- Random - Mailing list — Dipartimento di Matematica, UniPI

Fwd: Bandi di Concorso Ricercatore INdAM
by Marco Romito 20 Jan '22

20 Jan '22

-------- Forwarded Message -------- Cari Colleghi, vi informo che nella G.U. del 18 gennaio 2022 sono stati pubblicati gli avvisi di due bandidi Concorso Pubblico per Titoli ed Esami per l'assunzione di un Ricercatore a TempoIndeterminato, III Livello professionale, presso l'Istituto Nazionale di Alta Matematica “F. Severi”. Per ambedue i bandi la scadenza per la presentazione delle domande è il giorno**17 febbraio 2022*.* Bandi e moduli per la procedura on-line per la presentazione delle domande si trovano nella pagina web: https://www.altamatematica.it/<https://www.altamatematica.it/> Cordiali saluti, Giorgio Patrizio *//*

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Bernoulli Society New Research Award 2023
by Imma Curato 20 Jan '22

20 Jan '22

Cari colleghi, vorrei segnalarvi il seguente premio per giovani ricercatori in Matematica Statistica sponsorizzato dalla Bernoulli Society, con preghiera di diffusione a giovani assegnisti e post-doc. Cordiali Saluti Imma Curato ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ Bernoulli Society New Researcher Award 2023 The Bernoulli Society welcomes applications to the New Researcher Award 2023. Each awardee shall deliver a talk at a special invited session during the ISI World Statistics Congress Conference to be held in Ottawa, Canada, July 15-20, 2023, and will receive a funding up to 1000€ to offset travel and other expenses. Bernoulli News will publish their pictures and a paragraph about their work. Eligible candidates are active researchers in Mathematical Statistics who obtained the Ph.D. degree on or after March 15th, 2017, and who are regular members of the Bernoulli Society. An extension may be given to those having had disruptions after receiving the Ph.D., such as parenthood. Candidates should apply through the webform https://forms.gle/yQg8F6fDx7qLLCAMA and send the required documents to the e-mail address indicated in the form. Deadline: March 15th, 2022

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Competition UNIPhD "Training the next-generation talents" 2022/2023 | Call deadline: 8/3/2022 h. 13.00
by Tiziano Vargiolu 17 Jan '22

17 Jan '22

Please circulate this email to all those who can be interested. Please notice among the options: - PhD course: Mathematical Sciences - Research Topic: Nonlinear differential equations and stochastic models - Research Option: Mathematical Finance (#4, see https://www.unipd.it/en/sites/en.unipd.it/files/Mathematical_A.pdf for a precise description) ---------- Forwarded message ---------- Date: Fri, 14 Jan 2022 15:12:13 +0100 From: Msca Cofund <msca.cofund(a)unipd.it> Doctoral Programme ?UNIPhD - Training the next-generation talents? at the University of Padua (Italy), Academic Year 2022/23 | Call deadline 8 March 2022 -- We are pleased to inform you that the University of Padua (Italy) has published the global call for applications "UNIPhD - Eight century legacy of multidisciplinary research and training for the next-generation talents? (closing date: 8 March 2022). This PhD Programme targets the most promising Early Stage Researchers (ESRs) coming to the University of Padua from all over the world to pursue a brand new International, Intersectoral, Interdisciplinary and Innovative ?training through research? experience. UNIPhD involves 25 PhD-Courses covering all research domains. 50 full time fellowships are on offer. Each fellowship is associated to a research topic, that is a framework within which every applicant has to propose an original research project in collaboration with a Supervisor at the University of Padua. Selected ESRs benefit from very attractive employment conditions and will be recruited through a 3-year contract starting 1 October 2022. At the date of the call deadline, applicants must be eligible for PhD studies in Italy and meet the following criteria: Mobility. Candidates should not have resided or carried out their main activity (work, studies, etc.) in Italy for more than 12 months in the 3 years before the call deadline. Qualification. Applicants should hold a Master?s degree or another academic qualification recognized as equivalent to a second cycle degree, obtained by and no later than 30 September 2022. Early Stage. Applicants should not have already been awarded a doctoral degree and must be in their first 4 years (or full-time equivalent) of research experience. For further information go to the call website: https://www.unipd.it/en/uniphd (in English). Online applications must be submitted by 8 March 2022 at 1:00 p.m. We would really appreciate if you could circulate the call among young researchers and potential candidates. Any further clarification requests can be addressed to the University of Padua: msca.cofund(a)unipd.it. *** -- UNIPhD Management Team International Research Office & PhD Office University of Padua The content of this email is confidential and intended for the recipient specified in the message only. If you received this message by mistake, do not disseminate, copy, use, disclose or take any action or reliance on it. Please reply to this message and follow with its deletion, so that we can ensure such a mistake does not occur in the future.

