesia far circolare la notizia fra i soci? Grazie. Un caro saluto, a presto, Anna Rita

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Postdoc position in Gottingen
by Alessio Farcomeni 20 May '15

20 May '15

With apologies for cross-posting. Alessio

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Avviso di mini-corso :: Sartori@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 19 May '15

19 May '15

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Giovedì, 18 Giugno, ore 10:00-13:00 e 14:00-16:00 Venerdì, 19 Giugno, ore 10:00-13:00 e 14:00-16:00 ----------------------------------------------------------------------------- Aula VII (laboratorio informatica, piano terra) Dipartimento di Scienze Statistiche Sapienza Università di Roma NICOLA SARTORI (Dipartimento di Scienze Statistiche, Università di Padova) terrà un mini-corso rivolto principalmente (ma non solo) agli studenti di dottorato dal titolo L I K E L I H O O D A S Y M P T O T I C S Il corso è gratuito ma, dato il numero limitato di postazioni disponibili in laboratorio, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: https://goo.gl/iw2k7J Al più tardi entro Mercoledì 3/6 verrà inviata conferma definitiva dell'effettiva disponibilità del posto richiesto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias (as usual) in favore di studenti di dottorato. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Syllabus sintetico (esteso allegato): - Likelihood inference (first-order asymptotics) - Numerical and graphical aspects in R - Higher order asymptotics - Asymptotic theory for estimating equations and pseudolikelihoods

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Seminario PERIN (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti 18 May '15

18 May '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno lunedì 25 Maggio 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Information coding in vestibular hair cells" Paola PERIN University of Pavia Abstract: Hair cells are the mechanoreceptors in our auditory and vestibular systems. Vestibular afferent neurons are classified on the basis of their motion selectivity (direction, response to linear vs. angular motion), discharge regularity, gain and dynamics (tonic vs. phasic). The properties of vestibular hair cells and afferent fibers are optimized for the transduction for low frequency stimuli (head motion, mostly below 50 Hz). Moreover, vestibular hair cells display a resting transmitter release rate which is used to set a baseline: increases above resting discharge signal movements in one direction, decreases signal movements in the opposite direction. Whereas discharge regularity appears to be a postsynaptic property, afferent dynamics is determined presynaptically, but the mechanisms involved are still unclear. In our work we have recorded currents, voltages and release from vestibular hair cells from the frog utricle and built a model of a hair cell connected to an afferent fiber upon mechanical stimulation. Our results suggest that dynamics is affected by ion currents (especially BK and IA) whereas presynaptic release properties affect resting discharge but not postsynaptic dynamics. ================ Per chi volesse seguire il seminario in remoto ricordo inoltre che sarà possibile dopo aver segnalato il proprio interessamento entro le 12 del giorno del seminario. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http:// rgs.mat.unimi.it/.

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Seminario TARDELLA
by Matteo Ruggiero 15 May '15

15 May '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi 22 Maggio 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Luca TARDELLA (Università di Roma "La Sapienza”) FLEXIBLE BEHAVIORAL CAPTURE-RECAPTURE MODELLING Abstract: We develop some new strategies for building and fitting new flexible classes of para- metric capture-recapture models for closed populations which can be used to address a better understanding of behavioural patterns. We first rely on previous approaches based on a conditional probability parameterization and review how to regard a large subset of standard capture-recapture models as a suitable partitioning in equivalence classes of the full set of conditional probability parameters. We then propose a regression approach combined with the use of new suitable quan- tifications of the conditioning binary partial capture histories as a device for enlarging the scope of flexible behavioural models and also exploring the range of all possible partitions. We show how one can easily find unconditional MLE of such models within a generalized linear model framework. We illustrate the potential of our approach with the analysis of some known datasets and a simulation study. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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de Finetti Risk Seminar - May 2015
by Emanuela Rosazza 14 May '15

14 May '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Financial Models with Defaultable Numeraires Johannes Ruf University College London ABSTRACT Financial models are studied where each asset may potentially lose value relative to any other. To this end, the paradigm of a pre-determined nume raire is abandoned in favour of a symmet- rical point of view where all assets have equal priority. This approach yields novel versions of the Fundamental Theorems of Asset Pricing, which clarify and extend non-classical pricing formulas used in the financial community. Furthermore, conditioning on non-devaluation, each asset can serve as nume raire and a classical no-arbitrage condition be formulated. It is shown when and how these local conditions can be aggregated to a global no-arbitrage condition. Joint work with Travis Fisher and Sergio Pulido LOCATION: The seminar will be held on Wednesday, May 20, at 18.00, Aula di Rappresentanza, Dipartimento di Matematica, Università di Milano, Via Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 12 May '15

