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Workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, Politecnico di Milano, September 26-27, 2024 - Reminder
by Alessandro CALVIA 17 Sep '24

17 Sep '24

Dear colleagues, this is a gentle reminder about the upcoming workshop on Stochastic Processes, Stochastic Optimal Control, and their Applications, to be held at Politecnico di Milano, Department of Mathematics, Aula Consiglio (7th floor) on September 26-27, 2024. The workshop is dedicated to Professor Marco Fuhrman, on the occasion of his 60th birthday. The official program is now available on the website https://www.mate.polimi.it/events/SPOCA/ The workshop begins on Thursday, September 26, at 15:30 (registration opens at 15:00) and ends on Friday, September 27, at 12:40. Attendance is possible only in presence upon registration, which is free but mandatory. Unfortunately, we cannot offer financial support. If you are interested in attending, please use the registration form (available until Friday, September 20) on the official website of the workshop, where you can also find some general travel information and suggestions on hotels near Politecnico di Milano. For any further information, please contact spoca-dmat(a)polimi.it<mailto:spoca-dmat@polimi.it> . Best regards, The organizing committee Alessandro Calvia (Università degli Studi di Parma) Luciano Campi (Università degli Studi di Milano) Fulvia Confortola (Politecnico di Milano) Andrea Cosso (Università degli Studi di Milano) Giuseppina Guatteri (Politecnico di Milano) Mattia Martini (Université Côte d’Azur) Firma il tuo 5xmille all’Università di Parma. Aiutaci a potenziare la capacità di accoglienza, soprattutto abitativa, per le studentesse e gli studenti. - Indica 00308780345 nella tua dichiarazione dei redditi.

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Avviso di seminario
by Barbara Martinucci 16 Sep '24

16 Sep '24

*Università di SalernoDipartimento di Matematica* *AVVISO DI SEMINARIO* Il Prof. Alfonso Suárez-Llorens (Universidad de Cádiz. Dpto. Estadística e I.O.) terrà, venerdì 20 settembre, alle ore 12:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), un seminario dal titolo: *Extreme Value Distributions and Their Shape* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di CrescenzoBarbara MartinucciAlessandra MeoliSerena Spina* *Link su Teams*: https://teams.microsoft.com/l/meetup- join/19%3ameeting_YWUzZDAyMjgtZDE3YS00NDk1LTlmZmItYmExNjc4Njg2ODE1%40thread.v2/0?context=%7 b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d-097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9- 8153-d04cb91c1edf%22%7d ID riunione: 345 585 611 215 Passcode: 9P9iwD *Abstract* This talk will cover Extreme Value Theory and its key results on convergence, focusing on the Generalized Extreme Value (GEV) family and the Generalized Pareto Distribution (GPD) family. Additionally, we will explore the concept of the shape of a distribution and how it can be used to characterize GEV and GPD distributions. This characterization can serve as the basis for developing a graphical tool to assess tail weight. The presentation will conclude with a real-world example applied to environmental data.

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Mathematics for our Health, 2024, Politecnico di Milano
by Laura Maria Sangalli 16 Sep '24

16 Sep '24

Siamo molti lieti di invitarvi al workshop Mathematics for our Health, 2024, che si terrà presso il Politecnico di Milano nei giorni 7-8 Novembre https://www.mate.polimi.it/events/M4H24/ Si tratta di un’iniziativa supportata dal Progetto di Dipartimento di Eccellenza 2023-2027, del Dipartimento di Matematica del Politecnico di Milano. Tutti gli interessati sono cordialmente invitati a partecipare. Scadenza per la registrazione all’evento (gratuita ma necessaria per ragioni organizzative) e per la sottomissione di contributi: **30 Settembre**. Un caro saluto, Laura Sangalli ----- Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> https://sangalli.faculty.polimi.it

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Seminars in Statistics - Arturo Kohatsu-Higa (Ritsumeikan University, Japan)
by Pierpaolo De Blasi 16 Sep '24