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Padova Seminars in Probability and Finance - Christoph Thaele (University of Bochum, Germany)
by Marco Formentin 17 Jan '22

17 Jan '22

Dear Colleagues, we would like to invite you to the following seminar that will take place on January 28 at 14.30. The seminar will be held online via the Zoom platform. ________________________________________________________ Speaker: Christoph Thaele (University of Bochum, Germany)  Title: Poisson hyperplanes in hyperbolic space  JANUARY 28 (Friday) - 14:30 Zoom link https://unipd.zoom.us/j/88182977183 (meeting ID 881 8297 7183), available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: In the focus of this talk are random tessellations in hyperbolic space induced by Poisson point processes on the space of hyperbolic hyperplanes (totally geodesic subspaces of co-dimension 1). In the first part of the talk we consider the so-called k-skeleton of such tessellations and prove that, when observed in a sequence of increasing observation windows, the k-volume of the k-skeleton satisfies a central limit theorem only for dimensions 2 and 3 and that asymptotic normality fails in all higher dimensions. In the second part of the talk we determine the non-Gaussian limiting distribution for the special case k=d-1 and indicate possible generalizations. On behalf of the organizers, Marco Formentin

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Seminario di Daniela Bertacchi, 20.1.2022, 11:00
by Francesco Caravenna 16 Jan '22

16 Jan '22

Ricevo e inoltro. > ---------- Forwarded message ---------- > From: "fosp(a)math.tugraz.at" <fosp(a)math.tugraz.at> > Subject: [fosp-announce] Strukturtheorie-Seminar: Donnerstag, 20.1.2022, > 11:00 s.t. > Resent-From: <woess(a)tugraz.at> > > Vortragende(r): Prof. Daniela Bertacchi > > Herkunft: Univ. Milano-Bicocca > > Titel: An epidemic model in inhomogeneous environment > > Zeit: Donnerstag, 20.1.2022, 11:00 s.t. > > Ort: Webex meeting > > We consider a SIR model on the complete graph with n nodes. Each vertex represents an individual which may be susceptible, infected or removed. At the beginning only one node is infected and each node $x$ has a random spread capacity $L_x$. Once infected, the node $x$ becomes an emitter and has $L_x$ attempts to infect other nodes, which are randomly chosen. If the attempt is towards a susceptible node $y$, then $y$ becomes infected, if it is towards an infected or removed node, then $x$ loses an infection attempt. > When $x$ has used all its spread capacity, it becomes removed and no longer interacts with the rest of the population. This model was studied by Comets et al. in the case where the spread capacities are i.i.d. and the nodes which one attempt to infect are chosen uniformly. > We study the case where the population is divided into J types and each type has a possibly different susceptibility, that is, some individuals have a larger probability of being chosen as targets. Also the law of the spread capacity may depend on the type. We obtain a law of large numbers and a central limit theorem for the duration of the process and the proportion of infected nodes. We prove that when the spread capacity is homogeneous, then a population with inhomogeneous susceptibility is overall less affected by the epidemics than a population with homogeneous susceptibility. > > This is joint work with J.Kampf, E.Sava-Huss and F.Zucca. > > > Webex meeting, meeting link: > > {https://tugraz.webex.com/tugraz-de/j.php?MTID=mfb7a477bc53fac8b0a6db53cf1f2690e} > > Meeting number: 2734 226 6767 > > Password: Je3q3w37mJG > > The meeting opens at 10:40, the 50min talk starts at 11:00 > > Organisator/in: W. Woess > > Institut für Diskrete Mathematik

