The seminar is organized by the Stochastic Processes group of the University of Trento. The Seminar aims at fostering discussion and collaboration between members of the group and scholars from other institutions on the most recent topics of Probability, Stochastic Analysis and Applications.
It is usually a hybrid event both in-person in Seminar Room 1 of the Math department and on Zoom at the following link:
https://unitn.zoom.us/j/82578903026
For the password, contact one of the organizers.
Upcoming events
11/07/2025 at 15:00 - Claudio Macci (Università di Roma Tor Vergata) - Large and moderate deviations for Gaussian Neural Networks - Poster
Past events
2025
12/05/2025 at 14:30 - Workshop "Applied Stochastic Processes" - Poster
01/04/25 at 11:30 - Paolo Pigato (Università di Roma Tor Vergata) - A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction - Poster
20/01/25 at 14:30 - Martin Grothaus (Rheinland-Pfälzische Technische Universität, Kaiserslautern-Landau) - Poster
2024
04/12/24 at 14:30 - Zdzislaw Brzezniak (University of York) - Introduction to Stochastic PDES with constraints
04/12/24 at 15:30 - Zdzislaw Brzezniak (University of York) - Advanced topics in Stochastic PDES with constraints
19/11/24 at 11.45 - Dario Trevisan (Università di Pisa) - Asymptotics for Random Quadratic Transportation Costs - Poster
26/10/24 at 11:00 - William Salkeld (University of Nottingham) - Quantitative propagation of chaos and mimicking theorems - Poster
14/10/24 at 12:00 - Mario Maurelli (Università di Pisa) - A reaction diffiusion model with stochastic boundary conditions - Poster
14/10/24 at 11:00 - Francesco Grotto (Università di Pisa) - The Statistical Mechanics Approach to 2D Incompressible Fluid - Poster
03/10/2024 at 11:30 - Bernard Hanzon (University College Cork) - Parametrization of scalar and multivariable stable linear dynamical systems using orthogonal Hessenberg matrices - Poster
05/06/24 at 14.30 - Sara Svaluto Ferro (Università di Verona) - Signature-based models: theory and applications
21/02/24 - Workshop "A winter day in stochastic analysis" - Relatori:
Martin Grothaus (TU Keiserslautern),
Wolfgang Bock (Linnaeus University),
Avi Mayorcas (University of Bath),
Luigi Amedeo Bianchi (Università di Trento)
Poster - Abstracts
14/02/24 at 11.30 - Francesco Carlo De Vecchi (Università di Pavia) - Integration by parts formula and quantum field theory - Poster
29/01/24 at 15.30 - Jules Morand (Università di Trento) - Quality assessment and community detection methods for anonymized mobility data: Clustering Italy in the time of Covid - Poster
2023
30/11/23 at 12.00 - Gianmario Tessitore (Università di Milano - Bicocca) - Controllo ottimo per sistemi stocastici multiscala. L'approccio probabilistico - Poster
22/11/23 at 17.00 - Matteo Garbelli (Università di Trento and Università di Verona) - Time-delayed BSDEs - Poster
10/11/23 at 11.00 - Martin Friesen (Dublin City University) - Continuous affine Volterra processes: Ergodicity, statistics and regularity of the occupation measure - Poster
08/11/23 at 17.00 - Ole Cañadas (Dublin City University) - Comparison Principles for Stochastic Volterra Equations - Poster
11/10/23 at 17.00 - Nicola Fraccarolo (Università di Trento) - Finite State Graphon Mean Field Games - Poster
04/10/23 at 17.00 - Zdzislaw Brzezniak (University of York) - Stochastic wave equations with constraints: well-posedness and Smoluchowski-Kramers diffusion approximations.
13/09/23 at 17.00 - Michele Coghi (Università di Trento) - Existence and uniqueness by Kraichnan noise for 2D Euler equations with unbounded vorticity.
07/09/23 at 15.30 - Ivan Trapasso (Politecnico di Torino) - Explorations in Gabor wave packet analysis. Poster
07/09/23 at 14.30 - Francesca Cottini (University of Luxembourg and National University of Singapore) - Gaussian fluctuations for 2d directed polymers. Poster
25/05/2023 - Fausto Colantoni (Università la Sapienza di Roma) - (informal discussion)
23-25/05/2023 - Visiting Mario Maurelli (Università di Pisa)
26/04/23 - Federica Masiero (Università di Milano-Bicocca) - A BSDE approach to regularization by noise of semilinear stochastic evolution equations - Poster
12/04/23 - Nicolò Drago (Università di Trento) - On the equivalence between classical KMS states and the DLR formalism - Poster
22/03/23 - Giuseppina Guatteri (Politecnico di Milano) - Optimal control of infinite dimensional two scales stochastic systems (online)
08/03/23 - Mariam Abdellatif - Wasserstein distance in terms of copulas (online)
01/03/23 - Michele Coghi - Stochastic Euler equation with Kraichnan noise (informal discussion)
01/02/23 - Federico Reali - (informal discussion)
2022
12-16/12/22 - Trento-Wuppertal Winter School, Website
29/11/22 - Stefano Bonaccorsi - Moto Browniano su grafi (informal discussion)
9/11/22 (note that it is on a Wednesday) - Mario Maurelli (Università di Pisa) - A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries - Poster
8/11/22 - Mirko d'Ovidio (Università di Roma Sapienza) - On the non-local boundary value problem from the probabilistic viewpoint - Poster
25/10/22 - Giulia Lombardi (Università degli Studi di Trento) - Non-negativity and sign-changing roots isolation for Finite Gaussian Mixture Models - Poster
18/10/22 - Luigi Amedeo Bianchi e Stefano Bonaccorsi (Università degli Studi di Trento) - Going deep into Bertrand's paradox & Conditioning the expectation of functions of the Brownian motion.
07/10/22, 13.00 - Francesco Cordoni (Università degli Studi di Trento) - The Generalized Stochastic Microdosimetric Model (GSM2): exploring different levels of stochasticity in radiation biophysical modeling
04/10/22, 16:00 - Luigi Amedeo Bianchi (Università degli Studi di Trento) - Paradossi in Probabilità: un ostacolo o un'opportunità?" - DiCoMat Lab (external seminar) - Poster
05-07/09/22 - Workshop "Interacting Particle Systems and Applications", Website
26/05/22, 16.30 - Margherita Zanella (Politecnico di Milano) - Invariant measures for a stochastic nonlinear and damped 2D Schrödinger equation - Poster
12/05/22, 16.00 - Martin Friesen (Dublin City University) - Asymptotics of Stochastic Volterra Equations - Poster
31/03/22, 16.00 - Sonia Mazzucchi (Università degli Studi di Trento) - A rigorous mathematical construction of Feynman path integrals for the Schrödinger equation with magnetic field - Poster
03/03/22, 16.00 - Stefano Bonaccorsi (Università degli Studi di Trento) - A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution - Poster
08/02/22, 15.30 - Luigi Amedeo Bianchi (Università degli Studi di Trento) - Modulation equations and SPDEs - Poster
20/01/22, 16.00 - Michele Coghi (Università degli Studi di Trento) - Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering - Poster