16 Sep '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 20 Settembre 2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ *12.00-13.00* Speaker: Kohatsu-Higa (Ritsumeikan University, Japan) Title: *Derivation of killed processes: Applications in Finance* Abstract: In various fields including some in finance it is useful to have the concept of derivative of a killed process or a stopping time. We have started a project where such concepts can be discussed. Presently, we are developing some theoretical results that can be later applied. We will give a brief description of the project, achieved goals and some heuristics. I will present some results that have been obtained in joint work with Dan Crisan (Imperial College) in the one dimensional case and in the half space case. The generalizations of these results to the case of a smooth domain are being developed with Fabio Antonelli (University of L’Aquila). I will also briefly describe some possible financial applications. ------------------------------------------------ Sarà possibile seguire entrambi i seminari anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/89801479465?pwd=knhLbOfMHOc7L7ScTWFkPJqEO3zXRK.1> I seminari sono organizzati dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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NEW SEMINAR SERIES: econOMEtRics in Rome
by Alessia Caponera 16 Sep '24

16 Sep '24

Dear colleagues, I would like to advertise the NEW SEMINAR SERIES: *econOMEtRics in Rome* The objective of this seminar series is to bring together academics and practitioners with a shared interest in econometrics. The series is co-organized by Gianluca Cubadda (School of Economics, Tor Vergata University of Rome), Massimo Franchi (Department of Statistical Sciences, Sapienza University of Rome), Tommaso Proietti (School of Economics, Tor Vergata University of Rome), and Paolo Santucci de Magistris (Department of Economics and Finance, Luiss University). The seminars will be hosted alternately at three locations: the Department of Economics and Finance at Luiss University, the Department of Statistical Sciences at Sapienza University of Rome, and the facilities of the School of Economics at Tor Vergata University of Rome (Via Lucullo 11, 00187 Rome). Visit the seminar series webpage econOMEtRics in Rome and subscribe to the mailing list to stay informed: https://lnkd.in/dT6auwxt <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Flnkd.in%2…> Best wishes, Alessia Caponera

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1st CAM-Risk conference, December 18-20, 2024 Pavia
by Giacomo Bormetti 13 Sep '24

13 Sep '24

Dear Colleagues, This is a reminder that the deadline (September 30, 2024) for paper submission to the 1st CAM-Risk conference, which will be held in Pavia in December 2024, is approaching. More information about the event is available at the following link https://economiaemanagement.dip.unipv.it/en/research/research-teams-and-top… Topics of interest, without being exhaustive, concern 1. Growth and business cycle analysis 2. Quantitative Finance and Econometrics 3. New risks and financial stability 4. Migration, trade, and the labor market 5. Climate change and energy policies 6. European issues 7. The economic, social, and political impact of COVID-19 and the risks of future epidemics We are looking forward to meeting you in Pavia. Kind Regards Giacomo Bormetti Elena Molho

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Jean Jacod seminar in Verona, 25/9/24 at noon
by Cecilia Mancini 13 Sep '24

13 Sep '24

Dear all, on Wednesday 25 September, at noon, Professor Jean Jacod will give the seminar High Frequency Returns Sign-Based Robust Inference, at the Department of Economics in Verona, via Cantarane 24, aula Vaona (from the main entrance of the main building in Santa Marta turn left, metal stairs, 1st floor, ring the bell on the right, staircase with 3 steps, room on the left) It is possible to follow it also on zoom at the following link: https://univr.zoom.us/j/94276571806 Abstract We derive the limit of infill asymptotic distribution for the sum of positive returns of prices or log-prices in a given period of time. The framework is multivariate and quite general: it allows for the presence of leverage effects and jumps with finite activity. In a second step, the results are used to estimate the drifts (or rather, the Sharpe ratios) of the continuous part of the processes. Joint work with Nour Meddahi All interested people are warmly invited to take part Best regards in the meantime, Cecilia

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Seminar Anna Calissano @LUISS
by Alessia Caponera 13 Sep '24