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Concorso rtda Trieste
by ASCI CLAUDIO 15 Jan '22

15 Jan '22

Cari colleghi, segnalo che l'Università di Trieste ha bandito un posto da ricercatore a tempo determinato (rtda) in MAT/06 (Probabilità e Statistica Matematica). Il concorso è stato pubblicato sulla Gazzetta Ufficiale, 4a Serie Speciale - Concorsi ed Esami n. 4 del 14-1-2022. La scadenza per la presentazione della domanda è il 13 febbraio. E' possibile visualizzare il bando mediante il seguente link: https://titulus-units.cineca.it/albo/viewer?view=files/002308457-untscle-c6… Se qualcuno è interessato, può contattare il sottoscritto. Saluti. Claudio Asci Area dei Servizi amministrativi Settore Servizi al Personale Ufficio Concorsi del Personale docente<https://titulus-units.cineca.it/albo/viewer?view=files/002308457-untscle-c6…> Area dei Servizi amministrativi Settore Servizi al Personale Ufficio Concorsi del Personale docente 2 Università degli Studi di Trieste Piazzale Europa, 1 titulus-units.cineca.it

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Fwd: Postdoc in Bath
by Elisabetta Candellero 14 Jan '22

14 Jan '22

Ricevo e inoltro. Elisabetta ---------- Forwarded message --------- From: Matt Roberts <mattiroberts(a)gmail.com> Date: Thu, Jan 13, 2022 at 8:40 PM Subject: Postdoc in Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, I am hiring a postdoc, for around 14 months, starting basically as soon as possible. The project will involve either (dynamical) random graphs and noise sensitivity, or branching processes with spatial dependence. The advert is here: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9030 Please pass this on to anyone who might be interested. Apologies if you receive this more than once. Best wishes, Matt ######################################################################## To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1 This message was issued to members of www.jiscmail.ac.uk/APPLIEDPROB, a mailing list hosted by www.jiscmail.ac.uk, terms & conditions are available at https://www.jiscmail.ac.uk/policyandsecurity/

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Seminario R. Scimone - Politecnico di Milano
by Laura Maria Sangalli 11 Jan '22

11 Jan '22

Si avvisa che in data 14-01-2022, alle ore 15:00 precise, si svolgerà online il seguente seminario: Relatore: Riccardo Scimone, Politecnico di Milano Titolo: A look at the spatio-temporal mortality patterns in italy during the covid-19 pandemic through the lens of mortality densities Sommario: With the tools and perspective of Object Oriented Spatial Statistics, we analyze official daily data on mortality from all causes in the provinces and municipalities of Italy for the year 2020, the first of the COVID-19 pandemic. By comparison with mortality data from 2011 to 2019, we assess the local impact of the pandemic as perturbation factor of the natural spatio-temporal death process. For each Italian province and year, mortality data are represented by the densities of time of death during the calendar year. In this talk, the use of a density-on-density functional linear model, formulated to decouple temporal and spatial variability, will be firstly illustrated, followed by a spatial analysis focused on identifying the spatial correlation structure of the death process before and during the pandemic. An anomaly detection framework at the very granular scale of Italian municipalities will also be described. Il link per seguire il seminario sarà reso disponibile su https://mox.polimi.it/mox-seminars/?id_evento=2117 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

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Selezione RTDB presso Scuola Normale Superiore
by Franco Flandoli 11 Jan '22

11 Jan '22

Si segnala il bando RTDB presso la Scuola Normale Superiore, scadenza 24 febbraio 2022. <https://www.stat.unipd.it/bando-2021po186-relativo-allindizione-di-procedur…> https://amministrazionetrasparente.sns.it/bando/selezione-di-ricerc atore-tempo-determinato-di-tipo-b-sc-01a3-ssd-mat06-recruitment-1-fixed-terms-researcher-academic-recruitment Cordiali saluti Franco Flandoli

