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Stochastic Dynamics and Particle Systems - Rome 16-18 February 2027
by Silvestri, Vittoria 20 Oct '26

20 Oct '26

Dear colleagues, We would like to announce the workshop: *Stochastic Dynamics and Particle Systems* *16-18 February 2027*, Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma. The purpose of the workshop is to bring together researchers working in the field of stochastic dynamics and particle systems from different viewpoints. Particular emphasis is placed on modern and future perspectives, as well as the links to other fields and applications. The event will be structured to stimulate discussion and interaction among participants. The program will include a *3 hours mini-course* by Pablo Ferrari (Buenos Aires), invited talks, and sessions on open problems and future directions. Confirmed speakers are: *Invited talks:* Gioia Carinci (Modena) Nicolas Forien (Paris) Ivailo Hartarsky (Lyon) Hubert Lacoin (Rio-Roma) Claudio Landim (Rio-Rouen) Brune Massoulié (Munich) Federico Sau (Milano) Oliver Tough (Durham) Denis Villemonais (Strasbourg) *Open problems:* Bernard Derrida (Paris) Patricia Gonçalves (Lisbon) Ellen Saada (Paris) Cristina Toninelli (Paris) *Registration is now open* until 7 January 2027. Further information, including the program, abstracts, and registration, is available at: https://perso.math.u-pem.fr/aasselah/Roma-2027.html We would be grateful if you could circulate this announcement to anyone who may be interested. Best wishes, Amine Asselah, Quentin Berger, Davide Gabrielli, Vittoria Silvestri ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Seminar Agazzi at Tor Vergata, 26.10
by Michele Salvi 20 Oct '26

20 Oct '26

Dear all, On Monday, October 26, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Andrea Agazzi (University of Bern) with the seminar “Stochastic scaling limits of deep transformer architectures” Abstract: In this talk, we study the evolution of tokens across the depth of randomly initialized transformer models, modeling them as a system of interacting particles driven by common noise in the infinite-depth and infinite-width limits. We focus on the interplay between self-attention and feed-forward layers and its role in the emergence of clustering. Using stochastic analysis, we identify explicit thresholds for local synchronization and relate them to the sign of Lyapunov exponents governing the separation of nearby tokens. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: https://teams.microsoft.com/meet/3776556878457324?p=zVF9baAPStALO27KKf The seminar is part of the Excellence Project MatMod@TOV.

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Department Seminar Sapienza University of Rome - Today
by Antonio Agresti 20 Oct '26

20 Oct '26

Dear All, Below is the announcement of today's (October 20) seminar at Castelnuovo (Department of Mathematics, Sapienza University of Rome) in Aula B at 15:30. I hope you can join. Best regards, Antonio Agresti *Speaker: *Nicolas Clozeau (University of Toulon) *Title:** Effective conductivity in random media* *Abstract:* We are interested in computing the electric field generated by a neutral, localized charge distribution in a random medium, modeled by a linear elliptic equation in divergence form. First, I will present results in the homogenization regime, where the medium exhibits scale separation. I will then explain how ideas from homogenization theory can be used to address the case where no scale separation is present. Finally, I will discuss some interesting possible extensions to nonlinear settings. This talk is based on joint work with Felix Otto, Marc Josien, Qiang Xu, and Lihan Wang.

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OWABI - Season 8 - Chris Oates, 29th October 11am Uk time
by Massimiliano Tamborrino 20 Oct '26

