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[STAR Seminars] Wed Jan 14 - Rahma Yasmina Moulay Hachemi
by Leonardo Tarquini 13 Jan '26

13 Jan '26

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series on Wednesday, January 14th, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/67027975721>. The speaker is Rahma Yasmina Moulay Hachemi (University of Saida Dr. Moulay Tahar) with the talk: Title: The stochastic heat inclusion with fractional time derivative driven by time-space Brownian white noise Abstract: We study a time-fractional stochastic heat inclusion driven by additive time-space Brownian noise given by: ∂^α/∂t^α Y (t, x) ∈ λ∆Y (t, x) + G(t, x, Y (t, x)) + σW (t, x); (t, x) ∈ (0, ∞) × R^d. Here d ∈ N = {1, 2, ...} is the space dimension, x ∈ R^d denotes a point in space, t ≥ 0 denotes the time. Here d ∈ N = {1, 2, ...} is the space dimension, x ∈ R^d denotes a point in space, t ≥ 0 denotes the time. The fractional time derivative is interpreted as the Caputo derivative of order α ∈ (0, 2). We show the following: a) If a solution exists, then it is a fixed point of a specific set-valued map. b) Conversely, any fixed point of this map is a solution of the heat inclusion. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

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13th Bachelier World Congress – Submission Deadline Approaching
by silvia.romagnoli＠unibo.it 13 Jan '26

13 Jan '26

📣 13th Bachelier World Congress – Bologna, Italy We are pleased to announce that the 13th Bachelier World Congress of the Bachelier Finance Society will take place in Bologna, Italy, from 29 June to 3 July 2026. 🌟 The scientific programme will feature a distinguished lineup of international plenary speakers, including the Louis Bachelier Lecture by Nicole El Karoui. ⏳ The submission deadline is approaching, and we warmly encourage researchers to submit their contributions. 🎓 Financial support for Early Career Researchers presenting at the Congress will be available. We strongly encourage a broad participation of young researchers, whose contributions are a central part of the Bachelier community. 🖊️ Information on paper submissions, minisymposia, and registration is available on the official conference website: https://eventi.unibo.it/bachelier 🇮🇹 We very much look forward to welcoming the Bachelier community to Bologna in 2026. Best regards, Silvia Romagnoli

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[Call for Talks & Papers] VieCo26- Vienna-Copenhagen Conference on Financial Econometrics 2026
by Viktoria Schildhammer 12 Jan '26

12 Jan '26

Dear colleagues, We invite submissions for the upcoming Vienna-Copenhagen Conference on Financial Econometrics, taking place at the University of Vienna, Austria from August 13-15th 2026. This long-standing meeting series brings together researchers working on theoretical, methodological, and empirical aspects of financial econometrics, statistics, applied mathematics, and quantitative economics. Topics include (but are not limited to): risk measurement and management, asset pricing, forecasting, high-frequency statistics, market microstructure, derivatives, and machine learning in finance. The conference will take place at the Faculty of Business, Economics and Statistics of the University of Vienna located in the heart of Vienna. This is an in-person meeting only. Keynote Speakers: Lasse Heje Pedersen, Copenhagen Business School Shuping Shi, Macquarie University Michael Wolf, University of Zurich & ADIA Lab Please submit your paper in PDF format via vieco26.isor(a)univie.ac.at Submission Deadline: March 1st, 2026 Organizers: Nikolaus Hautsch, University of Vienna Anders Rahbek, University of Copenhagen Stefan Voigt, University of Copenhagen Please visit our website, https://vieco2026.univie.ac.at, for further information. For inquiries, please contact vieco26.isor(a)univie.ac.at. We are looking forward to your submissions. Best regards, The Organizers

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Final announcement: INdAM Workshop - Probability Models in Mathematical Physics (PMMP) - Rome, 15-19 June 2026
by Fabio Deelan Cunden 12 Jan '26