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Fwd: JVP at Centro De Giorgi - New deadline for application: 25th January 2022.
by Marco Romito 10 Jan '22

10 Jan '22

-------- Forwarded Message -------- We apologise in advance for cross-posting ********************************** Dear All, The "Centro di Ricerca Matematica Ennio De Giorgi" (CRM-PISA) invites applications for SIX two-year Junior Visiting Positions (2022-2024) for the following subject matters: 1. Algebraic Geometry and/or Number Theory; 2. Topology, Differential Geometry and/or Geometric Analysis; 3. Partial Differential Equations and/or Probability; 4. Numerical Analysis and/or Financial Mathematics; 5. Dynamical Systems (2 positions are available). Successful candidates will be new or recent PhDs in Mathematics with an exceptional research potential. PhD students can also apply, provided they obtain their PhD no later than 1st October 2022. Candidates must apply for a specific and single subject matter among the 5 specified above. _New Deadline for application: 25th January 2022._ To submit application please link to the ANNOUNCEMENT at: https://amministrazionetrasparente.sns.it/bando/junior-visiting-positions-2… For additional information e-mail job.opportunities(a)sns.it. CRM Secretariat Centro di Ricerca Matematica "Ennio De Giorgi" Scuola Normale Superiore Piazza dei Cavalieri, 3 56126 Pisa, Italy

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Bando professore I fascia 13D1 Università di Padova
by Alessandra Fabbri Colabich 10 Jan '22

10 Jan '22

Buongiorno, si segnala il bando per professore di I fascia S.C. 13D1 presso il Dipartimento di Scienze Statistiche dell'Università di Padova, scadenza *ore 13:00 del 20 gennaio 2022*. https://www.stat.unipd.it/bando-2021po186-relativo-allindizione-di-procedur… Cordiali saluti Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche Segreteria di Direzione

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Fwd: Seminario di Fabio Zucca
by Francesco Caravenna 10 Jan '22

10 Jan '22

Ricevo e inoltro. > ---------- Forwarded message ---------- > Date: Tue, 4 Jan 2022 07:10:38 +0000 > From: "fosp(a)math.tugraz.at" <fosp(a)math.tugraz.at> > To: "Fosp-announce(a)math.tugraz.at" <Fosp-announce(a)math.tugraz.at> > Subject: [fosp-announce] Seminar Fabio Zucca: Thursday, 13.1.2022, > 11:00 > > Vortragende(r): Prof. Fabio Zucca > > Herkunft: Politecnico di Milano > > Titel: Counting extinction probabilities of branching processes > > Zeit: Thursday, 13.1.2022, 11:00 > > Ort: Webex online meeting > > We consider Galton-Watson branching processes with countable typeset $X$. We study the vectors $\mathbf{q}(A)=(q_x(A))_{x \in X}$ recording the conditional probabilities of extinction in subsets of types $A \subseteq X$, given that the type of the initial individual is $x$. We first investigate the location of the vectors $\mathbf{q}(A)$ in the set of fixed points. Next, we present equivalent conditions for $\mathbf{q}_x(A) < \mathbf{q}_x(B)$ for any initial type $x$ and $A,B \subseteq X$. Finally, we develop a general framework to characterise all distinct extinction probability vectors, and thereby to determine whether there are finitely many, countably many, or uncountably many distinct vectors. We illustrate our results with examples. > > This is based on joint work with D.Bertacchi, P.Braunsteins and S.Hautphenne. > > > Webex meeting, meeting link: > > {https://tugraz.webex.com/tugraz-de/j.php?MTID=m32158f79ff92d881d5eb9b4f2502cfef} > > Meeting number: 2730 713 4197 > > Password: kFvAawdJ332 > > The meeting opens at 10:40, the 50min talk starts at 11:00 > > > > Organisator/in: W. Woess > > Institut für Diskrete Mathematik > TU Graz, Austria

