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Seminario Andrea Cosso a Milano-Bicocca
by federica.masiero＠unimib.it 02 Feb '16

02 Feb '16

Il giorno 10 Febbraio, alle ore 10.30, presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca, via Cozzi, 55, Edificio U5, aula 2109 (secondo piano), il Dott. Andrea Cosso, Politecnico di Milano, terrà un seminario dal titolo "Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems" Abstract: In the present talk we introduce a general methodology, which we refer to as the randomization method, firstly developed for classical Markovian control problem in the paper: I. Kharroubi and H. Pham "Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE", Ann. Probab., 2015. As it is well-known, the dynamic programming method is the standard methodology implemented for the study of classical Markovian control problems, which allows to relate the value function to the Hamilton-Jacobi-Bellman equation through the so-called dynamic programming principle. The key feature of the dynamic programming method is that the knowledge of the value function allows, at least in principle, to find an optimal control for the problem. This very powerful and well-known methodology breaks down (in the sense that it can not be directly implemented in a standard way) when we face control problems which present the following additional features: partial observation, path-dependence, delay in the control. On the other hand, the randomization method can be quite easily generalized and adapted to these more general control problems. The aim of the talk is to illustrate this latter point, starting with the presentation of the fundamental ideas of the randomization method. The talk is based on a joint work in progress with E. Bandini, M. Fuhrman, H. Pham. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Federica Masiero

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seminario Johanna Ziegel in Bicocca
by fabio.bellini 01 Feb '16

01 Feb '16

Il giorno lunedì 8 febbraio alle ore 16.00 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi, al quarto piano dell'edificio U7, la prof. J. Ziegel della Università di Berna terrà un seminario su "How is elicitability relevant for backtesting?" Abstract e riferimenti bibliografici in allegato. Tutti gli interessati sono invitati a partecipare. Fabio Bellini

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Tristissima notizia
by Nappo, Giovanna 31 Jan '16

31 Jan '16

Con profondo cordoglio vi annuncio la scomparsa di Enza Orlandi. Enza Orlandi ha lavorato presso il Dipartimento di Matematica dell'Università di Roma, La Sapienza, dal 1981 al 1992, successivamente all'Università dell'Aquila fino al 1995, ed infine all'Università di Roma Tre, sempre apprezzata per il suo rigore e il suo impegno. La sua attività scientifica si concentrata principalmente sugli aspetti probabilistici della Fisica Matematica. I suoi numerosi lavori sono apprezzati a livello internazionale, e ha avuto collaborazioni scientifiche di altissimo livello. Recentemente il suo impegno era stato riconosciuto in modo ufficiale anche in Italia: era infatti risultata idonea sia come Professore Ordinario di Probabilità che di Fisica Matematica. Martedì 2 Febbraio dalle 10.00 alle 10.30 si terra’ una cerimonia informale presso il Tempietto Egizio, Cimitero del Verano, Roma, per darle un ultimo saluto. Giovanna Nappo

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Salzburg workshop on Dependence Models and Copulas
by Durante Fabrizio 31 Jan '16

31 Jan '16

The Salzburg workshop on Dependence Models and Copulas will take place September 19-21, 2016, in Salzburg (Austria) and feature the following plenary speakers: Irène Gijbels (Katholieke Universiteit Leuven, BE) Erich Peter Klement (JKU Linz, AT) Roger B. Nelsen (Lewis & Clark College, Portland, US) Ludger Rüschendorf (Albert-Ludwig-Universität Freiburg, DE) Matthias Scherer (Technische Universität München, DE) Aiming to provide a meeting point for researchers working in the field of Dependence Modeling and Copulas the workshop welcomes both, contributions with a theoretical focus as well as contributions concentrating on applied aspects. In order to stimulate the discussion of new results, ideas and applications there will be no parallel sessions, implying that only a limited number of presentations can be accepted. Fees will be kept at a minimum: 140 € for regular participants, 80 € for PhD Students (including lunches, coffee breaks and conference dinner). Dependence Modeling (De Gruyter Open) will publish a special issue related to the workshop with planned appearance in April 2017. Papers from corresponding authors taking part in the workshop will have publication charges completely waived for submissions to this special issue. To propose and organize a special session at the workshop please send a short email to sessions(a)dmc-salzburg.at<mailto:sessions@dmc-salzburg.at> - special session proposal deadline is February 15, 2016. Abstracts of about 150 words should be emailed to abstracts(a)dmc-salzburg.at<mailto:abstracts@dmc-salzburg.at> before March 15, 2016. All relevant info can be found on the workshop homepage www.dmc-salzburg.at<http://www.dmc-salzburg.at/> We are looking forward to welcome you in Salzburg Fabrizio Durante & Wolfgang Trutschnig

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Avviso seminario
by demattei＠student.dm.unipi.it 29 Jan '16

29 Jan '16

Cari tutti, Mercoledì 3 febbraio 2016, alle ore 11:30 nell'aula Seminari del Dipartimento di Matematica dell'Università di Pisa, il professor Vincenzo Capasso ADAMSS (Advanced Applied Mathematical and Statistical Sciences) Universitá degli Studi di Milano terrà un seminario dal titolo: Modelli matematici per l'angiogenesi tumorale Sommario. Nella modellazione matematica della angiogenesi tumorale, il forte accoppiamento tra i processi stocastici di diramazione-elongazione-morte di vasi, e i campi biochimici dovuti alla massa tumorale, é causa di forte complessitá dal punto di vista sia analitico che computazionale. Al fine di ridurre tale complessitá, si cerca di rendere completamente deterministiche le equazioni di evoluzione dei campi, sostituendo in esse i termini stocastici derivanti dalla evoluzione delle rete di vasi, con una loro approssimazione di campo medio. In tal modo i parametri cinetici dei processi (stocastici) di formazione della rete divengono deterministici. Purtroppo a causa della anastomosi, non é possibile garantire le condizioni di applicabilitá tipiche della propagazione del caos, che quindi viene messa in discussione. Una possibile derivazione di equazioni di evoluzione deterministiche per i campi fa ricorso alla media su molte repliche dei processi coinvolti, secondo leggi classiche dei grandi numeri. Simulazioni numeriche incoraggiano l'adozione di questo approccio. Tutti gli interessati sono invitati a partecipare. Valeria De Mattei

