Please circulate among all the potential interested people.
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INdAM (Istituto Nazionale di Alta Matematica) invites applications for a two-years postdoctoral position in probability and applications (MATH-03/B). The successful candidate is expected to integrate the group of probability and mathematical finance of the Department of Mathematics of the University of Padova. The call (in Italian) is available here:
https://www.altamatematica.it/progetti-pnrr/
Research topics of the group include:
- Statistical mechanics: interacting particle systems, disordered systems, random matrices and graphs, percolation, Gaussian models of statistical mechanics (Gaussian free fields, spin glasses), models for life sciences.
- Markov chains: ergodic behavior of Markov chains, cut-off phenomena, queueing theory and stochastic networks.
- Stochastic control theory and mean-field games: Chaos propagation, infinite-dimensional Hamilton Jacobi equations, Nash equilibria, controlled McKean-Vlasov dynamics, filtering problems, Schrödinger bridges.
- Stochastic algorithms and machine learning: Sinkhorn algorithm for entropic transport, score-based generative models, flow matching algorithms.
- Finance: Volterra, fractional and Hawkes processes. Control problems and stochastic games in finance. Numerical probability. Applications: (rough) volatility models, interest rate models, models for energy markets and for the optimal management of renewable sources, cybersecurity, insurance problems.
Please note the short deadline for applications (April 15).
The gross yearly salary is 40.000 euros. Interested candidates can contact the members of the probability and math finance team in Padova:
https://www.math.unipd.it/en/research/research-areas/mathematics/probability...
Tiziano
-------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu@math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------
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Tiziano Vargiolu