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2 assegni di ricerca alla Sapienza: annuale e biennale
by Faggionato, Alessandra 10 Jan '22

10 Jan '22

Buongiorno riporto sotto gli avvisi per due assegni al Dipartimento di Matematica alla Sapienza. Uno e' annuale e l'altro biennale (quello biennale ha uno stipendio mensile maggiore). La scadenza e' prossima... Grazie per l'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Vi informo che è stato pubblicato sul sito web di Ateneo il seguente bando per assegno di ricerca: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/184958 n. 7/2021 per il conferimento di n. 1 assegno annuale categoria A tip. I _ Matematica e sue applicazioni. SSD: tutti scadenza: 21 gennaio 2022 Responsabile scientifico: Direttrice del Dipartimento %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Vi informo che è stato pubblicato sul sito web di Ateneo il seguente bando per assegno di ricerca: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/184959 n. 8/2021 per il conferimento di n. 1 assegno biennale categoria A tip. I _ Matematica e sue applicazioni. SSD: tutti scadenza: 21 gennaio 2022 Responsabile scientifico: Direttrice del Dipartimento -- ************************************************* 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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Fwd: Saint-Flour 2022 - first announcement
by Marco Romito 10 Jan '22

10 Jan '22

-------- Forwarded Message -------- SAINT-FLOUR 2022 - FIRST ANNOUNCEMENT Dear colleagues The 50th Saint-Flour Probability Summer School will be held on July 11-23, 2022. This year's courses will be: Ramon van Handel: Nonasymptotic random matric theory Sylvie Méléard: Interplay between scales for eco-evolutionary mathematical models. Allan Sly: Random Constraint Satisfaction Problems Abstracts and further information can be found here: https://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php Online application will open in February. Another announcement will be sent at that time. Best regards, The organizing committee Christophe Bahadoran, Hacène Djellout, Arnaud Guillin ------------------------------------------------- Laboratoire de Mathématiques Blaise Pascal, CNRS UMR 6620 Université Clermont-Auvergne, Campus des Cézeaux 3, place Vasarely TSA 60026 CS 60026 63178 Aubière cedex, France Tel: +33 (0)4 73 40 70 50 Fax: +33 (0)4 73 40 54 50 stflour.lmbp(a)uca.fr

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Postdoc position at the Scuola Normale Superiore
by Fabrizio Lillo 09 Jan '22

09 Jan '22

Dear all, A call for a 15 month research contract is open at the Scuola Normale Superiore, Pisa (Italy). The topic of the research is “Algorithmic trading in energy markets with market microstructure methods” and it is part of a collaboration between A2A and Scuola Normale. The project will concern the development of quantitative methods for the analysis and modeling of the high frequency dynamics of price and of limit order book in energy markets. Specifically, the research will focus on: time series analysis and modeling in energy markets, short-term scenario generation of market evolution and development of market making and optimal execution strategies. The research activity will be done in close collaboration with the A2A quantitative team in Milan. The details of the call (in Italian and English) are available at https://amministrazionetrasparente.sns.it/bando/algorithmic-trading-nei-mer… The deadline is January 20. I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please contact Fabrizio Lillo (fabrizio.lillo(a)sns.it) Thanks and all the best, Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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PhD in Energy Market Modelling (fwd)
by Tiziano Vargiolu 06 Jan '22