12 Jan '26

Dear colleagues, we would like to send you the final announcement of the INdAM Workshop Probability Models in Mathematical Physics (PMMP) - integrability, asymptotics, and universality Rome, 15-19 June 2026 The workshop has a broad scope from random matrices, integrable systems, operator and spectral theory, semiclassical analysis, combinatorics, including applications to quantum mechanics, disordered systems and related areas, all encompassed under the triple keyword 'integrability, asymptotics, and universality'. The invited speakers are: • Elena Agliari (Rome) • Luca Avena (Florence) • Marton Balazs (Bristol) • Sung-Soo Byun* (Seoul) • Elisabetta Candellero (Rome) • Giorgio Cipolloni (Rome) • Tom Claeys (Louvain-La-Neuve) • Nina Gantert (Munich) • Cristian Giardinà (Modena and Reggio Emilia) • Alessandro Giuliani (Rome) • Ivailo Hartarsky (Lyon) • Silvia Pappalardi (Cologne) • Thierry Paul (Paris) • Claude-Alain Pillet* (Toulon) • Valentina Ros (Paris) • Gregory Schehr (Paris) • Dario Trevisan (Pisa) • Karol Zyczkowski (Krakow) * To be confirmed Further information is available on the website: https://sites.google.com/view/pmmp2026 <https://sites.google.com/view/pmmp2026> . Registration is free but mandatory through the web form at https://sites.google.com/view/pmmp2026/registration <https://sites.google.com/view/pmmp2026/registration>. Applicants can contribute a short talk or a poster. Some financial support to a limited number of young participants will be available. Applications can be submitted until January 31st, 2026, and will be reviewed in February 2026. Please note that the venue has a maximum capacity. For enquiry please contact us at pmmp2026rome(a)gmail.com <mailto:pmmp2026rome@gmail.com> . Best regards, Elia Bisi Fabio Deelan Cunden Giovanni Gramegna Marilena Ligabò

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Discrete Random Structures 2026
by Elia Bisi 12 Jan '26

12 Jan '26

Dear colleagues, Please find below some information regarding the conference “Discrete Random Structures 2026”, which will take place in Będlewo, Poland, from 17 to 22 May 2026. The organisers are also setting up a special session for young researchers. Best regards, Elia ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group ---------- Forwarded message ---------- Date: 9 Jan 2026 at 17:28 +0100 To: Conference Discrete Random Structures II <drs2(a)impan.pl> > > Dear Invited Speakers, > > We are pleased to inform you that registration for the Conference Discrete Random Structures II is now open. > > Please register via the conference website: > > https://sites.google.com/impan.pl/drs2026/registration > All practical information, including important dates, travel advice, and conference fee payment details, is available on the conference information page: > > https://sites.google.com/impan.pl/drs2026/information > Please ignore any unsolicited hotel offers from third parties; all accommodation is provided by the Conference Center. > > Finally, we plan to organize a special session for young researchers (PhD students, postdoctoral fellows, etc.); therefore, we encourage you to share the conference information with early-career researchers who may be interested. > > Further details will be sent in a subsequent email. Should you have any questions, please do not hesitate to contact us. > > Best regards, > Piotr Dyszewski

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Seminario Roxana Dumitrescu 15/01- Luiss
by Marta Leocata 10 Jan '26

10 Jan '26

Cari Colleghi, vi segnalo che lunedì 15 gennaio alle ore 12, presso l’aula seminari 307b della sede LUISS di viale Romania 32, Roxana Dumitrescu (CREST, ENSAE, Institut Polytechnique de Paris) terrà un seminario dal seguente titolo e abstract: Title: Multi-scale mean-field games with common noise Abstract: In this talk, I will introduce two novel classes of mean-field games (involving regular control and optimal stopping) in a two-scale regime and in the presence of common noise. I will discuss the existence of (\varepsilon)-equilibria in this setting, using an approach that avoids the classical difficulties typically encountered in the literature on mean-field games with common noise. Tutti gli interessati sono invitati a partecipare. Saluti, Marta Leocata

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Summer school "Applied Harmonic Analysis and Machine Learning" - Genoa, 7-11 September 2026
by Ernesto De Vito 09 Jan '26

09 Jan '26

As part of the scientific activity and educational offer of MaLGa - Machine Learning Genoa Center (https://malga.unige.it) we are delighted to announce the summer school "Applied Harmonic Analysis and Machine Learning", which will take place in Genoa on September 7–11, 2026. The intended audience includes graduate students in Mathematics, Physics, Computer Science and Engineering, as well as postdoctoral fellows and young researchers. The lecturers of this sixth edition will be Michael Bronstein (University of Oxford), Philipp Petersen (University of Vienna) and Clarice Poon (University of Warwick). We will also host a one-day workshop with invited speakers and selected contributed talks/posters from the participants. The school will be held in person only. Limited funding is available to cover accommodation expenses. The registration form, as well as further information and updates, can be found on the webpage https://malga.unige.it/education/schools/ahaml2026/. We kindly ask you to circulate this message among all the potentially interested colleagues/participants. We look forward to seeing you in Genoa! The organizers G. S. Alberti N. Aroua F. De Mari E. De Vito S. Sanna M. Santacesaria

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SPASS seminar: Pierfrancesco Beneventano
by Marco Romito 09 Jan '26