20 Oct '26

Dear all, we are excited to announce that the 8th Season of the One World Approximate Bayesian Inference (OWABI) seminar www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> is about to start, with a terrific line-up of speakers to be announced soon. We are delighted to announce that our first speaker of the season is Chris Oates<https://oates.work/> (Newcastle University) who will be talking about "Overcoming Model Misspecification in Bayesian Inference of Molecular Signalling Networks" on Thursday the 29th October at 11am UK time with an abstract reported below. The talk will be streamed at the OWABI MS Team channel General | OWABI Seminar: One World Approximate Bayesian Inference Seminar | Microsoft Teams<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> at the following link Join: https://teams.microsoft.com/meet/3744683199415937?p=eu2tG5Ukrf84zJvPmB Meeting ID: 374 468 319 941 593 7 Passcode: Km6Ws2Hx Speaker: Chris Oates<https://oates.work/> (Newcastle University) Title: Overcoming Model Misspecification in Bayesian Inference of Molecular Signalling Networks Abstract: Bayesian inference of molecular signalling networks usually relies on tractability of the marginal likelihood, enabling the set of possible networks to be efficiently explored. As such, linear models with independent errors and conjugate priors are routinely used. However, the dynamics of molecular signalling are nonlinear, and relevant confounders are often unobserved; failure to account for these complexities will almost certainly lead to over-confident inferences in the standard Bayesian framework. To confront this reality, we develop a post-Bayesian approach to inference of molecular signalling networks, guided by the principle that uncertainty should not vanish when the statistical model is misspecified, even in the infinite-data limit. Technically, we extend the predictively-oriented (PrO) posterior of McLatchie et al. (2025) to the setting of latent variable models, empirically investigating the properties of PrO posteriors in the challenging network inference context. This is joint work with Yinghan Li, Heishiro Kanagawa, Francesca Romana Crucinio, and Matthew A. Fisher. Keywords: model misspecification, post-Bayesian, predictively-oriented posteriors Reference: Y. Li, H. Kanagawa, F. R. Crucinio, M. A. Fisher, C.J. Oates. Overcoming Model Misspecification in Bayesian Inference of Molecular Signalling Networks. Preprint at ArXiv:2609.24590 https://arxiv.org/abs/2609.24590 Best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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SEMINAR: Antonio Lijoi @Luiss - 29 Oct
by Matteo Iacopini 20 Oct '26

20 Oct '26

Dear all, On Thursday 29th October, at 12:00 in room A506b, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Antonio Lijoi (Bocconi University) Title: “Hierarchical random measures for competing risks: from dependence to prediction” Abstract: Hierarchical nonparametric priors provide a natural framework for the Bayesian modeling of heterogeneous, yet related, populations. Under partial exchangeability, population-specific random measures are conditionally independent given a common random measure, allowing information to be shared while preserving heterogeneity. The same hierarchical idea can also be useful in a seemingly different setting, in which the observations themselves are exchangeable. In competing-risks problems, each observation consists of a survival time and an event type, and inference requires the joint modeling of cause-specific hazards. We construct a flexible prior for the transition probabilities of the associated multi-state model by transforming a vector of hierarchical completely random measures. The common level of the hierarchy induces dependence and information sharing across causes. The resulting latent partition structure and a representation based on marked random measures lead to tractable marginal, posterior, and predictive distributions. Besides providing estimates of the survival and cause-specific cumulative incidence functions, the framework yields a novel predictive quantity: the prediction curve. This curve gives, conditionally on the observed data, the probability that a future event is of a particular type as a function of its occurrence time. Applications to clinical data illustrate its interpretation and practical relevance. Hoping to meet you there! Best, Matteo Iacopini La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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URGENT: request of change in a previously sent message
by CRISTINA TONINELLI 19 Oct '26

19 Oct '26

Buongiorno, se il messaggio precedente non e' ancora stato "mandato in diffusione" vorrei eccezionalmente chiedere di cambiarne il titolo. Anziche "Temporary closure of submissions" potreste cortesemente mettere "Temporary closure of submissions and rethinking editorial practices" grazie! Cristina --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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seminar BARRERA VARGAS
by Stefano Pagliarani 19 Oct '26

19 Oct '26

Dear all, On October 28th, the following seminar, part of the Stochastics and Applications series, 11:00–12:00: Gerardo BARRERA VARGAS "Cutoff phenomenon: an overview for SDEs" will take place in the classroom Seminario I, Department of Mathematics, University of Bologna, Piazza di Porta S. Donato, 5. The abstract is available at https://www.dm.unibo.it/seminari/mat/serials/36 For any questions, please contact the organizer, Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) Best regards, ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Full Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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Temporary closure of submissions
by CRISTINA TONINELLI 19 Oct '26

19 Oct '26

Dear colleagues, We are writing to inform you that the following journals will temporarily close submissions starting October 19: Annales de l'Institut Poincaré B, Bernouilli, Electronic Communications in Probability, Electronic Journal of Probability, ESAIM: P&S. Submissions will reopen during November under updated policies, which will be clearly communicated on the journals’ websites. The journal Stochastic Processes and Application will be temporarily deferring the handling of new submissions received during the same period. Why are we closing? The sharp increase in submissions has put unprecedented pressure on our editorial boards and on the entire editorial system. At the current pace, we cannot give every manuscript the care and attention we believe it deserves. At the same time, the rapid development of AI is profoundly changing scientific publishing and requires us to rethink some of our editorial policies and tools. We will use this temporary closure to introduce immediate measures and accelerate broader changes, so that our journals can adapt to this new situation. We are confident that, together, we can preserve a publication system that remains rigorous and fair to authors while being sustainable for the editors and referees on whom it depends. Thank you for your understanding during this transition. Arnaud Guillin et Eva Löcherbach EiCs of SPA Benoite de Saporta et Celine Duval EiCs of ESAIM:P&S Cristina Toninelli EiC of EJP Kengo Kato EiC of Bernoulli Nicolas Curien EiC of AIHP - B Patricia Gonçalves EiC of ECP --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: P207bis --------------------------------------------------------------------------------------------

