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Fwd: Postdoc positions at Luiss - Roma. A final reminder
by Fausto Gozzi 29 Sep '17

29 Sep '17

Sorry there was a mistake in the email below (sent this morning) the correct text is the following. Final reminder. Applications are open for three postdoc positions at LUISS on theÂ following topics: Proff. Marco SCARSINI, Marco DALLAGLIO Efficiency of equilibria in large games. Deterministic and stochastic viewpoints Deadline: October 16th, 2017 - 14:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Sara BIAGINI, Fausto GOZZI Stochastic control and duality methods to tackle model uncertainty in finance and insurance Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI High-Dimensional Data: Applications to Economics Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Information can be found here: <http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166 >Date: Fri, 29 Sep 2017 10:17:47 +0200 >To: random(a)dm.unipi.it >From: Fausto Gozzi <faustogozziluiss(a)gmail.com> >Subject: Postdoc positions at Luiss - Roma. A final reminder > >Final reminder. > >Applications are open for three postdoc >positions at LUISS on theÂ following topics: > >Proff. Marco SCARSINI, Marco DALLAGLIO >Efficiency of equilibria in large games. >Deterministic and stochastic viewpoints > Deadline: September 30, 2017 - 12:00 p.m. - > Central European Summer Time (CEST), UTC +2 > > >Proff. Sara BIAGINI, Fausto GOZZI >Stochastic control and duality methods to tackle >model uncertainty in finance and insurance > Deadline: September 30, 2017 - 12:00 p.m. - > Central European Summer Time (CEST), UTC +2 > > >Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI >High-Dimensional Data: Applications to Economics >Deadline: October 16th, 2017 - 14:00 p.m. - >Central European Summer Time (CEST), UTC +2 > >The application deadline is September 30. > >Information can be found here: > ><http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166 > >Fausto Gozzi >Dipartimento di Economia e Finanza >LUISS - Guido Carli >Viale Romania, 32 >00197 Roma >Italy >tel 06.85225723 (office) >FAX 06.86506513 >e-mail: fgozzi(a)luiss.it >webpage: http://docenti.luiss.it/gozzi/ > >old address, sometimes still used: > >Fausto Gozzi >Dipartimento di Matematica >Universita' di Pisa >Largo Bruno Pontecorvo n.5 >56127 Pisa >Italy >tel 050/2213270 >e-mail: gozzi(a)dm.unipi.it Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Postdoc positions at Luiss - Roma. A final reminder
by Fausto Gozzi 29 Sep '17

29 Sep '17

Final reminder. Applications are open for three postdoc positions at LUISS on theÂ following topics: Proff. Marco SCARSINI, Marco DALLAGLIO Efficiency of equilibria in large games. Deterministic and stochastic viewpoints Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Sara BIAGINI, Fausto GOZZI Stochastic control and duality methods to tackle model uncertainty in finance and insurance Deadline: September 30, 2017 - 12:00 p.m. - Central European Summer Time (CEST), UTC +2 Proff. Giuseppe RAGUSA, Francesco SOBBRIO, Giovanna VALLANTI High-Dimensional Data: Applications to Economics Deadline: October 16th, 2017 - 14:00 p.m. - Central European Summer Time (CEST), UTC +2 The application deadline is September 30. Information can be found here: <http://economiaefinanza.luiss.it/en/node/5166>http://economiaefinanza.luiss.it/en/node/5166 Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old address, sometimes still used: Fausto Gozzi Dipartimento di Matematica Universita' di Pisa Largo Bruno Pontecorvo n.5 56127 Pisa Italy tel 050/2213270 e-mail: gozzi(a)dm.unipi.it --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Seminario BERESTYCKI
by Matteo Ruggiero 29 Sep '17

29 Sep '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 6 Ottobre 2017, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Julien BERESTYCKI (University of Oxford) BRANCHING BROWNIAN MOTION WITH ABSORPTION What does the genealogy of a population under selection look like? This question is crucial for ecology and evolutionary biology and yet it is not fully understood. Recently, Brunet and Derrida have conjectured that for a whole class of models of such populations, we can expect the genealogy to be described by a universal scaling limit: the Bollthausen-Sznitman coalescent. The purpose of this talk is to present several recent results which put this prediction on a rigorous footing. The model we chose is that of a one-dimensional branching Brownian motion in which particles are absorbed at the origin. A particle's position is interpreted as the fitness of an individual and the killing at zero correspond to the removal from the population of individuals whose fitness is too low. We assume that when a particle branches, the offspring distribution is supercritical, but the particles are given a drift μ towards the origin. Depending on the value of μ the process can be (sub/super)-critical. I will particularly focus on the critical case, for which I will present results concerning the extinction time and Yaglom-type limits for the behavior of the process conditioned to survive for an unusually long time, which both improve upon results of Kesten (1978). An important tool in the proofs of these results is the convergence of branching Brownian motion with absorption to a continuous state branching process. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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assegno di ricerca UNIFI - Post-doc position at UNIFI
by Maria Elvira Mancino 28 Sep '17

28 Sep '17

The call for a 12 month postdoc (assegno di ricerca) is open at University of Firenze (Dept of Economics and Management) The details of the call are at http://titulus.unifi.it/albo/viewer?view=files%2F002539689-UNFICLE-09683e1e… Deadline 20 October 2017

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Fwd: Lecturer in probability & stoch. processes @ Uni Melbourne
by pietro caputo 27 Sep '17

