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A``WINTER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS: 22 Marzo 2019 (Gallavotti e Rolles)
by Francesca Romana Nardi 12 Mar '19

12 Mar '19

Siamo felici di annunciarvi la settima giornata di seminari: A ``WINTER'' DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 22 March 2019 Lecturers: Giovanni Gallavotti (Roma) and Silke Rolles (Munich) Location: Aula Tricerri Viale Morgagni 67, Firenze Informazionei su come arrivare alla pagina: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html Prof. Giovanni Gallavotti (Universita` di Roma La Sapienza) Title: Title: Statistical ensembles, entropy and probability in statistical mechanics, and extension to chaotic motions. Abstract: A historical view on the theoretical developments generated by Boltzmann's attempt to find a mechanical interpretation of the second principle, from the action principle to the Boltzmann's equation to phase transitions and their universality to the modern developments in the non-equilibrium thermodynamics. In the second part the case of fluid mechanics and an interpretation of viscosity and irreversibility will be analyzed and related to an extension of the statistical ensembles to non-equilibrium phenomena. Prof. Silke Rolles (Technical University of Munich) Title: Processes with reinforcement. Abstract: In 1986, Persi Diaconis introduced edge-reinforced random walk as a simple model for a tourist exploring an unknown city. Already then, he raised the question of recurrence and transience of this process on the d-dimensional integer lattice. Since edge-reinforced random walk is more likely to traverse edges that have been traversed often before and simple random walk is recurrent in dimension 2, recurrence of edge-reinforced random walk on the two-dimensional integer lattice may seem intuitively clear. However, a proof of this result was only found in 2015 by Sabot and Zeng. For dimensions larger or equal to 3 a phase transition between recurrence and transience was shown by Disertori, Sabot and Tarres in 2011 and 2014. In the talk I will give an overview of the subject and present some basic techniques. In particular, the edge-reinforced random walk is a mixture of reversible Markov chains with an explicitly known mixing measure. In a special case, this can be illustrated with an analogous result for the Polya urn. Program: 11.00-11.45 Introductory lecture: Gallavotti 11.45-12.00 Break 12.00-12.45 Seminar: Gallavotti 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Rolles 15.15-15.30 Break 15.30-16.30 Seminar: Rolles Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola. Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alla pagina web http://web.math.unifi.it/users/fnardi/seminari/ Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un catering con cibi vegerariani e non, percio` ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati (per una migliore organizzazione) chiedo di mandare un email a francescaromana.nardi(a)unifi.it; gianmarco.bet(a)unifi.it; angela.caporicci(a)unifi.it, con l'intenzione di partecipare al coffe break, al pranzo, o solo al seminario. Resta fermo il fatto che ci sono molte altre possibilita` per mangiare se preferite regolarvi indipendentemente. Vi aspettiamo numerosi Francesca R. Nardi e Gianmarco Bet Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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

12 Mar '19

Dear All, this is a kind reminder announcing the Summer School *"Equilibria in Financial Markets: General Equilibrium and Game Theoretic Perspective"* to be held at *Bielefeld University* in the week *July 08 - July 12, 2019*. http://www.uni-bielefeld.de/(en)/imw/summerschool19/ During the summer school we aim at discussing the different approaches to "equilibrium" arising in financial markets and games. In particular, we intend to discuss recent advances in general equilibrium theory, stochastic games of control and stopping, backward stochastic differential equations in games and general equilibrium, and mean-field games. These topics will be addressed during the lectures of *Luciano Campi (London School of Economics)* *Saïd Hamadène (Université du Maine) <http://lmm.univ-lemans.fr/spip.php?article6>* *Kasper Larsen (Rutgers School of Arts and Sciences) * *Gordan Zitkovic (university of Texas at Austin) * *Frank Riedel (Bielefeld University)* *Deadline for applications* is *April 30, 2019*, and you can apply through the following link http://www.uni-bielefeld.de/(en)/imw/summerschool19/application/index.html* * Looking forward to having you in Bielefeld, Giorgio Ferrari* * --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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[COURSE] YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process
by stefano iacus 11 Mar '19