09 Jan '26

Dear Colleagues, We would like to invite you to the following SPASS seminars, *Edge of Stochastic Stability: SGD does not train neural networks as you expect it* by Pierfrancesco Beneventano (MIT) on Tuesday 13.1.2026 at 14:00 CET in Saletta Riunioni, Dipartimento di Matematica, UNIPI. A link for online participants will be shared on the website https://sites.google.com/unipi.it/spass Best, M. Romito on behalf of the organizers ------------------- Abstract: Recent findings demonstrate that when training neural networks using full-batch (deterministic) gradient descent with step size η, the largest eigenvalue λ of the Hessian consistently stabilizes around 2/η. These results are surprising and carry significant implications for convergence and generalization. This, however, is not the case for mini-batch optimization algorithms, limiting the broader applicability of the consequences of these findings. We show that mini-batch Stochastic Gradient Descent (SGD) trains in a different regime, which we term Edge of Stochastic Stability (EoSS). In this regime, what stabilizes at 2/η is Batch Sharpness: the expected directional curvature of mini-batch Hessians along their corresponding stochastic gradients. As a consequence, λ---which is generally smaller than Batch Sharpness---is suppressed, aligning with the long-standing empirical observation that smaller batches and larger step sizes favor flatter minima. We further discuss implications for mathematical modeling of SGD trajectories.

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[STAR Seminars] Wed Jan 21 - Susanna Dehò
by Leonardo Tarquini 09 Jan '26

09 Jan '26

Dear all, Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series on Wednesday, January 21st, from 11:00 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/67027975721>. The speaker is Susanna Dehò (University of Milano "La Statale") with the talk: Title: Symmetries of SDEs: from invariance properties to integration by parts formulas Abstract: The study of symmetries in differential equations, pioneered by Sophus Lie, constitutes a fundamental geometric approach to understand the invariance properties governing a dynamical system. By identifying the groups of transformations that preserve the equation’s structure, this framework provides systematic tools for order reduction, the construction of exact solutions, and the simplification of complex problems. Although symmetry analysis stands as a classical pillar for deterministic differential equations (ODEs and PDEs), supported by extensive literature, its extension to Stochastic Differential Equations (SDEs) represents a relatively recent field of research. Recent literature has also highlighted significant connections with the symmetries of the associated Fokker-Planck or Kolmogorov equations. Furthermore, the application of Lie symmetry theory to SDEs enables the derivation of integration by parts formulas inspired by Bismut’s variational approach to Malliavin calculus, with notable applications to the analysis of the law and regularity of the processes, as well as to the development of a stochastic calculus of variations. In this talk, we will discuss various notions of symmetry for SDEs, highlighting their connections to established invariance properties of well-known stochastic models and the symmetries of Kolmogorov PDEs. We will analyze how a geometric approach, inspired by Lie’s deterministic framework, enables the development of powerful computational tools for symmetry calculation. Subsequently, we will demonstrate how applying this geometric theory allows for the constructive derivation of an integration by parts formula for SDEs, rooted in Bismut’s approach. Finally, we will show how this integration by parts formula acts as a generating identity for well-known probability formulas, and discuss its connections to Stein’s identities. This contribution is based on a joint work with F.C. De Vecchi, P. Morando and S. Ugolini. Susanna Dehò, Francesco C. De Vecchi, Paola Morando, and Stefania Ugolini. Random rotational invariance of integration by parts formulas within a Bismut-type approach. Journal of Mathematical Physics: in print, 2025. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

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BEE-VOLatility Project final event
by Maria Elvira Mancino 08 Jan '26

08 Jan '26

Dear colleagues, on *January 15th, 2026*, the following workshop will take place *Assessing and Forecasting Climate Change and Its Impact on Pollinators’ Health and Ecosystem Integrity* *HONEY BEE VOLatility Final Event <https://www.unive.it/data/33113/7/110160>* The workshop seeks to explore and discuss a broad range of perspectives on climate and environmental risks, from modelling and forecasting climate change to investigating the impacts of climate change on honeybees’ health. The event will also feature contributions developed as part of the PRIN 2022 PNRR project “Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystem service provision”. *Thursday, 15 January 2026, 10.30-16.30* San Giobbe Economics Campus - Venice School of Management, Polo Rispoli (Cannaregio 873, Venice) *Also online via Zoom* Registration (*free*) before 13/1/2026 at 12.00 : https://forms.gle/Ao3BbAeEjyB8PfB97 This event is part of the dissemination activities developed within the Project “Honey BEE VOLatility: An environmental index for assessing climatic risk impact on ecosystems service provision” prot. nr. P2022AX5TH and received funding from the European Union Next-GenerationEU - National Recovery and Resilience Plan (NRRP) – MISSION 4 COMPONENT 2, INVESTIMENT 1.1 Fondo per il Programma Nazionale di Ricerca e Progetti di Rilevante Interesse Nazionale (PRIN) – CUP N. H53D23009460001 Kind regards Mavira

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