27 Sep '17

---------- Forwarded message ---------- From: Konstantin Borovkov <kostya.borovkov(a)gmail.com> Date: Sun, Sep 24, 2017 at 10:43 AM Subject: Lecturer in probability & stoch. processes @ Uni Melbourne To: Konstantin Borovkov <kostya.borovkov(a)gmail.com> Dear Colleagues, Our School of Maths & Stats (The University of Melbourne) has just announced a new position: Lecturer (level B, comparable to assist. prof. in the United States of North America) in probability & stochastic processes, please see http://jobs.unimelb.edu.au/caw/en/job/891641/lecturer-in-pro bability-and-stochastic-processes for more detail. We have got a pretty good (IMHO) and friendly probability group, including at the moment Aihua Xia, Nathan Ross, Mark Holmes and myself (plus, there are a few other people in the school with strong interests in probability theory & its applications). So now we are trying to attract the best candidates (as usual) and would be grateful if you could circulate the information as appropriate (and perhaps some of you might be interested in that position as well). Thanks! Best, kostya borovkov

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(senza oggetto)
by Faggionato, Alessandra 26 Sep '17

26 Sep '17

Vi segnalo, con preghieria di diffusione, il bando per un assegno di ricerca annuale, settore MAT/07, presso il Dipartimento di Matematica della Sapienza (scadenza 29 settembre 2017) https://www2.mat.uniroma1.it/sites/default/files/bando2017-3.pdf L'assegno e' nell'ambito delle progetto di ateneo "Metodi fisico-matematici per problemi di evoluzione", Scopo della ricerca e' lo sviluppo di metodi fisico-matematici per lo studio di problemi di evoluzione, tra cui: PDE stocastiche, super-diffusivita' nel trasporto di energia, deep learning nell'intelligenza artificiale, sistemi cinetici auto-interagenti e/o auto-propellenti, sequenze dati fisici/fisiologici/antropologici, e altri problemi rilevanti per la ricerca fisico-matematica. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario di Probabilità - Padova - Rettifica orario
by Paolo Dai Pra 25 Sep '17

25 Sep '17

A causa di un mio errore il seguente seminario era stato annunciato ad un orario errato, quello corretto è 10:30. Ecco l’annuncio corretto: Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 26 Settembre, alle 10:30, in aula 2AB45 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Paolo Pigato AFFILIATION: WIAS, Berlino TITLE: The Oscillating Brownian motion: estimation and application to volatility modeling ABSTRACT: We consider a continuous time stochastic process which exhibits a regime-switch in the dynamics accordingly to a certain threshold. This process is solution to a stochastic differential equation with piecewise constant coefficients. We introduce and analyze estimators for the diffusion coefficient, the drift coefficient, and the threshold level. We use this process as a local volatility model for financial indices, that we test on time series of daily prices of several assets, finding evidence of leverage effect (negative correlation between prices and volatilies) and of mean-reversion effects in the dynamics of the prices. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Annuncio seminario di probabilita', Pisa, 26.09.2017
by Carina Geldhauser 21 Sep '17

21 Sep '17

Seminar announcement of the probability seminar at the University of Pisa DATE AND TIME: Tuesday, september 26, 09:15h - 11:00h LOCATION: Aula Seminari, Dipartimento di Matematica, Universita' di Pisa SPEAKER: Nicolas Perkowski TITLE: A weak universality result for the parabolic Anderson model ABSTRACT: We consider a class of nonlinear population models on a two-dimensional lattice which are influenced by a small random potential, and we show that on large temporal and spatial scales the population density is well described by the continuous parabolic Anderson model, a linear but singular stochastic PDE. The proof is based on a discrete formulation of paracontrolled distributions on unbounded lattices which is of independent interest because it can be applied to prove the convergence of a wide range of lattice models. This is joint work with Jörg Martin. Everyone is invited to participate. For more information, please contact carina.geldhauser(a)dm.unipi.it

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Seminario di Probabilità - Padova
by Paolo Dai Pra 20 Sep '17

20 Sep '17

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedì 26 Settembre, alle 14:15, in aula 2AB45 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Paolo Pigato AFFILIATION: WIAS, Berlino TITLE: The Oscillating Brownian motion: estimation and application to volatility modeling ABSTRACT: We consider a continuous time stochastic process which exhibits a regime-switch in the dynamics accordingly to a certain threshold. This process is solution to a stochastic differential equation with piecewise constant coefficients. We introduce and analyze estimators for the diffusion coefficient, the drift coefficient, and the threshold level. We use this process as a local volatility model for financial indices, that we test on time series of daily prices of several assets, finding evidence of leverage effect (negative correlation between prices and volatilies) and of mean-reversion effects in the dynamics of the prices. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Avviso seminario
by Stefano Bonaccorsi 19 Sep '17

19 Sep '17

Scusandomi per il breve preavviso, inoltro il seguente avviso di seminario. The Enskog Process *September 21, 2017* *Venue:* Seminar Room “-1” – Department of Mathematics - Via Sommarive 14 - Povo -Trento at *11:00 a.m.* - *Barbara Rüdiger-Mastandrea (*Bergische Universität Wuppertal) *Abstract: * (Joint article with S. Albeverio, P. Sundar, appeared on Journal Stat. Physics, January 2017 (No1)) The existence of a weak solution to a McKean-Vlasov type stochastic differential system corresponding to the Enskog equation of the kinetic theory of gases is established under suitable hypotheses. The distribution of any solution to the system at each fixed time is shown to be unique. The existence of a probability density for the time-marginals of the velocity is verified in the case where the initial condition is Gaussian, and is shown to be the density of an invariant measure. *Contact person: *Stefano Bonaccorsi *Staff Dipartimento di Matematica* *Università degli Studi Trento*Via Sommarive, 14 38123 Povo (TN) Tel +39 0461/281625-1701-3786

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