11 Mar '19

[Apologizes for cross posting] YSS2019: The first YUIMA Summer School on Computational and Statistical Methods for Stochastic Process 25-28 June 2019, Brixen-Bressanone, Italy This 4 days course aims at introducing researchers, PhD students and practitioners to several aspects of numerical and statistical analysis of time series through the R language and, in particular, the YUIMA package. The course covers topics of R programming, time series data handling, simulation, numerical and statistical analysis for several types of models including: point processes, stochastic differential equations driven by Brownian motion with or without jumps, fractional Brownian motion and Lévy processes. For detailed information see the course page at: https://yuimaproject.com/yss2019/ Registration closes on May 20th 2019! Stefano ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Post Doc Grant UCA Nice
by davide gabrielli 11 Mar '19

11 Mar '19

Dear All, Université Côte d'Azur is launching a call for "Individual Grants for Young Researchers" applications, which aims to promote the recruitment of young researchers at the post-doctoral level. More informations in attachment. Please forward to potential applicants. Best regards, Cedric Bernardin

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de Finetti risk seminar - march 2019
by Emanuela Rosazza 11 Mar '19

11 Mar '19

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Entropic and dynamic optimal transport Giuseppe Savaré Dipartimento di Matematica “Felice Casorati”, Università di Pavia Abstract: We will briefly review various equivalent characterizations of Optimal Transport and we will show that a simple relaxation of its Benamou-Brenier dynamic formulation leads to the new class of Optimal Entropy- Transport problems, combining entropic and transport costs. We will discuss the particular example of the Hellinger-Kantorovich metric, which provides a natural geometric way to measure the distance between positive measures with possibly different masses. LOCATION: The seminar will be held on Wednesday, March 13, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Workshop "Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project"
by Alessandro Degregorio 11 Mar '19

11 Mar '19

*The 2nd Yuima Workshop 2019: Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project* This two-day workshop is aimed at presenting the latest results on simulation and inference for stochastic processes and their current and prospect implementation within the YUIMA R package. Dates: March 22 (Fri) 10:30-12:20, 14:00-17:00 March 25 (Mon) 10:30-12:20, 14:00-15:30 Location: Department of Statistical Sciences - Sapienza, University of Rome P.le Aldo Moro 5, 00185 Rome (Italy) 4th Floor, Room 34 Invited speakers: * Alexande Brouste (University of Le Mans, France) * Alessandro De Gregorio (University of Rome) * Shoichi Eguchi (Osaka University) * Emanuele Guidotti (Partner with Algo Finance Sagl., CEO Founder of WhatsOut Srl) * Kengo Kamatani (Osaka University) * Yuta Koike (University of Tokyo, JST CREST) * Hiroki Masuda (Kyushu University) * Lorenzo Mercuri (University of Milan) * Masayuki Uchida (Osaka University) * Yuma Uehara (The Institute of Statistical Mathematics) * Nakahiro Yoshida (University of Tokyo, Institute of Statistical Mathematics, JST CREST) The conference program is available in the link below: http://www.sigmath.es.osaka-u.ac.jp/statmodel/?page_id=1411 The attendance to the workshop is open to “eveRyone" interested in the YUIMA Project. Best regards Alessandro De Gregorio

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Fwd: Saint-Flour 2019 - registration
by Marco Romito 11 Mar '19

11 Mar '19

-------- Forwarded Message -------- Subject: Saint-Flour 2019 - registration SAINT-FLOUR 2019 - SECOND ANNOUNCEMENT Dear colleagues, Online registration is open for the 49th Saint-Flour Probability Summer School (July 7-19). Registration page: http://recherche.math.univ-bpclermont.fr/stflour/inscription_en.php This year's lectures are: Nicolas Curien (Université d'Orsay - Paris-Saclay): Discrete random surfaces. Elchanan Mossel (Massachusetts Institute of Technology): Probabilistic aspects of voting, intransitivity and manipulation. Philippe Rigollet (Massachusetts Institute of Technology): Statistical optimal transport. DEADLINE FOR REGISTRATION: MAY 4TH We draw your attention to the fact that registration MAY CLOSE BEFORE this date depending on the number of applications. EARLY REGISTRATION is thus RECOMMENDED. The 49th Saint-Flour Probability Summer School is a partner event of CNRS' 80th anniversary. As a CNRS school, registration is free of charge for CNRS researchers and CNRS Phd students. They are particularly welcome to attend the school. For further information, see the school website and YouTube channel: http://recherche.math.univ-bpclermont.fr/stflour/stflour-en.php https://www.youtube.com/channel/UC640PtwmkBnrhCdop2daET 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) 4 73 40 70 50 fax (+33)4 73 40 54 50

