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de Finetti Risk Seminar - January 24, 2017
by Emanuela Rosazza 17 Jan '17

17 Jan '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture TITLE: Partial Differential Equations (PDEs) in Infinite Dimension: Economic and Financial models Fausto Gozzi LUISS, Italy ABSTRACT: "PDEs in Infinite Dimension" seems, already from the name, a very abstract and difficult subject. We aim to show how it can be very useful in treating, in particular, economic and financial models. We start by presenting some motivating problems in Economic and Finance (e.g. Growth and Pricing/Hedging) which can be naturally attacked using, as main mathematical tools, infinite dimensional PDEs. We then point out the state of the art on these kind of problems and present some recent results on them. Finally we will discuss the applicability of such results to the motivating problems and give some ideas on possible future developments. LOCATION: The seminar will be held on Tuesday, January 24, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 19.00. 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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Annuncio Seminario di Probabilità, Pisa, Mercoledi 18 gennaio, ore 11:00
by Carina Geldhauser 16 Jan '17

16 Jan '17

----- Annuncio Seminario di Probabilità, Pisa ---- Dipartmento di Matematica, Università di Pisa Mercoledi, 18 gennaio, ore 11:00, Sala Riunioni. Seminario di Probabilità SPEAKER 1: Dario Trevisan, Universita di Pisa TITLE: A PDE approach to a 2-dimensional matching problem ABSTRACT: We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent uniform random variables in the square. Our technique is based on a rigorous formulation of the challenging PDE ansatz by S. Caracciolo et al. (Phys. Rev. E, 90, 012118, 2014) that linearizes the Monge-Ampère equation. Moreover, it provides a new approach to classical bounds due to Ajtai et al. (Combinatorica, 4, 1984). Joint work with L. Ambrosio and F. Stra. Dopo una pausa di circa 15min, proseguiamo con SPEAKER 2: Franco Flandoli, Università di Pisa TITLE: Sistemi di particelle (proseguimento): l'idea dell'equilibrio locale. ABSTRACT. Si prosegue la breve introduzione ai limiti macroscopici in diversi regimi approfondendo, pur solo euristicamente, il caso del limite idrodinamico, basato sull'idea di equilibrio locale. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a carina.geldhauser(a)dm.unipi.it

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Annuncio di seminario
by Piccioni, Mauro 12 Jan '17

12 Jan '17

*Dipartimento di Matematica, Sapienza Università di Roma * *Martedì 17 gennaio* *Ore 14:00, Aula di Consiglio* *Seminario di Probabilità e Statistica Matematica* *Mauro Mariani, Dipartimento di Matematica, Sapienza Università di Roma* *Titolo: Metastable regimes of diffusion processes* *Abstract: *I will discuss some old and new results concerning a classical example featuring a metastable behavior: finite-dimensional diffusion processes in the vanishing noise limit. Sharp estimates have been introduced during the '60s. More recently, similar ideas appeared in the context of potential theory and calculus of variations. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a: piccioni(a)mat.uniroma1.it

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Seminario Tiziano De Angelis 19 gennaio 2017 presso Università Cattolica sede di Milano
by Marina Di Giacinto 12 Jan '17

12 Jan '17

Seminario di Tiziano De Angelis (School of Mathematics - The University of Leeds) Giovedi' 19 gennaio 2017 - ore 11:00 - aula 200 Università Cattolica del Sacro cuore, Milano, Dipartimento di di Discipline matematiche, Finanza matematica ed Econometria Viale Necchi, 9 - Milano TITLE: The dividend problem with a finite horizon ABSTRACT: We characterize the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realized by a Skorokhod reflection of the fund's value at a time-dependent optimal boundary. Our results are obtained by establishing for the first time a new connection between singular control problems with an absorbing boundary and optimal stopping problems on a diffusion reflected at an elastic boundary. Joint work with Erik Ekstrom (Uppsala Universitet) Paper available at http://arxiv.org/abs/1609.01655 Tutti gli interessati sono invitati a partecipare.

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Convegno in memoria di Enza Orlandi, Roma Tre 20-21 gennaio 2017
by Pietro Caputo 10 Jan '17

10 Jan '17

CONVEGNO in memoria di Enza Orlandi "Dynamics and Hydrodynamic Limits in Statistical Mechanics" 20-21 Gennaio 2017 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA F - Largo San L. Murialdo,1 - ROMA in memoria della nostra collega e amica Enza Orlandi. Per maggiori informazioni rimandiamo al sito web: https://enzaorlandi.wordpress.com/ Invitiamo gli interessati che non si siano ancora registrati a farlo appena possibile, inviando una mail a: giuliani(a)mat.uniroma3.it Segnaliamo inoltre che venerdi' 20 gennaio avra' luogo una cena sociale presso il ristorante "Al Pompiere" (http://www.alpompiereroma.com/) Invitiamo gli interessati a partecipare alla cena a segnalarlo inviando una mail a: giuliani(a)mat.uniroma3.it ENTRO VENERDI 13 GENNAIO. Poiche' il locale ha posti limitati, nel caso in cui si superasse il numero massimo di richieste, verra' data precedenza ai primi iscritti. Alessandro Giuliani Elisabetta Scoppola Pierre Picco

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Fwd: [Statlist] PhD position at Leiden University
by Ester Mariucci 10 Jan '17

