Monday, June 10, 2024
09:00 - 09:30

Registration

09:30 - 10:30
Keynote Speech: B1

Lorenzo Rosasco

10:30 - 11:00

Coffee break

11:00 - 13:00
Session: IS1

A promenade through integrable system

Chairperson: Occelli Alessandra, Université d'Angers
Biorthogonal measures, polymer partition functions, and random matrices
Cafasso Mattia
Presenter: Cafasso Mattia, Université d'Angers, LAREMA
The finite temperature Airy and sine determinantal point processes
Tarricone Sofia
Presenter: Tarricone Sofia, Institut de Physique Théorique, CEA - Université Paris Saclay
Large Deviations for the height function of the deformed polynuclear growth.
Mucciconi Matteo
Presenter: Mucciconi Matteo, University of Warwick
Session: IS2

Dependence structures in Bayesian nonparametrics

Chairperson: Camerlenghi Federico, University of Milano Bicocca
Predictive characterizations of feature allocation models
Beraha Mario
Presenter: Beraha Mario, Politecnico di Milano
Distances on random probability measures
Catalano Marta
Presenter: Catalano Marta, Luiss University
Bayesian nonparametric processes for clustering high-dimensional count data
Ghilotti Lorenzo, Camerlenghi Federico, Guindani Michele
Presenter: Ghilotti Lorenzo, University of Milano-Bicocca
An invariance-based approach to node clustering in dynamic networks.
Gaffi Francesco
Presenter: Gaffi Francesco, University of Maryland
Session: IS3

Mathematics of Machine Learning

Chairperson: Agazzi Andrea, UNIPI
Global Optimality of Elman-type RNN in the Mean-Field Regime
Agazzi Andrea
Presenter: Agazzi Andrea, UNIPI
Phase transitions for spectral estimators in generalized linear models via approximate message passing
Mondelli Marco
Presenter: Mondelli Marco, Institute of Science and Technology Austria (ISTA)
Learning linear operators: Infinite-dimensional regression as a well-behaved non-compact inverse problem
Mücke Nicole
Presenter: Mücke Nicole, TU Brunswick
Representer theorems for deep networks
Vigogna Stefano
Presenter: Vigogna Stefano, University of Rome Tor Vergata
Session: IS4

Stochastic Geometry

Chairperson: Borga Jacopo, Stanford University
On the geometry of uniform meandric systems
Borga Jacopo
Presenter: Borga Jacopo, Stanford University
Scaling limits of planar maps under the Smith embedding
Bertacco Federico
Presenter: Bertacco Federico, Imperial College London
Where do trees grow leaves?
Caraceni Alessandra
Presenter: Caraceni Alessandra, Scuola Normale Superiore
Tightness for approximations to the chemical distance metric for non-simple conformal loop ensembles
Ambrosio Valeria
Presenter: Ambrosio Valeria, University of Cambridge
Session: CS 7

Advances in SPDEs

Chairperson: Guatteri giuseppina, Politecnico di Milano
Chairperson: Masiero Federica, Unibersità di Milano-Bicocca
Stochastic Volterra equations driven by Gaussian noise
Bonaccorsi Stefano, Bianchi Luigi Amedeo
Presenter: Bonaccorsi Stefano, Università degli Studi di Trento
Pathwise uniqueness in infinite dimension under weak structure condition
Addona Davide
Presenter: Addona Davide, Università di Parma
Schauder type theorems for mild solutions to non autonomous Ornstein-Ulhenbeck equations
De Fazio Paolo
Presenter: De Fazio Paolo, University of Parma
On the small-mass limit for stationary solutions of stochastic wave equations with state-dependent friction
Cerrai Sandra
Presenter: Cerrai Sandra, University of Maryland
Session: CS14

Stochastic model for risk and cooperation

Chairperson: Doldi Alessandro, Università degli Studi di Firenze
Chairperson: Scandolo Giacomo, Università degli Studi di Firenze
Fair valuation under parameter uncertainty
Bignozzi Valeria
Presenter: Bignozzi Valeria, University of Milano-Bicocca
Collective Arbitrage and the Value of Cooperation
Frittelli Marco
Presenter: Frittelli Marco, Università degli Studi di Milano
Are Shortfall Systemic Risk Measures One Dimensional?
Doldi Alessandro, Frittelli Marco, Rosazza Gianin Emanuela
Presenter: Rosazza Gianin Emanuela, University of Milano Bicocca
Calibrating reference measures of law-invariant functionals
Liebrich Felix-Benedikt
Presenter: Liebrich Felix-Benedikt, University of Amsterdam
Session: CS17