06 Jan '22

---------- Forwarded message ---------- Date: Wed, 5 Jan 2022 19:09:43 +0000 From: Marianna RUSSO <marianna.russo(a)neoma-bs.fr> To: "vargiolu(a)math.unipd.it" <vargiolu(a)math.unipd.it> Cc: Mel Devine <mel.devine(a)ucd.ie> Subject: FW: PhD in Energy Market Modelling Ciao Tiziano, Come stai? By best wishes of a happy and enjoyable 2022!!! Let we stay positive in mind and negative in test! I was wondering if you can circulate among your mailing list this opening for a funded PhD position at UCD (Dublin) in energy marker modelling. --------------------------- PhD in Energy Market Modelling To answer research questions surrounding climate change, effective modelling of future energy markets is required. Such models provide insights from planning, operations, and regulatory perspectives. Energy suppliers use them to gain insights on possible trading strategies while policymakers use them to analyse consumer costs and carbon emissions. Energy market modelling is an interdisciplinary field covering areas such as mathematics, statistics, economics, finance, and engineering. This PhD project will revolve around the general theme of energy market modelling. Topics could include (but are not limited to) the following: - Optimisation (Integer, linear, non-linear programming) - Equilibrium modelling - Stochastic modelling - Game\decision theory - Risk modelling Candidate profile Prospective applicants should have strong quantitative modelling skills and evidence of research (e.g., dissertation or final year project). Applications are welcome from those with a background in either mathematics, statistics, economics, finance, or engineering (or similar fields). In addition, candidates should have strong communication and interpersonal skills. Funding is available for the above or for a related PhD project. For further details please contact: Dr. Mel Devine (mel.devine(a)ucd.ie) Stipend: ?18,000 per annum. In addition, funds are available for research costs and fees (for both EU and non-EU applicants) are covered. To apply, please forward a cover letter and CV (max 2 pages for each) to mel.devine(a)ucd.ie before 1-Mar-2021. Considerations of applications will continue on an ongoing basis until the position is filled. Mel Devine, PhD, Ad Astra Fellow and Assistant Professor, College of Business, Energy Institute, University College Dublin, Belfield, Dublin 4, Ireland https://people.ucd.ie/mel.devine

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Energy Finance Italia 7 - reminder (fwd)
by Tiziano Vargiolu 06 Jan '22

06 Jan '22

---------- Forwarded message ---------- Date: Tue, 4 Jan 2022 08:10:39 +0000 From: ALESSANDRO SAPIO <alessandro.sapio(a)uniparthenope.it> Subject: Energy Finance Italia 7 - reminder Dear all, best wishes for a happy new year. This is a kind reminder that the deadline for submitting abstracts to Energy Finance Italia 7 is 10 January 2022. Please, feel free to circulate the announcement reported below. Best regards, Alessandro Sapio ### Dear All, we are glad to announce the 7th edition of Energy Finance Italia. The workshop will be organised by the Department of Business and Economics (DiSAE) and by the Department of Business and Quantitative Studies (DiSAQ), Parthenope University of Naples, and will take place on February 10-11, 2022. The workshop welcomes applications of econometrics, forecasting, risk management, portfolio optimisation, and big data techniques to energy markets. We aim to hold the workshop as an in-person event. A limited number of online slots will be reserved to participants who are unable to reach the conference venue due to pandemic restrictions. Any change in the workshop format will be communicated by means of our website and newsletter. The deadline for the submission of a long abstracts (max two pages) has been extended to January 10, 2022. Please, send your abstracts to efi7(a)uniparthenope.it. Notification of acceptance: January 15, 2022. Registration and payment of fees: not later than January 25, 2022. More information on the workshop is available at: http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-7-work shop EFI7 (next workshop) The seventh workshop of the EFI association, Energy Finance Italia Edizione 7 (EFI7) will be held on. February 10-11, 2022 at the Parthenope University of Naples, in Naples, Italy.. Keynote speakers of EFI7 will be. Prof. Rafa? Weron, Wroc?aw University of Science and Technology, Prof. H?lyette Geman, Birkbeck University in London. Please notice: energyfinanceitalia.unicam.it Best regards, Alessandro Sapio on behalf of the Organizing Committee ###

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Reminder: Webinar del Gruppo UMI-PRISMA
by c.ceci＠unich.it 05 Jan '22