12 May '15

Ho il piacere di invitarvi al seguente seminario, che si terrà lunedì 18 maggio alle ore 14:30 nell'aula 2BC30 del Dipartimento di Matematica dell'Universita' degli Studi di Padova. SPEAKER: Stefan Grosskinsky (Mathematics Institute, University of Warwick) TITLE: Metastability in condensing zero-range processes ABSTRACT: We consider a zero-range process with jump rates decreasing with the occupation number, which is known to exhibit a condensation phenomenon where a finite fraction of all particles concentrates on a single lattice site. We derive a scaling limit for the asymptotic stationary dynamics of the condensate location in the thermodynamic limit on a one-dimensional torus. Our proof follows previously developed methods using potential theory and a martingale approach, which have been applied to zero-range processes on finite lattices. The main challenge and novelty of our paper arises from the absence of attractor states which complicates the proof of equilibration within metastable wells and requires a coupling argument to get uniform bounds on exit rates from wells. This is joint work with Ines Armendariz and Michalis Loulakis. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Seminario di Petr Veverka a Pavia
by Carbone Raffaella 11 May '15

11 May '15

Cari colleghi, vi annuncio che giovedì 14 Maggio 2015, alle ore 15 precise, presso la sala conferenze dell’IMATI-CNR di Pavia, il Dr. Petr Veverka (Politecnico di Milano) terrà un seminario dal titolo: STOCHASTIC MAXIMUM PRINCIPLE FOR NEAR-OPTIMALITY AND ITS APPLICATION TO FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH JUMPS Abstract. In the talk, Zhou's near-optimal stochastic maximum principle will be recalled and used for deriving the necessary and sufficient conditions for near-optimality of controlled nonlinear stochastic systems governed by Forward-Backward Stochastic Differential Equation with jumps. The result is a joint work of P.V., M. Hafayed and S. Abbas. -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Seminario Dott.Torrisi (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 11 May '15

11 May '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 15 Maggio, ore 10,30 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma Dott. Giovanni Luca Torrisi (CNR-Istituto per le Applicazioni del Calcolo) Title Probability approximation of spatial point processes Abstract: We give a quantitative Gaussian and Poisson approximation for the first chaos (or innovation) of spatial point processes with conditional intensity. To this aim we use a Malliavin-Stein-Chen approach. This method is essentially based on the following two steps. First, we provide an integration by parts (IBP) formula which relates the first chaos with the discrete Malliavin operator. Second, we derive the probability approximations by combining the IBP formula with the Stein and Chen methods. Our findings extend the corresponding results on the Poisson space due to Peccati, Solè, Taqqu and Utzet (2010) and Peccati (2011). The general bounds presented in this talk are applied to stationary, inhibitory and finite range Gibbs point processes with pair potential, providing explicit error bounds and quantitative limit theorems. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio

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3 PhD programs in Mathematics in Rome
by Domenico Marinucci 08 May '15

08 May '15

Apologies for cross-posting Please forward to whom it might be interested *********************************************************** Starting this year the three public Universities of Rome (Roma La Sapienza, Roma Tor Vergata, Roma 3) are collaborating to create a unique global environment for PhD studies in Mathematics. There are a total of 19 fellowships available. More information and applications at http://www.rome-phd-math-programs.it All interested perspective PhD students are invited to apply. ***********************************************************

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International Conference in Venice - CALL FOR PAPERS - deadline 15th of May
by Monica Billio 07 May '15