10 Jan '17

Buongiorno, ricevo ed inoltro l'annuncio di una borsa di dottorato all'Università di Leiden. Buon anno a tutti, Ester Mariucci ---------------------------------------------------- From: Schmidt-Hieber, A. Johannes <schmidthieberaj(a)math.leidenuniv.nl> The mathematics department of Leiden University in the Netherlands invites applications for a four-year PhD position in statistics. Topic: The successful candidate will be working on fundamental questions in nonparametric Bayes theory. Nonparametric Bayes is a very active field within mathematical statistics with various applications ranging from biology to machine learning. The theory has been developed largely during the past years but remains a topic of active research with many challenging open problems. The PhD position is financed by a TOP II grant from the Dutch science foundation. The grant gives some flexibility in the choice of the projects that will be addressed allowing to adapt to the background and interests of the candidate. Team: The PhD project will be carried out with Johannes Schmidt-Hieber. There is a large research community including many PhD students in the Netherlands (and in particular in Leiden) closely collaborating on similar projects. Regularly, joint nationwide seminars are organised. University: Information about Leiden University can be found here http:// www.leidenuniv.nl. For more information about the mathematics department, please see https://www.math.leidenuniv.nl/nl/home/ Terms of employment: There is no fixed starting date for the position. The terms of employment are governed by the Collective Labour Agreement of Universities in The Netherlands, with a monthly salary starting at 2083 Euro in the first year, and increasing to 2664 Euro in the fourth year, and an additional 8% holiday allowance and 8% end-of-year bonus. An extensive fringe benefits package is included. An individual choices model gives you some freedom to assemble your own set of terms and conditions. Candidates from outside the Netherlands may be eligible for a substantial tax break. Additional budget allows for research visits abroad and attendance of international conferences. Application: If you are interested in the position, please send an email with cv and a letter outlining research interests to Johannes Schmidt-Hieber ( schmidthieberaj(a)math.leidenuniv.nl ). Upon selection, letters of recommendation, evaluating the candidate's research experience, will be required from two or more references. If you have further questions do not hesitate to send an email to schmidthieberaj(a)math.leidenuniv.nl .

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Tenure track position at NTNU in Trondheim, Norway (fwd)
by Tiziano Vargiolu 10 Jan '17

10 Jan '17

---------- Forwarded message ---------- Date: Fri, 6 Jan 2017 13:48:28 +0100 From: Helge Holden <holden(a)math.ntnu.no> To: holden(a)math.ntnu.no Subject: Tenure track position at NTNU in Trondheim, Norway Dear colleague, Thanks to a generous donation, we have an opening for a tenure track position here at NTNU in Trondheim. Applicants should not be older than 40 years (compensation for broken careers) working in pure mathematics (widely interpreted), and the contract will be for up to 6 years. During this period one will be considered for tenure. Successful candidates will be given funds to support 1 post doc and 2 PhD positions! See http://bfstiftelse.no/wp-content/uploads/2016/12/CALL-Matematikk.pdf for further information. [Similar positions will be advertised in Oslo and Bergen, but applications will be treated separately at the three universities.] The math. dept. at NTNU is the largest in Norway, and is a very international department with more then 10 nationalities among the permanent faculty. If you have candidates for a such a position, please let me know by 20 Jan 2017, as the preparation of an application will require some time. Female candidates are especially encouraged to apply. Regards Helge

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PhD course di Mustafa Pinar in Bicocca
by Fabio Bellini 09 Jan '17

09 Jan '17

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Fwd: GSSI Call Expressions of Interest in Probability
by Gustavo Posta 09 Jan '17

09 Jan '17

> > Call for Expressions of Interest in Probability at GSSI > > http://www.gssi.infn.it/communication/announcements/item/1195-expression-of > -interest-for-faculty-position-in-probability > > > CONTACT: eoi-math(a)gssi.it > > > > -- > GSSI MATHEMATICS DivisionExpressions of Interest Calls > > Gran Sasso Science Institute > School for Advanced Studies > V.le Crispi 7 > 67100 L'AQUILA - Italy >

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Announcement: 8th AMaMeF Conference - MARK THE DATES!
by cecilia mancini 09 Jan '17

09 Jan '17

-------- Messaggio Inoltrato -------- Oggetto: Announcement: 8th AMaMeF Conference - MARK THE DATES! Data: Fri, 6 Jan 2017 09:20:51 +0100 Mittente: Giulia Di Nunno <giulian(a)math.uio.no> A: Giulia Di Nunno <giulian(a)math.uio.no> CC: Giulia Di Nunno <giulian(a)math.uio.no> Dear Colleague, on behalf of the organising committee is a pleasure to announce that the *8th AMaMeF Conference* will take place in *Amsterdam June 19-23, 2017, *thanks to the joint efforts of groups at the University of Amsterdam, Radboud University, and ING Bank. With the participation of TopQuants. The conference features plenary lectures and parallel sessions covering the forefront areas of research in theoretical and quantitative finance, risk, insurance. Registration and possibility for contributed talks and posters is open soon. Follow the development at the website (in continuous development):*http://8amamef.nl <http://8amamef.nl/>* * * Please help to distribute this announcement among your all contacts. * * Welcome to Amsterdam in June! Best regards and warmest season's greetings Giulia Di Nunno Professor Department of Mathematics University of Oslo * * * *

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