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RTD A in MAT/06
by c.costantini＠unich.it 08 Mar '19

08 Mar '19

E' stato bandito un posto di RTD A nel s.s.d. MAT/06 presso il Dipartimento di Economia dell'Universita' di Chieti-Pescara, con SCADENZA il 4 APRILE 2019. Il bando e' disponibile alla pagina web https://www.unich.it/node/12117 Il Dipartimento di Economia dell'Universita' di Chieti-Pescara offre diversi corsi di MAT/06 sia in un indirizzo di Finanza (triennale e magistrale) che in un corso di laurea magistrale in Data Science. Le aree in cui esiste gia' una ricerca attiva nel Dipartimento sono: controllo stocastico, filtraggio, modelli stocastici per la finanza e le assicurazioni; processi stocastici con condizioni di frontiera, reti stocastiche, problemi di martingala, convergenza di processi stocastici. I giovani ricercatori in tutte le aree della Probabilita' sono caldamente invitati a fare domanda. Claudia Ceci e Cristina Costantini

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Reminder: RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics - Call for interest - Ca' Foscari University of Venice
by Antonella Basso 07 Mar '19

07 Mar '19

RTD-B position in Financial mathematics, actuarial sciences or mathematics for economics University of Venice, Ca' Foscari <https://inomics.com/institution/university-of-venice-ca-foscari-1132315> The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for an RTD-B position (assistant professor with an associate professor tenure track) in *Financial mathematics and actuarial sciences*; expressions of interest in *Mathematics for economics *can also be considered. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at _http://www.unive.it/pag/28365/. <http://www.unive.it/pag/28365/>_ Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, preferably including grant application and project management. A strong interest in high quality teaching is also expected. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. *Application Instructions* Applications should be received by March 15, 2019. They should include a CV, and should be sent to *_recruiting.dec(a)unive.it <mailto:recruiting.dec@unive.it>_**.* There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address:basso@unive.it Web page:http://www.unive.it/data/persone/5591751

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Seminario di Elena Bandini a Bologna (nuovo orario)
by Alberto Lanconelli 07 Mar '19

07 Mar '19

Statistics Seminars 2019 Martedì 12 marzo 2019 ore 10 Aula II, Dipartimento di Scienze Statistiche, piano terra "BSDEs driven by a general random measure and optimal control for piecewise deterministic Markov processes" Dott.ssa Elena Bandini, Università degli Studi di Milano-Bicocca Abstract: We consider an optimal control problem for piecewise deterministic Markov processes (PDMP) on a bounded state space. Here a pair of controls acts continuously on the deterministic flow and on the transition measure describing the jump dynamics of the process. For this class of control problems, the value function can be characterized as the unique viscosity solution to the corresponding integro-differential Hamilton-Jacobi-Bellman equation with a non-local type boundary condition. We are able to provide a probabilistic representation for the value function in terms of a suitable backward stochastic differential equation, known as nonlinear Feynman-Kac formula. The jump mechanism from the boundary entails the presence of predictable jumps in the PDMP dynamics, so that the associated BSDE turns out to be driven by a random measure with predictable jumps. Existence and uniqueness results for such a class of equations are non-trivial and are related to recent works on well-posedness for BSDEs driven by non quasi-left-continuous random measures" Tutti gli interessati sono invitati a partecipare Alberto Lanconelli Dipartimento di Scienze Statistiche "Paolo Fortunati" Alma Mater Studiorum - Università di Bologna

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