13 Sep '24

Dear all, The Department of Economics and Finance at LUISS University in Rome (*https://economiaefinanza.luiss.it <https://economiaefinanza.luiss.it/>*) is pleased to announce the following seminar: *Speaker*: Anna Calissano, Imperial College London *Title*: *Barycentric Subspace Analysis for Sets of Graphs* *When*: September 19th, 12:00 *Where*: Viale Romania, 32 00197 Rome *Meeting room*: 103a-103b *Abstract*: Barycentric subspace analysis (BSA) is introduced for a set of unlabelled graphs, which are graphs with no correspondence between nodes. Identifying each graph by the set of its eigenvalues, the graph spectrum space is defined as a novel and computationally efficient quotient manifold of isospectral graphs. In such a manifold, the notion of BSA is extended. We showcase how BSA can be used as a powerful dimensionality reduction technique for complex data: BSA searches for a subspace of a lower dimension, minimizing the projection of data points. As the subspace is identified by a set of reference points, the interpretation is straightforward. BSA is performed and compared with clustering and PCA on a simulated dataset and a real-world dataset of airline company networks. Joint work with Elodie Maignant, Alain Trouvé, and Xavier Pennec *Webpage*: *https://economiaefinanza.luiss.it/research-seminar/barycentric-subspace-analysis-for-sets-of-graphs <https://economiaefinanza.luiss.it/research-seminar/barycentric-subspace-ana…>* *Should you be interested, please kindly send me an email.* Best wishes, Alessia Caponera

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Open tenure track professor positions at Helsinki and Tampere (Finland)
by Gasbarra, Dario 13 Sep '24

13 Sep '24

Dear colleagues, You may already be aware of the recently opened positions at universities of Helsinki and Tampere, but if not, please see below. Please also share them with potential applicants! Some positions have deadlines already in a couple of weeks. Links to these and other job announcements can also be found at Fin-Math-Job, which has recently moved to the address https://matemaattinenyhdistys.fi/fin-math-job. /// Three Tenure Track positions at Tampere University The Mathematics unit at Tampere University invites applications for three (3) Assistant/Associate/Full Professors in Mathematics (Tenure Track). To complement and strengthen our research profile, we are especially seeking candidates in the following three research areas: 1. Algebra and Topology 2. Mathematical Analysis (especially Analysis of Partial Differential Equations) 3. Mathematical Logic Further details, requirements, and instructions to apply, are available through the following links: Algebra and Topology and Mathematical Analysis: Deadline October 7th, 2024 (23:59 Finnish time) https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=2408 Mathematical Logic: Deadline September 30th, 2024 (23:59 Finnish time) https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=3&jid=2359 More information on the Tampere University Mathematics unit is available at https://www.tuni.fi/en/math /// Assistant Professor or Associate Professor in Mathematics at the University of Helsinki A call has been opened for a tenure track professor in mathematics at the department of Mathematics and Statistics, Univetsity of Helsinki, with an application deadline on Oct 31. For this call, our primary target group is early-stage independent researchers with 3-10 years of experience since completion of their PhD. The years are not a strict requirement as such, but it should be mentioned that the call is open only on a tenure track level. More details can be found from the attached PDF and from the web page https://jobs.helsinki.fi/job/Helsinki-Assistant-Professor-or-Associate-Prof… If you have any questions about the position, you can contact Jani Lukkarinen <jani.lukkarinen(a)helsinki.fi<mailto:jani.lukkarinen@helsinki.fi>> or, for technical questions about the recruitment process and recruitment system, Jussi Hartikainen <jussi.a.hartikainen(a)helsinki.fi<mailto:jussi.a.hartikainen@helsinki.fi>> . /// Best regards, Petri Laarne, Secretary of the Finnish Mathematical Society

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I: Bando per Assegno di Ricerca CNR-IMATI
by ANTONELLA BODINI 13 Sep '24