07 May '15

14th INTERNATIONAL CONFERENCE C R E D I T 2015 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* Venice, Italy 1 - 2 October 2015 *GRETA Associati *(Venice, Italy), *Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany), the *University of Zurich* (Zurich, Switzerland) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on October 1-2, 2015. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *fourteenth* of a series dedicated to various aspects of credit risk. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * *Wealth inequality, firm financing and credit risk* o Is local wealth inequality affecting the quality of institutions and the choice over market versus bank finance, and thereby determining corporate finance and credit risk outcomes? * *Home ownership and credit risk* o Are measures promoting home ownership or financial innovations responding to an increase in ownership demand, for example, resulting in more credit risk? * *Collateral availability, credit and risk* o Is the availability of collateral determining credit granting and credit risk? * *Banking supervision and credit risk* o Is the level and quality of bank supervision leading to an optimal level of credit risk? o What is the impact of the institutional organization of banking supervision on credit risk? * *Central bank policies and credit risk* o Are monetary conditions drivers of bank credit risk taking? Under all circumstances? The Scientific Committee for the Conference consists of: *Steven Ongena*, University of Zurich, Programme Chair *Mark Carey, *Board of Governors of the Federal Reserve System *Hans Degryse*, KU Leuven *Jan Krahnen*, Goethe University *André Lucas*, VU University Amsterdam *Loriana Pelizzon*, Ca Foscari University of Venice and Goethe University *Stephen Schaefer*, London Business School The final program will include both submitted and invited papers. Acceptances received from invited speakers include *Viral Acharya* (New York University), *Mark Carey* (Board of Governors of the Federal Reserve System), *Hayne Leland* (University of California, Berkeley), *Jean Charles Rochet* (University of Zurich) and *Vikrant Vig* (London Business School). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 15, 2015 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *July 10, 2015*. The final version of accepted papers must be received by August 31, 2015. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it>

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Fwd: Announcing Workshop Disordered Models in Mathematical Physics
by Francesco Caravenna 06 May '15

06 May '15

> Da: Leonardo Rolla <leonardo.rolla(a)gmail.com> > Oggetto: I: Announcing Workshop Disordered Models in Mathematical Physics > Data: 04 maggio 2015 18:28:07 GMT+02:00 > A: undisclosed-recipients:; > > > Dear colleagues and friends, > > Please find below the announcement of the workshop Disordered Models of Mathematical Physics. > > Feel free to pass it forward. > > Many thanks, > Leo > > > ---------- Forwarded message ---------- > From: Joaquín Fontbona <fontbona(a)dim.uchile.cl> > Date: Wed, Apr 8, 2015 at 3:37 PM > Subject: Announcing Workshop Disordered Models in Mathematical Physics > > Dear colleagues and friends, > > We are pleased to announce the workshop Disordered Models of Mathematical Physics, which will take place in July 21-24, 2015, in Valparaíso, Chile. This workshop is a Satellite Meeting of the XVIII International Congress on Mathematical Physics, which will take place in Santiago, Chile, between July 27 and August 1, 2015. > > The main focus of the workshop will be recent developments in probabilistic models arising from problems in mathematical physics. The meeting is sponsored by Nucleus Millenium Stochastic Models of Complex and Disordered Systems together with the Center for Mathematical Modeling – U. de Chile and the Faculty of Mathematics – PUC. > > > CONFIRMED SPEAKERS > Elie Aïdékon (U. Paris 6) > Daniel Ahlberg (IMPA) > Louis-Pierre Arguin (U. Montréal) > Antonio Auffinger (Northwestern U.) > Yuri Bakhtin (Courant I.) > Paul Bourgade (Courant I.) > Anton Bovier (U. Bonn) > Nicolas Curien (U. Paris-Sud) > Pablo Ferrari (U. Buenos Aires) > Leonid Koralov (U. Maryland) > Davar Khoshnevisan (U. Utah) > Brian Rider (Temple U.) > Leonardo Rolla (U. Buenos Aires) > Arnab Sen (U. Minnesota) > Alexandre Stauffer (U. Bath) > Laurent Tournier (U. Paris 13) > Maria Eulalia Vares (U. F. Rio de Janeiro) > Jun Yin (U. Wisconsin-Madison) > Ofer Zeitouni (Courant I. / Weizmann I.) > > SCIENTIFIC COMMITTEE: Charles Newman (Courant I.), Jeremy Quastel (U. Toronto), Vladas Sidoravicius (IMPA). > > ORGANIZING COMMITTEE: Joaquín Fontbona (U. Chile), Gregorio Moreno (PUC), Alejandro Ramírez (PUC) and Daniel Remenik (U. Chile). > > > We expect to have partial funding for students and young researchers (specially from Latin America) interested in attending the workshop. More details about this will be included in a future announcement. We suggest those who are interested to write to dmmp2015(a)dim.uchile.cl or any of the organizers. > For more details about the workshop you can visit http://eventos.cmm.uchile.cl/dmmp2015/, which we will be updating regularly with information about speakers, program, hotels, etc. > > We hope to see you in Valparaíso! > > Organizing committee > > -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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