Interacting systems in Statistical Physics 1

Chairperson: Zass Alexander, WIAS Berlin
Survival and complete convergence for a branching annihilating random walk
Callegaro Alice
Presenter: Callegaro Alice, TU Munich
Transport in weighted Delaunay triangulations
Faggionato Alessandra
Presenter: Faggionato Alessandra, Sapienza University of Rome
Duality for (a-)symmetric model of energy transport
Franceschini Chiara
Presenter: Franceschini Chiara, University of Modena
Dynamical Gibbs variational principles and applications
Koeppl Jonas
Presenter: Koeppl Jonas, Weierstrass Institute
13:00 - 15:00

Lunch

15:00 - 16:40
Session: CS 1

Algebraic methods in Statistics and Probability

Chairperson: Di Nardo elvira, University of Turin
Q and Umbral Calculus and Statistical Methods
Dattoli Pino
Presenter: Dattoli Pino, ENEA Frascati Labs Fusion Department
Algebraic models for compositional data
Marigliano Orlando , Riccomagno Eva
Presenter: Marigliano Orlando , University of Genoa
Safety Belt Regression
von Rosen Dietrich
Presenter: von Rosen Dietrich, Linköping University
On the combinatorics of k-statistics
Di Nardo elvira
Presenter: Di Nardo elvira, University of Turin
Session: CS 4

Kolmogorov equations and long time behaviour for SPDEs

Chairperson: Scarpa Luca, Politecnico di Milano
Chairperson: Orrieri Carlo, Università di Pavia
Pathwise uniqueness for stochastic parabolic equations with Hölder continuous perturbation in the drift
Bignamini Davide Augusto
Presenter: Bignamini Davide Augusto, Università degli studi dell'Insubria
Lifting partial smoothing to solve semilinear Kolmogorov equations
Gozzi Fausto, Masiero Federica
Presenter: Masiero Federica, Unibersità di Milano-Bicocca
Existence of Invariant Measures for Stochastic Inviscid Multi-Layer Quasi-Geostrophic Equations
Roveri Leonardo, Butori Federico, Grotto Francesco, Luongo Eliseo
Presenter: Roveri Leonardo, Università di Pisa
Uniqueness of the invariant measure and asymptotic stability for the 2D Navier-Stokes equations with multiplicative noise
Zanella Margherita
Presenter: Zanella Margherita, Politecnico di Milano
Session: CS 6

Stochastic optimal control, BSDEs, and applications

Chairperson: Confortola Fulvia, Politecnico of Milan
Chairperson: Calvia Alessandro, University of Parma
A saddle point in stopper vs. singular-controller games with free boundaries
Bovo Andrea
Presenter: Bovo Andrea, Università di Torino
Risk measures and optimal reinsurance: finding a connection via BSDEs
Brachetta Matteo, Confortola Fulvia, Sgarra Carlo
Presenter: Brachetta Matteo, Politecnico of Mialn
On the impact of tax uncertainty into carbon abatement technology: a stochastic control approach
Colaneri Katia
Presenter: Colaneri Katia, University of Rome Tor Vergata
Stochastic optimal control with delays: $C^{1,\alpha}$-regularity of the value function and optimal synthesis
de Feo Filippo
Presenter: de Feo Filippo, Politecnico di Milano, Università Luiss Guido Carli
Session: CS 9

Bayesian Inference in Stochastic Processes

Chairperson: Avalos-Pacheco Alejandra, Technische Universität Wien (TU Wien)
Predictive inference via Bayesian nonparametrics
Camerlenghi Federico
Presenter: Camerlenghi Federico, University of Milano Bicocca
Bayesian multi-study regression factor analysis
De Vito Roberta
Presenter: De Vito Roberta, Brown University
Multivariate species sampling models
Franzolini Beatrice
Presenter: Franzolini Beatrice, Bocconi University
A general Bayesian bootstrap for censored data based on the beta-Stacy process
Arfe Andrea
Presenter: Arfe Andrea, Memorial Sloan Kettering Cancer Center
Session: CS10

Random walks and branching processes

Chairperson: Zucca Fabio, Politecnico di Milano
Self-interaction on trees
Orenshtein Tal
Presenter: Orenshtein Tal, Università di Milano-Bicocca
An epidemic model in inhomogeneous environment
Bertacchi Daniela
Presenter: Bertacchi Daniela, Dipartimento di Matematica e Applicazioni
Dispersion on the Complete Graph
De Ambroggio Umberto
Presenter: De Ambroggio Umberto, Ludwig Maximilian University of Munich
On hyperbolic branching Brownian motion
Woess Wolfgang
Presenter: Woess Wolfgang, Technische Universität Graz (Graz University of Technology)
Session: CS12