05 Jan '22

Carissim*, ricordiamo i prossimi seminari online promossi dal Gruppo UMI-PRISMA: Lunedi’ 10 gennaio 2022 ore 16:00 Andrea Pascucci TITLE: Kolmogorov equations: old and new results ABSTRACT: In this talk I present a survey of results about linear and nonlinear equations of Kolmogorov type arising in physics and in mathematical finance. These equations typically satisfy a parabolic Hormander condition and induce rich intrinsic geometric structures. Results about the existence and regularity of solutions are presented. Recent applications to stochastic filtering are also discussed. ore 17:00 Elena Issoglio TITLE: McKean SDEs with singular coefficients ABSTRACT: In this talk we consider a class of SDEs with drift depending on the law density of the solution, known as McKean SDEs. The novelty here is that the drift is singular in the sense that it is `multiplied' by a generalised function (element of a negative fractional Sobolev space). Those equations are interpreted in the sense of a suitable singular martingale problem, thus a key tool is the study of the corresponding singular Fokker-Planck equation. We define the notion of solution to the singular McKean equation and show its existence and uniqueness. This is based on a joint work with F. Russo (ENSTA). Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sono reperibili alla pagina web Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci

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Invitation to Special Issue "Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets" [Sustainability]
by Andrea Flori 05 Jan '22

05 Jan '22

Apologies for cross-posting Dear all, We want to bring to your attention the Call for papers for the Special Issue "*Transition Risk to a Low-Carbon Economy and the Effects on Financial Markets*" of the journal Sustainability ( https://www.mdpi.com/journal/sustainability) We are targeting original contributions in climate finance and climate econometrics. Submitted papers will undergo a regular review process under the supervision of the Guest Editors (Andrea Flori and Luca Trapin). The deadline for submissions is January 30, 2023. Detailed information on the special issue: https://www.mdpi.com/journal/sustainability/special_issues/transition_risk_… Best wishes, A. Flori and L. Trapin -- *** DISCLAIMER *** Questa e-mail e i relativi allegati potrebbero contenere informazioni confidenziali e private, destinate ad essere lette ed utilizzate solo dai destinatari a cui è indirizzata. Qualsiasi tipo di divulgazione, distribuzione o uso da parte di persone non autorizzate è proibito e potenzialmente illegale. Nel caso in cui voi non siate i diretti destinatari, vi preghiamo di comunicarlo immediatamente e di cancellare la presente assicurandovi di distruggere dal vostro sistema qualsiasi altra copia e i relativi allegati; non è permesso copiare e divulgare il contenuto della presente mail. Grazie This e-mail and any attachments may contain confidential and privileged information and is intended only for the use of the stated recipient(s). Any dissemination, distribution or use of this information by a person other than the intended recipient(s) is unauthorized and may be illegal. If you are not the intended recipient(s), please notify the sender immediately, delete this e-mail and destroy any attachment from your system; you should not copy the message or disclose its contents to anyone. Thank you

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Fw:I: Call for interest Milano-Bicocca (fwd)
by Tiziano Vargiolu 04 Jan '22

04 Jan '22

--------------------------------------------------------------------------- Con preghiera di diffusione Vorrei segnalare che il Dipartimento di Matematica e Applicazioni di Milano-Bicocca intende aprire una/due posizioni da professore associato nel prossimo futuro e sta raccogliendo a tale scopo manifestazioni di interesse. Per i dettagli rimando al link https://www.matapp.unimib.it/it/news/faculty-positions-department-mathemati… Faculty positions at the Department of Mathematics - 2022 | Dipartimento di Matematica e Applicazioni www.matapp.unimib.it Call for interest Cari saluti, Rita Pini

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Fwd: JVP positions at Centro de Giorgi: dedaline January 11th 2022
by Stefano Marmi 04 Jan '22

04 Jan '22

Dear all, there are 6 two-year long postdoc positions available at the Centro di Ricerca Matematica Ennio De Giorgi, S.N.S. Pisa, one of the positions is in probability and two are in dynamical systems. The deadline for applications is January 11, 2022. See the message below from the Director of the Center. Apologies for cross-posting. Best wishes, Stefano Marmi ---------- Forwarded message --------- Da: Andrea Malchiodi <andrea.malchiodi(a)sns.it> Date: mar 4 gen 2022 alle ore 10:57 Subject: Fwd: JVP positions at Centro de Giorgi: dedaline January 11th 2022 To: Stefano Marmi <stefano.marmi(a)sns.it> Dear All, Centro De Giorgi at Scuola Normale Superiore in Pisa has an ongoing call for six two-year post-doc Junior Visiting Positions in Mathematics. Here you can find a web page with more details and the link to the on-line application https://amministrazionetrasparente.sns.it/bando/junior-visiting-positions-2… The *deadline* is *January 11th, 2022*. Please circulate the message to candidates who are possibly interested. Apologies for cross-posting. Best regards, Andrea Malchiodi