13 Sep '24

Gentili colleghi, con preghiera di massima diffusione, in calce un avviso per un assegno di ricerca presso la sede di Genova dell'IMATI su Modelli e algoritmi di analisi di immagini PET/CT per la caratterizzazione della struttura e delle aree del cervello in pazienti sani o affetti da patologie neurologiche (es., Alzheimer) o tumorali. Cordiali saluti, Antonella ________________________________ Contratto: Assegno di ricerca Tema di ricerca: Modelli e algoritmi di analisi di immagini PET/CT per la caratterizzazione della struttura e delle aree del cervello in pazienti sani o affetti da patologie neurologiche (es., Alzheimer) o tumorali Scadenza: Sep 26 2024 Dettagli relativi all’attività: Attività di Ricerca nell’ambito del Progetto DIT.PN007.005- PRIN 2022 - Bando 2022 Cod. 2022WK7NHC “Brain estrogen receptor expression in the perimenopausal transition: kinetic and geometric analyses of [18F]-fluoroestradiol (FES) PET/CT and correlation with neuropsychological, biochemical and magnetic resonance imaging biomarkers”, finanziato dall’Unione europea“ NextGenerationEU, CUP B53D23019050006. Sede: Genova Richieste Possono partecipare alla selezione i soggetti che, a prescindere dalla cittadinanza e dall’età, siano in possesso dei seguenti requisiti alla data di scadenza del termine per la presentazione delle domande di ammissione: a) Diploma di Laurea conseguito secondo la normativa in vigore anteriormente al D.M. 509/99, oppure Laurea Specialistica/Magistrale (D.M. 5 maggio 2004) attinente alla tematica del progetto e curriculum professionale idoneo allo svolgimento di attività di ricerca; b) Tutti i titoli conseguiti all’estero (diploma di laurea, dottorato ed eventuali altri titoli) dovranno essere, di norma, preventivamente riconosciuti in Italia secondo la legislazione vigente in materia (informazioni sul sito del Ministero dell’Università e della Ricerca Scientifica: www.miur.it). L'equivalenza dei predetti titoli conseguiti all'estero che non siano già stati riconosciuti in Italia con la prevista procedura formale predetta, verrà valutata, unicamente ai fini dell'ammissione del candidato alla presente selezione, dalla commissione giudicatrice costituita ai sensi dell’art. 6, comma 1 del Disciplinare; c) Esperienza nell’ambito della tematica di cui all’art. 1, dichiarato con le modalità di cui all’art. 4. In particolare, il destinatario dovrà possedere competenze di programmazione software. Inoltre, costituiranno elementi preferenziali: la conoscenza di strutture dati per immagini 2D e dati 3D, di tecniche di machine learning e/o deep learning; d) Conoscenza della lingua inglese; e) Conoscenza della lingua italiana (solo per i candidati stranieri). Informazioni: Dott. Giuseppe Patane’, CNR-IMATI, giuseppe.patane(a)cnr.it<mailto:giuseppe.patane@cnr.it> ---------------- Giuseppe Patane' CNR - Consiglio Nazionale delle Ricerche IMATI - Istituto di Matematica Applicata e Tecnologie Informatiche Via De Marini, 6 16149 Genova, Italy Phone: +39-0106475684 Cell.: +39-3495320947 e-mail: giuseppe.patane(a)cnr.it Home: http://www.ge.imati.cnr.it Home Page: http://pers.ge.imati.cnr.it/patane/Home.html Skype: giuseppe-imati

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Seminario Dr. Frederick Kin Hing Phoa - CNR IMATI, lunedì 16 settembre 2024
by Elisa Varini 12 Sep '24

12 Sep '24

Con preghiera di diffusione, si avvisa che in data *16-09-2024*, alle ore *11:00* precise, presso la sala Pentagonale dell'Area della Ricerca 1 del CNR di Milano in via A. Corti 12, il *Dr. Frederick Kin Hing Phoa, Institute of Statistical Science, Academia Sinica, Taiwan, *terrà un seminario dal titolo *Some Initial Investigations and Analyses on the Earthquake Data in Taiwan* Abstract: This talk will focus on some initial investigations and analyses on the earthquake data in Taiwan, which is collected and managed by the Institute of Earth Science, Academia Sinica. Four potential projects are resulted: (1) the analysis of Distributed Acoustic Sensing (DAS) signals to develop an early earthquake alarm system; (2) the spatial-temporal data analysis and clustering on earthquake occurrences in Taiwan; (3) the modeling on the relationship between earthquake occurrences and seasonal trend of underground water levels of surrounding areas; and (4) the phrase transition model for the prediction of landslide occurrences using environmental factors and earthquake-related information. All studies are currently ongoing and preliminary, so discussions and suggestions are very welcome. Gli interessati possono partecipare in presenza o da remoto, attraverso il link sotto riportato: https://teams.microsoft.com/l/meetup-join/19%3ameeting_M2M5MjU3ZTQtODVlNC00… Cordialmente, Elisa Varini

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One day on Random Walks in Lévy media' - 27 September, 2024 - Padova
by alessandra bianchi 10 Sep '24