Quantum Probability and Related Fields

Chairperson: Umanità Veronica, Università degli studi di Genova, dipartimento di Matematica
Chairperson: Crismale Vitonofrio, Dipartimento di Matematica, Università degli Studi di Bari
Gaussian Quantum Markov Semigroups
FAGNOLA FRANCO
Presenter: FAGNOLA FRANCO, Politecnico di Milano, Dipartimento di Matematica
Correspondences vs Correspondences
Skeide Michael
Presenter: Skeide Michael, Università degli Studi del Molise
Distributional Symmetries for Quantum Stochastic Processes
Rossi Stefano
Presenter: Rossi Stefano, Università degli Studi di Bari Aldo Moro
The spectral gap for Quantum Markov Semigroups
Poletti Damiano
Presenter: Poletti Damiano, Università di Genova
Session: CS18

Interacting systems in statistical physics II

Chairperson: Franceschini Chiara, University of Modena
Chairperson: Magnanini Elena, WIAS Berlin
Duality for the multispecies stirring process with open boundaries
Casini Francesco
Presenter: Casini Francesco, Università di Modena e Reggio Emilia
Noise-induced periodicity in a frustrated network of interacting diffusions
Collet Francesca
Presenter: Collet Francesca, Department of Computer Science, University of Verona
Phase transition for a non attractive process modeling inherited sterility
Velasco Sonia
Presenter: Velasco Sonia, Université Paris Cité
A model for colloids: Diffusion dynamics for two-type hard spheres and the associated depletion effect
Zass Alexander
Presenter: Zass Alexander, WIAS Berlin
16:40 - 17:00

Coffee break

17:00 - 18:40
Session: CS 5

Stochastic PDEs for physical models

Chairperson: Zanella Margherita, Politecnico di Milano
Existence and uniqueness by Kraichnan noise for 2D Euler equations with unbounded vorticity
Coghi Michele, Maurelli Mario
Presenter: Coghi Michele, Università degli Studi di Trento
A stochastic Allen-Cahn-Navier-Stokes system with singular potential
Di Primio Andrea
Presenter: Di Primio Andrea, Politecnico di Milano
Global well-Posedness and Interior Regularity of 2D Navier-Stokes Equations with Stochastic Wind Driven Boundary Conditions.
Luongo Eliseo, Agresti Antonio
Presenter: Luongo Eliseo, Scuola Normale Superiore
On some conserved stochastic phase-field models of Cahn-Hilliard-Cook type with logarithmic potential
Scarpa Luca
Presenter: Scarpa Luca, Politecnico di Milano
Session: CS11

Stochastic Geophysical Fluid Dynamics

Chairperson: Agresti Antonio, TU Delft
Chairperson: Carigi Giulia, Università degli Studi dell'Aquila
Diffusion Limit for a Stochastic Model of a Magnetic Field in a 3D Thin Domain
Butori Federico, Luongo Eliseo
Presenter: Butori Federico, Scuola Normale Superiore
Transport Noise effect on Kelvin-Helmholtz instability
Morlacchi Silvia
Presenter: Morlacchi Silvia, Scuola Normale Superiore
On global solutions for fluid dynamics SPDEs
Lang Oana
Presenter: Lang Oana, Imperial College London
On convex integration solutions to the surface quasi-geostrophic equation with generic additive noise
Lange Theresa, Bechtold Florian, Wichmann Jörn
Presenter: Lange Theresa, Scuola Normale Superiore di Pisa
Session: CS13

Diffusion and coalescent processes in population genetics

Chairperson: Favero Martina, University of Stockholm
Migration and bottlenecks in population genetics
Dai Pra Marta
Presenter: Dai Pra Marta, Humboldt Universität zu Berlin
Inferring natural selection and allele age from allele frequency time series data via exact simulation
Sant Jaromir, Jenkins Paul A, Spanò Dario, Koskela Jere
Presenter: Sant Jaromir, University of Oxford
Excursion theory of Wright-Fisher diffusions
Spanò Dario, Koskela Jere, Jenkins Paul A, Valentic Ivana
Presenter: Spanò Dario, University of Warwick
Filtering Poisson-Dirichlet diffusions
Ruggiero Matteo, Dalla Pria Marco, Spanò Dario
Presenter: Ruggiero Matteo, University of Torino and Collegio Carlo Alberto
Session: CS31