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Call for Papers Now Open – XXVIII Workshop on Quantitative Finance (QFW 2027)
by Alessandra Cretarola 16 Oct '26

16 Oct '26

Dear Colleagues, We are pleased to announce that submissions are now open for the XXVIII Workshop on Quantitative Finance (QFW 2027), which will take place in Pescara, Italy, on March 18–20, 2027, hosted by the Department of Economic Studies of the University “G. d’Annunzio” of Chieti-Pescara. We welcome contributions in Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Empirical Corporate Finance, Insurance, Computational Finance, Econophysics, Financial Econometrics, Financial Applications of Artificial Intelligence and Machine Learning, Fintech and Insurtech, Game-Theoretical Models in Finance, and other related research areas. Participation of Ph.D. students, young researchers, and practitioners is particularly encouraged. Submission Guidelines There will be two types of presentations: Long Talks: 25 minutes + 5 minutes discussion Short Talks: 15 minutes Submissions must include either a full paper or an extended abstract of at least four pages, in PDF format. All submissions will undergo peer review by the Scientific Committee, which will determine the presentation format. For contributions accepted as Long Talks, authors who initially submitted an extended abstract will be required to submit the full paper by February 27, 2027, through Microsoft CMT. Contributions must be submitted through Microsoft CMT by January 20, 2027. Authors must have a Microsoft CMT account or create one to submit their work. Submit your contribution here: https://cmt3.research.microsoft.com/QFW2027/Submission/Index Important Dates Submission deadline: January 20, 2027 Notification of Acceptance: February 14, 2027 Full Paper Submission deadline (accepted Long Talks only): February 27, 2027 Registration deadline: February 27, 2027 Participation in the workshop is free of charge, but registration is mandatory. Online registration will open soon. For further information and updates, please visit the QFW 2027 website <https://qfw2027.gasl.unich.it/>. We look forward to receiving your contributions and hope to see you in Pescara! Best regards, Alessandra On behalf of the QFW 2027 Organizing Committee __________________________ Alessandra Cretarola, PhD Professore Associato MATH-03/B Dipartimento di Economia Università degli Studi "G. D'Annunzio'' di Chieti-Pescara, Research webpage <https://sites.google.com/view/alessandracretarola/academic-homepage?authuse…>

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de Finetti seminar: Rudiger Frey-October 29
by Luciano Campi 16 Oct '26

16 Oct '26

Dear colleagues and friends On behalf of the Scientific Committee of the “B. de Finetti Risk Seminars – Milano Lectures on the Mathematical Theory of Economics and Finance,” we are pleased to invite you to attend our upcoming lecture, which will take place onOctober 29, 2026, at 6:00 p.m., in Room C12, Via Mangiagalli 25, Milan. Prof. Rudiger Frey (WU, Vienna University) Focus or Diversification? Dynamic Allocation of Climate-Technology Investment under Budget Constraint Abstract: Decarbonizing electricity production requires abatement technologies that are not yet available at scale. Two main routes are carbon capture and storage (CCS), which still depends on research breakthroughs, and renewable energy sources (RES), whose large-scale use requires sufficient infrastructure. Both need large upfront investment with uncertain returns, while public budgets are limited. This raises a basic question: should the budget be concentrated on one technology or spread across both? We study this question in a dynamic stochastic control model. A social planner must meet a constant electricity demand and minimizes expected discounted production, investment- and installation costs plus climate damages from cumulative emissions. The CCS breakthrough occurs at a random time whose intensity increases with research spending. RES becomes usable once an infrastructure process, driven by investment and random shocks, reaches a threshold. The planner splits a capped investment flow between the two technologies and, after each breakthrough, chooses irreversible capacity. We formulate the problem as a finite-stage Markov decision model, characterize the optimal policy through a coupled system of HJB equations, and prove existence of classical solutions and a verification result. For linear damages, the dimensionality of the problem reduces to one state dimension, and we compute the optimal feedback controls numerically. The results show how the optimal allocation depends on time, on progress towards the RES threshold and on the social cost of carbon. Investment regions shrink as the horizon approaches, while a higher carbon price expands them for both technologies. Whether focus or diversification yields lower emissions depends on the calibration of model parameters. (Joint work with Alessio D'Amato and Katia Colaneri) Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) [RudigerFrey.png]

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