10 Sep '24

Dear colleagues, We are pleased to announce the workshop “One day on random walks in Lévy media," which will take place on Friday, September 27, 2024, at the Mathematics Department of the University of Padova. This workshop will focus on recent developments in the study of superdiffusive dynamics, with a particular emphasis on random motion in Lévy media. Our goal is to bring together researchers from various branches of mathematics, particularly those working at the intersection of probability and mathematical physics, to foster discussions on key open problems in the field. We especially encourage the participation of young researchers and PhD students. For more information about the program, please visit the following link: https://www.math.unipd.it/~bianchi/RWLM24.html Best regards, the organizers Alessandra Bianchi David Barbato Bernardo D’Auria -- 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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Fwd: 23rd Northeast Probability Seminar -- please register and circulate this announcement
by Faggionato, Alessandra 06 Sep '24

06 Sep '24

Buongiorno Ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Ivan Corwin Dear colleagues, The 23rd Northeast Probability Seminar will run Thursday November 21 - Friday November 22, 2024 at Columbia University. The plenary speakers are: Hubert Lacoin (IMPA) Hao Shen (Madison) Yilin Wang (IHES) Christian Webb (Helsinki) There will also be several short talks by participants, and opportunities to socialize. In order to attend this year *YOU MUST REGISTER VIA THIS GOOGLE FORM BEFORE NOVEMBER 19: https://forms.gle/D1c3LUnD75kSJKta9 <https://forms.gle/D1c3LUnD75kSJKta9>* This is necessary in case Columbia's campus has limited access during the seminar. When filling out that form you will be asked if you wish to apply for funding and to give a short talk. If so, please follow the instructions there. Funding is from an NSF grant and preference will be given to early career participants, in particular graduate students and postdocs who do not have other sources of funding. Likewise for short talks. More information including a provisional schedule can be found on the website: https://probability.commons.gc.cuny.edu/23rd-northeast-probability-seminar/ Best, Ivan Corwin, on behalf of the local and scientific organizers. ps. Apologies if you receive this announcement multiple times

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(PMS)^2 talk - D. Kinzebulatov - sept 10 at 14:00
by Carlo Orrieri 06 Sep '24

06 Sep '24

Dear colleagues, we are happy to announce the following talk Damir Kinzebulatov (Université Laval) Recent progress on well-posedness of singular SDEs with critical drifts Abstract: In the first part of the talk, I will review the basic results on SDEs with singular drifts. In the second part, I will discuss some recent progress on weak and strong existence and conditional uniqueness for SDEs with singular drifts having critical-order singularities. These drifts either (a) reach the critical strength of the singularities, i.e. multiplying such a drift by a constant even slightly greater than 1 can destroy the weak existence, or (b) are more singular (not necessarily even in L^{2}_{\loc}(R^{1+d})) and can have critical 1/\sqrt{t} singularities in time. I will be referring to De Giorgi's method in L^p with p chosen sufficiently large (in order to accommodate the strength of the singularities going up to the critical threshold), some "fractional" Duhamel series representations and an appropriate parabolic Adams-Krylov estimate, the method of Röckner-Zhao of constructing strong solutions, and a "critical" Orlicz space with gauge function \cosh - 1 that allows to treat the Kolmogorov operator with the borderline strength of the singularities in the drift where the L^p no longer exists. Date and time: Thursday September 10, 14:00-15:00 (Rome time zone) Place: Aula Beltrami, Dip. Matematica, Univ. Di Pavia. Zoom meeting link: https://unipv-it.zoom.us/j/96306243310?pwd=YahZ15tfGy3iF4SoCc5JoQ5UDxDiDB.1 <https://unipv-it.zoom.us/j/96306243310?pwd=YahZ15tfGy3iF4SoCc5JoQ5UDxDiDB.1> ID riunione: 963 0624 3310 Codice d’accesso: 920516 These talks are part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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4 year postdoc in Probability and Statistical Mechanics — Innsbruck
by Elia Bisi 06 Sep '24

06 Sep '24

Dear colleagues, I would like to advertise a 4 year postdoc position in Probability and Statistical Mechanics hosted by Sasha Glazman at the University of Innsbruck. Innsbruck is a brilliant city in the Austrian Alps, very close to the Italian border. For more information and details on how to apply, see here: https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=14523 Best regards, Elia ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science