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bando RtdB Mat/06 - Sapienza Roma, Dipartimento di Scienze Statistiche
by Luisa Beghin 31 Dec '21

31 Dec '21

Buongiorno, vi segnalo l'uscita del seguente bando per una posizione di RtdB nel s.s.d. Mat/06, presso il Dipartimento di Scienze Statistiche di Sapienza, Università di Roma. La scadenza è il 27-1-2022. Altre informazioni al link https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/185145 Cordiali saluti e auguri di un sereno 2022! Luisa *************************************************************** 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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Postdoc in Financial Mathematics at Dublin City University
by Paolo Guasoni 28 Dec '21

28 Dec '21

Dear Colleague, Dublin City University has a Postdoctoral position (Two-year) in Financial Mathematics https://www.dcu.ie/sites/default/files/inline-files/%23RF1609%20Postdoctora… The closing date for the application is January 30th, 2022. With best wishes of Happy New Year, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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May 5-6, 2022 -- Milan Workshop on Stochastic Games and Martingale Optimal Transport
by Luciano Campi 28 Dec '21

28 Dec '21

Dear all We are glad to announce the workshop on Stochastic Games and Martingale Optimal Transport that will be organized at the University of Milano, Italy, and will take place on May 5-6, 2022. The aim of the workshop is to bring together researchers in the area of stochastic games and martingale optimal transport to present and discuss the most recent developments on the fields. The format of the workshop is in presence only. In the unfortunate case of a worsening of the Covid19 situation and/or if further restrictions are enforced, the workshop will be postponed. Any change in the workshop format will be communicated by means of our website. We encourage and welcome contributions in the main themes of the workshop. The deadline for the submission of the abstract is March 15, 2022. More information on the workshop, on the submission and on the list of invited speakers are available on the website of the workshop: https://sites.google.com/view/sgandmot <https://sites.google.com/view/sgandmot> The link to the workshop is also present on the personal web pages of the organizers. Best Regards, The organizers, Matteo Burzoni Luciano Campi Alessandro Doldi Marco Frittelli Marco Maggis -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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Webinar PRISMA
by c.ceci＠unich.it 28 Dec '21

28 Dec '21

Buongiorno a tutti, abbiamo il piacere di annunciare i prossimi seminari online promossi dal Gruppo UMI- PRISMA: Lunedi’ 10 gennaio 2022, ore 16-18 Andrea Pascucci TITLE: Kolmogorov equations: old and new results ABSTRACT: In this talk I present a survey of results about linear and nonlinear equations of Kolmogorov type arising in physics and in mathematical finance. These equations typically satisfy a parabolic Hormander condition and induce rich intrinsic geometric structures. Results about the existence and regularity of solutions are presented. Recent applications to stochastic filtering are also discussed. Elena Issoglio TITLE: McKean SDEs with singular coefficients ABSTRACT: In this talk we consider a class of SDEs with drift depending on the law density of the solution, known as McKean SDEs. The novelty here is that the drift is singular in the sense that it is `multiplied' by a generalised function (element of a negative fractional Sobolev space). Those equations are interpreted in the sense of a suitable singular martingale problem, thus a key tool is the study of the corresponding singular Fokker-Planck equation. We define the notion of solution to the singular McKean equation and show its existence and uniqueness. This is based on a joint work with F. Russo (ENSTA). Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sono reperibili alla pagina web http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, e AUGURI DI BUON ANNO!! Claudia Ceci e Domenico Marinucci

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