Random Games

Chairperson: Venel Xavier, Luiss University
Best-Response Dynamics in Two-Person Random Games with Correlated Payoffs
Mimun Hlafo Alfie
Presenter: Mimun Hlafo Alfie, LUISS University
Branching processes with an adversary
Predtetchinski Arkadi, Venel Xavier
Presenter: Predtetchinski Arkadi, Maastricht University
Zero-one Laws for a Control Problem with Random Action Sets
Flesch Janos, Predtetchinski Arkadi, Venel Xavier
Presenter: Venel Xavier, Luiss University
The game behind oriented percolation
Ziliotto Bruno
Presenter: Ziliotto Bruno, CNRS, CEREMADE, Paris Dauphine University
Session: CS34

Advances in stochastic optimal transport and applications

Chairperson: Tamanini Luca, Università Cattolica del Sacro Cuore, Brescia
Invariant integrated convexity profiles for Hamilton-Jacobi-Bellman equations and applications
Conforti Giovanni
Presenter: Conforti Giovanni, IPParis, École Polytechnique
Exponential convergence of Sinkhorn’s algorithm: a coupling approach
Greco Giacomo
Presenter: Greco Giacomo, Eindhoven University of Technology
The geometry of Sinkhorn divergences
Lavenant Hugo
Presenter: Lavenant Hugo, Bocconi University
Sticky-Schrödinger problem: from Large Deviation principle to JKO scheme
Nenna Luca
Presenter: Nenna Luca, Université Paris-Saclay
Session: CS54

Random motions and first passage times

Chairperson: Meoli Alessandra, Università degli Studi di Salerno
Chairperson: Ricciuti Costantino, Department of Statistical Sciences
Intertwining relations for the first-passage-time problem
D'Onofrio Giuseppe
Presenter: D'Onofrio Giuseppe, Politecnico di Torino
First-exit times for a two-dimensional random walk on the L-lattice
Spina Serena
Presenter: Spina Serena, Università di Salerno
Mixtures of random flights and their applications in statistical physics
Ricciuti Costantino
Presenter: Ricciuti Costantino, Department of Statistical Sciences
A generalized accelerated motion driven by the alternating Poisson process and its effect on lifetimes in random environments
Meoli Alessandra
Presenter: Meoli Alessandra, Università degli Studi di Salerno
Session: CS56

Conditional knowledge representation and information fusion under coherence

Chairperson: Castronovo Lydia, Department of Mathematics and Computer Sciences, Physical Sciences and Earth Sciences, University of Messina, Messina, Italy
Chairperson: Sanfilippo Giuseppe, Department of Mathematics and Computer Science, University of Palermo, Italy
A Fuzzy Ensemble of Features Importances via SMART-or aggregation
Capotorti Andrea, Troiani Alessio
Presenter: Capotorti Andrea, Dip. Matematica e Informatica Università di Perugia
Generalized notions of conjunction and disjunction for two conditional events under coherence
Castronovo Lydia, Sanfilippo Giuseppe
Presenter: Castronovo Lydia, Department of Mathematics and Computer Sciences, Physical Sciences and Earth Sciences, University of Messina, Messina, Italy
Stackelberg-Cournot-Nash equilibria with Dempster-Shafer uncertainty and α-maxmin preferences
Lorenzini Silvia, Petturiti Davide, Vantaggi Barbara
Presenter: Petturiti Davide, University of Perugia
A probabilistic analysis of selected notions of iterated conditioning under coherence
Castronovo Lydia, Sanfilippo Giuseppe
Presenter: Sanfilippo Giuseppe, Department of Mathematics and Computer Science, University of Palermo, Italy
19:00 - 20:30

Welcome Aperitif

Location: Cloister of S. Pietro in Vincoli
Tuesday, June 11, 2024
09:00 - 10:00
Keynote Speech: H1

Beatrice Acciaio

10:00 - 10:30

Coffee Break

10:30 - 12:30
Session: IS 5

Metastability

Chairperson: Pulvirenti Elena, TU Delft
Metastability for dilute spin models with Glauber dynamics
Pulvirenti Elena
Presenter: Pulvirenti Elena, TU Delft
Homogeneous nucleation for two-dimensional Kawasaki dynamics
Baldassarri Simone
Presenter: Baldassarri Simone, Leiden University
Ising model on clustered networks: A model for opinion dynamics
Jacquier Vanessa
Presenter: Jacquier Vanessa, Utrecht University
Shaken dynamics: metastable behavior and applications
Apollonio Valentina, D'Autilia Roberto, Scoppola Elisabetta, Scoppola Benedetto, Troiani Alessio
Presenter: Troiani Alessio, Università degli Studi di Perugia
Session: IS 6