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Seminar Professor Michael Benzaquen 26/09 aula mancini@SNS
by Manuel NAVIGLIO 06 Sep '24

06 Sep '24

Dear All, On the morning of Thursday, 26th, we will be hosting a seminar by Professor Michael Benzaquen from École Polytechnique and Capital Fund Management, Paris. The seminar will take place at 10:00 AM in Aula Mancini at Scuola Normale. Attached, you will find the title and abstract of the seminar. Additionally, I would like to remind you that Professor Benzaquen will also give another seminar in the afternoon, as part of the Physics in the AI Era <https://agenda.infn.it/event/40134/> conference, in Aula Stemmi. The title of this seminar is: "Econophysics: Why and What For?". Best regards, Manuel ------------------------------------------------------------------------------------------------- Mitigating Farmland Biodiversity Loss: A Bio-Economic Model of Land Consolidation and Pesticide Use Biodiversity loss driven by agricultural intensification is a pressing global issue, with significant implications for ecosystem stability and human well-being. We design an integrated bio-economic agent-based model, informed by historical data from the French agricultural sector, to project future biodiversity trends and evaluate policy interventions. Our model predicts further biodiversity decline under a business-as-usual scenario, primarily due to intensified land consolidation. We evaluate two policy options: reducing pesticide use and subsidizing small farmers. While pesticide reduction rapidly benefits biodiversity in the beginning, it eventually leads to increased land consolidation and further biodiversity loss. In contrast, subsidizing small farmers by reallocating a small fraction of existing subsidies, stabilizes farm sizes and enhances biodiversity in the long run. The most effective strategy results from combining both policies, leveraging pesticide reduction alongside targeted subsidies to balance economic pressures and consistently improve biodiversity.

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Reminder - Workshop LSID24 - Padova, September 18 - 20, 2024
by Alberto Chiarini 04 Sep '24

04 Sep '24

With this message we would like to remind you about the upcoming workshop: Large scale behaviour of interacting diffusions: from stochastic control to functional inequalities Padova, September 18 - 20, 2024 The goal of the workshop is to discuss recent advances on the study of asymptotic properties of interacting particle systems, with a special emphasis on controlled systems. Topics of interest include but are not limited to propagation of chaos, infinite dimensional Hamilton-Jacobi equations and ergodicity. We also aim at fostering discussions on the interplay between control methods and other emerging techniques to establish functional inequalities. SPEAKERS: Luisa ANDREIS (Politecnico Milano) Charles BERTUCCI (École polytechnique Paris) Michele COGHI (Trento) Andrea COSSO (Milano Statale) Samuel DAUDIN (Université Côte d'Azur) Benoit DAGALLIER (Courant Institute, New York) Katharina EICHINGER (École polytechnique Paris) Markus FISCHER (Padova) Richard KRAAIJ (TU Delft) Elisa MARINI (Padova) Mario MAURELLI (Pisa) Pierre MONMARCHÉ (Sorbonne Paris) Carlo ORRIERI (Pavia) Sam POWER (Bristol) Julien REYGNER (École des Ponts Paris) Katharina SCHUH (TU Wien) Yoan TARDY (École polytechnique Paris) Please use the following link for more information about the program and to register for the event (registration is free but mandatory) https://events.math.unipd.it/LSID24/. Thank you for your consideration and we hope to see you in a couple of weeks, the organizers, Alekos Cecchin, Alberto Chiarini, Giovanni Conforti and Alessandra Cipriani

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talk Prof. Felix-Benedikt Liebrich - 10 September
by Emanuela Rosazza Gianin 04 Sep '24