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Avviso di seminario
by Marco Scarsini 28 Jan '16

28 Jan '16

February 2nd from 12:00 to 13:00 room 207 Viale Romania 32 00197 Roma Speaker Pierpaolo Brutti (Sapienza Università di Roma) Title A (bittersweet) topological data analysis aperitif Abstract In recent years the statistical analysis of topological signatures computable from a possibly high-dimensional point cloud has attracted increasing attention from a theoretical as well as applied point of view. In this talk I will informally review the basic techniques and main inferential results available in the TDA toolkit showing them in action (...with their pros-&-cons...) on two classification problems related to activity tracking tasks (joint with Tullia Padellini). ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [World] Postdoc position at University Paris 13 in Combinatorics, probability, dynamical systems
by Gustavo Posta 27 Jan '16

27 Jan '16

Begin forwarded message: > One-year Postdoc position at University Paris 13 > in Combinatorics, probability, dynamical systems and application to > statistical physics or mathematical physics. > > > A one-year postdoc position in combinatorics, probability, dynamical > systems and application to statistical physics or mathematical physics > is available at the University Paris 13. The position is within the > framework of the axis 3 (mathematical physics, statistical physics, > combinatorics) of the mathStic pole that groups members of the LIPN > (Calin team) and of the LAGA (Probability et Statistics team, Ergodic > theory and dynamical systems team, and algebraic topology team) and > deals with discrete random structures coming from theoretical computer > science, probability, dynamical systems, statistical physics or > mathematical physics. > > Anyone with research interests close to one of the topic above is > welcome to apply. Applicants should have a PhD at the starting date of > the post-doc. > > The successful candidate will be appointed by University Paris 13, > will join LIPN or LAGA (University Paris 13). The position will begin > before October 2016. > > Applications, including CV, list of publications, research plan and > the names of two references including email addresses, should be sent > before Febuary, 15 to > Frederique Bassino Frederique.Bassino(a)lipn.univ-paris13.fr > Yueyun HU <yueyun(a)math.univ-paris13.fr> > > Later applications will be considered until the position is filled. > > For further information do not hesitate to contact us. > > > -- > Frederique Bassino > > LIPN UMR 7030 Tel: +33 1 49 40 40 84 > Universite Paris 13 - CNRS Institut Galilee Bureau A104 > 99, avenue J.-B. Clement > 93430 Villetaneuse - FRANCE

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seminario di Ivan Bardet (Université Lyon 1) a Pavia
by Carbone Raffaella 27 Jan '16

27 Jan '16

Cari colleghi, vi annuncio che martedì 2 febbraio, alle ore 11:30 precise, nell'aula Beltrami del Dipartimento di Matematica dell'Universita' di Pavia, il Dott. Ivan Bardet (Université Lyon 1) terrà un seminario dal titolo Classical and Quantum parts of the dynamics in Open Quantum System, di cui segue il sunto. Distinti saluti, Raffaella Carbone Abstract: Since the work of Heisenberg it is known that for microscopic systems, the algebra of observables has to be replaced by a non-commutative algebra. This observation subsequently led to von Neumann formulation of quantum mechanics, in which von Neumann algebras have a central role. After recalling their definition and first properties, I will show how they can be helpful when dealing with the following specific problem: when can a quantum open system be modeled by a classical stochastic equation (instead of a quantum one). -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Workshop on SPDE and Interacting Particle Systems
by Enrico Priola 26 Jan '16

26 Jan '16

---------- Forwarded message --------- From: Hendrik Weber <hendrik.weber(a)warwick.ac.uk> Date: Fri, 22 Jan 2016 at 16:57 Subject: maths-staff: Workshop on SPDE and Interacting Particle Systems To: <maths-staff(a)listserv.csv.warwick.ac.uk>, <probability(a)warwick.ac.uk> Dear all, Martin and I are organising a workshop entitled "Probabilistic models - from discrete to continuous” in Warwick from March 29 to April 02 2016. The aim is to bring together researchers from Stochastic Analysis and Statistical Mechanics. Invited speakers include: Ismael Bailleul Lorenzo Bertini Thierry Bodineau Arnaud Debussche Frank Den Hollander Nicolas Dirr Franco Flandoli Tadahisa Funaki Peter Friz Giambattista Giacomin Patricia Goncalves Massimiliano Gubinelli Milton Jara Giovanni Jona-Lasinio Cyril Labbé Hubert Lacoin Claudio Landim Joel Lebowitz Jean-Christophe Mourrat Stefano Olla Nicolas Perkowski Herbert Spohn*) Lorenzo Zambotti *) To be confirmed We would be happy, if you could attend. In that case we would ask you to please register at http://web.warwick.ac.uk/mrc/register.php?event=297&linked=no so that we can arrange for the right amount of food during the workshop and for the conference dinner. Best wishes, Hendrik %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica Universita' di Torino via Carlo Alberto 10, 10123 TORINO, Italy tel +39 011 6702883 fax +39 011 6702878 e-mail enrico.priola(a)unito.it

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Fwd: job openings in Berlin
by Marco Romito 26 Jan '16

26 Jan '16

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