04 Sep '24

Dear all, you are all invited to participate to the following seminar on *Tuesday 10th of September 2024 at 16:30* in Aula Seminari Demografica 2062 at University of Milano Bicocca (via degli Arcimboldi 8, Milano - building U7, 2nd floor): *Speaker: *Felix-Benedikt Liebrich (Univ. of Amsterdam) *Title:* The (?) reference measure *Abstract:* A functional on random variables is law invariant with respect to a reference probability (or probabilistically sophisticated) if its value only depends on the distribution of its argument under that measure. The class of such functionals is not only vast, but of integral importance for financial, actuarial, and economic applications. In this talk, we take a concrete functional as given and ask (i) if there can be more than one such reference probability, and (ii) how one can infer the reference probability from the functional. This stance is in contrast to wide parts of the literature that treat the reference probability as given. Nevertheless, as I will show at the beginning of my talk, it is in line with the investigation of probabilistically sophisticated preferences and arises as a natural consequence of the Marinacci-Svistula Uniqueness Theorem. Concerning question (i), I demonstrate that uniqueness holds for a wide class of functionals unless they are constant or depend only on the essential supremum and essential infimum of the argument. Applications to monetary and return risk measures will be given. Concerning the calibration question (ii), I show how to infer the reference measure as a related supremum or infimum in the space of bounded charges. While this approach is generally versatile, it fails in the important case of the Value-at-Risk. Here, a suitable alternative is presented. Best wishes, Emanuela ****************************************** 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 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Research grant PRIN-PNRR - Ca' Foscari - Deadline: Sept 5
by Marco Corazza 03 Sep '24

03 Sep '24

Dear All, I would like to inform you about a research grant opportunity with an application deadline of September 5th, 2024, under the following PRIN-PNRR 2022 project for which I am the PI: *"Machine learning methods and other new tools for assessing and managing risks associated with the transition to a climate-neutral society".* - link to the grant proposals: *https://www.unive.it/data/28825/ <https://www.unive.it/data/28825/>*; on this page, you need to search for the call for application "*Machine learning methods and other new tools for assessing and managing risks associated with the transition to a climate-neutral society-PRIN 2022 PNRR-CUP: H53D23008460001*". Saluti / Best regards, Marco Corazza

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Fwd: Looking for PhD students (Predoctoral contract)
by Enea Bongiorno 03 Sep '24

03 Sep '24

ricevo ed inoltro per chi potesse essere interessato. Cordiali saluti, Enea ---------- Forwarded message --------- From: Cristina Muiños <cristina.muinos(a)udc.es> Date: Tue, 3 Sept 2024 at 13:53 Subject: Looking for PhD students (Predoctoral contract) To: <cristina.muinos(a)udc.es> Cc: Mario Francisco Fernandez <mariofr(a)udc.es> The modeling, optimization and statistical inference (MODES) research group of the *University of A Coruña* (UDC) is looking for PhD students to be hired (Predoctoral contract) for the research project *Statistical **Inference using flexible methods for complex data: theory and applications* (PID 2023-147127OB-I00). The call for these predoctoral contracts will be published on the official bulletin board of the UDC online services site. For more details about the research project, funded by the Spanish Ministry of Science and Innovation (MICINN), please contact its principal investigator: Mario Francisco Fernández (mariofr(a)udc.es) For *more information* on the administrative process please contact at cristina.muinos(a)udc.es We will appreciate if you could spread this announcement. Thank you very much in advance. Kind regards, Cristina Muíños Roca Grupo MODES/M2NICA Facultade de Informática Universidade da Coruña Campus de Elviña s/n 15071 A Coruña Tfn: (+34) 981 167 000 (ext. 1308) cristina.muinos(a)udc.es -- Enea G. Bongiorno, Università degli Studi del Piemonte Orientale - Amedeo Avogadro Via Perrone 18, 28100, Novara, Italia Phone: +390321375317 enea.bongiorno(a)uniupo.it upobook.uniupo.it/enea.bongiorno ------ IWFOS 2025 6th International Workshop on Functional and Operatorial Statistics - iwfos2025.uniupo.it <https://iwfos2025.uniupo.it/home> Math-Stat Seminars at UPO seminari-ms.uniupo.it/home-page ------

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Mathematical Imaging and Random Geometry in Nice 25-26 Nov 2024
by Elena Di-Bernardino 02 Sep '24

02 Sep '24

https://imageomalea.sciencesconf.org/ Un annucio di un workshop in Geometria Aleatoria a Nizza (25-26 novembre 2024). L'iscrizione è obbligatoira (sul sito qui sopra) ma gratuita. Saluti, Elena Di Bernardino https://math.unice.fr/~elenadb/

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[Reminder] INdAM Workshop: Analysis and Geometry of Random Fields
by Random Fields 28 Aug '24

28 Aug '24

Dear colleagues, this is a kind reminder of I*NdAM Workshop: Analysis and Geometry of Random Fields* that will be held at the INdAM F. Severi, first floor, Dipartimento di Matematica G. Castelnuovo, Piazzale Aldo Moro 5, *Roma*, on *September 4-5-6, 2024*. For more information please visit the website <https://events.dm.unipi.it/e/randomfields> of the event or contact the organizers at *indamrandomfields2024(a)gmail.com* <indamrandomfields2024(a)gmail.com> Best wishes, The organizers (Francesco Grotto and Anna Paola Todino)The organizers (Francesco Grotto and Anna Paola Todino)

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SPASS Seminar: Luigi Amedeo Bianchi
by Francesco Grotto 27 Aug '24

27 Aug '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Stochastic evolution equations on networks* by Luigi Amedeo Bianchi (Università di Trento) The seminar will take place WED, 04.09.2024 at 11:00 CET in Aula Seminari, Dipartimento di Matematica, UNIPI and streamed online at the link below. (Notice that the time slot is different from the usual one) The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass *---------------------------------------------------------* *Abstract: * In this talk I will present some recent results on stochastic evolution equations on a finite network, with a two-walls potential and weighted discrete Laplace operators. I will show the existence of a martingale solution as a limit of suitable approximations, and discuss a few extensions and open problems. This talk is based on ongoing joint work with S. Bonaccorsi.

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PNRR funded Research fellowship - Deadline: September 5, 2024
by Diana BARRO 26 Aug '24

26 Aug '24

Dear Colleagues, The Department of Economics at Università Ca' Foscari Venezia invites applications for a fellowship funded by the PNRR Project: Growing Resilient, Inclusive, and Sustainable (GRINS). Title: Spoke 4 - Sustainable investing: risks and returns through the ESG lenses. *Duration of contract: 12 months *(with possible extension) - approximately starting: October 2024. Stipend: The research fellowship amounts to Euro 24.320,38.=per year, gross to the recipient, net of the expenses to be sustained by the Provider. Scientific coordinator: Prof. Diana Barro Link to the call for applications: https://www.unive.it/data/12137/ https://apps.unive.it/domandeconcorso-en/accesso/dec-barro-pnrr-29072024 *Application deadline: September 5, 2024- 12.00 (noon) local time* Please forward this email to potential candidates. Thank you and best regards, Diana Barro -- -- Diana Barro Associate Professor Dept. of Economics Ca' Foscari University - Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346938 E-mail address: d.barro(a)unive.it Web page: http://www.unive.it/data/persone/d.barro

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Due posizioni Tenure-Track presso la Duke University
by filippo ascolani 23 Aug '24

23 Aug '24

Buongiorno, segnalo l'apertura di due posizioni come Assistant/Associate professor nel Dipartimento di Scienze Statistiche della Duke University: maggiori informazioni sono disponibili nel testo qui sotto. Cordiali saluti. Filippo Ascolani The Department of Statistical Science at Duke University in Durham, NC, invites applications for two tenure-track positions at the Assistant or Associate Professor level to begin July 1, 2025. Applicants must combine promise of excellence in academic research with a commitment to high-quality education at the graduate and undergraduate levels. Applicants from all areas of statistical science are encouraged to apply. Applicants should submit a cover letter, curriculum vitae, research and teaching statements, letters from three references, and one reprint/preprint via Academic Jobs Online (https://academicjobsonline.org/ajo/jobs/28100). Enquiries for this position, including dual career support services, can be emailed to stat-tt-search(a)duke.edu . Further information about the Department, including our educational programs and interdisciplinary collaborations, can be found at https://stat.duke.edu/. Applications received by November 7, 2024 will be guaranteed full consideration. Duke University and the Department of Statistical Science are strongly committed to advancing inclusive excellence throughout our research, teaching, and service activities. It is essential that all members of the community feel valued and welcome, that the contributions of all individuals are respected, and that all voices are heard. All members of our community are expected to uphold these values. Duke University is an Affirmative Action/Equal Opportunity Employer committed to providing employment opportunity without regard to an individual's age, color, disability, gender, gender expression, gender identity, genetic information, national origin, race, religion, sex, sexual orientation, or veteran status.

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