Generative modelling and stochastic mass transport

Chairperson: Conforti Giovanni, IPParis, École Polytechnique
On the rate of convergence for score based diffusion models
Gentiloni Silveri Marta, Durmus Alain
Presenter: Gentiloni Silveri Marta, CMAP, Ecole Polytechnique
Piecewise deterministic generative models
Bertazzi Andrea
Presenter: Bertazzi Andrea, École Polytechnique
Session: IS 7

Stochastic optimal control of McKean-Vlasov equations

Chairperson: Bandini Elena, Università di Bologna
On the convergence rate for the finite player approximation of mean field control problems
Cecchin Alekos
Presenter: Cecchin Alekos, Università degli Studi di Padova
Fourier Galerkin approximation of a mean field control problem
Martini Mattia
Presenter: Martini Mattia, Université Côte d'Azur
Master Bellman equation in the Wasserstein space: uniqueness of viscosity solutions
Rosestolato Mauro
Presenter: Rosestolato Mauro, Università di Genova
Session: IS 8

Random fields

Chairperson: Rossi Maurizia, University of Milano-Bicocca
Small Fluctuations for time-dependent spherical random fields
Carfagnini Marco, Todino Anna Paola
Presenter: Carfagnini Marco, University of California San Diego
Limit theorems for functionals of Gaussian fields: existing results and new challenges
Maini Leonardo
Presenter: Maini Leonardo, Università degli Studi di Milano-Bicocca
Sobolev-Malliavin regularity of the nodal length.
Stecconi Michele, Peccati Giovanni
Presenter: Stecconi Michele, Luxembourg
Functional Convergence of Berry's Nodal Lengths
Vidotto Anna
Presenter: Vidotto Anna, Università degli Studi di Napoli Federico II
Session: CS32

Stochastic processes with random resetting

Chairperson: Abundo Mario, Dipartimento di Matematica, Unversità Tor Vergata, Roma
Chairperson: Iuliano Antonella, University of Basilicata
On direct and inverse problems for the first-passage time and the first-passage place of diffusion processes with stochastic resetting.
Abundo Mario
Presenter: Abundo Mario, Dipartimento di Matematica, Unversità Tor Vergata, Roma
A generalised telegraph process with resetting driven by random trials
Iuliano Antonella
Presenter: Iuliano Antonella, University of Basilicata
Stochastic processes with possible random binomial resetting to model the spread of fake news
Paraggio Paola
Presenter: Paraggio Paola, Università degli Studi di Salerno
On the Telegraph Process driven by Geometric Counting Process with Poissonian Resetting
Verasani Gabriella
Presenter: Verasani Gabriella, Università degli Studi della Basilicata
Session: CS58

Recent advances in Heath-Jarrow-Morton modelling in finance

Chairperson: Gnoatto Alessandro, University of Verona
Chairperson: Fontana Claudio, University of Padova
Deep learning of data-driven Heath-Jarrow-Morton models
Cuchiero Christa , Fontana Claudio, Gnoatto Alessandro
Presenter: Cuchiero Christa , University of Vienna
Local Volatility Models for Commodity Forwards
Lavagnini Silvia, Detering Nils
Presenter: Lavagnini Silvia, BI Norwegian Business School
Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting
Gnoatto Alessandro, Lavagnini Silvia
Presenter: Gnoatto Alessandro, University of Verona
Natural finite dimensional HJM models are NON-affine.
Krühner Paul
Presenter: Krühner Paul, WU Vienna
Session: CS61

Deep learning theory

Chairperson: Bietti Alberto, Flatiron Institute, Simons Foundation
Transformers and Associative Memories
Bietti Alberto
Presenter: Bietti Alberto, Flatiron Institute, Simons Foundation
Early alignment in two-layer networks training is a two-edged sword
Boursier Etienne
Presenter: Boursier Etienne, INRIA Saclay
Dissecting associative memory mechanisms
Cabannes Vivien
Presenter: Cabannes Vivien, META
Provable Advantage of Curriculum Learning on Boolean Targets
Cornacchia Elisabetta
Presenter: Cornacchia Elisabetta, MIT
12:30 - 14:30

Lunch

14:30 - 16:10
Session: CS15

Recent Advances in Bayesian Nonparametric Statistics

Chairperson: Franzolini Beatrice, Bocconi University
Chairperson: Catalano Marta, Luiss University
A random partition model with dependence on covariates
Del Sole Claudio, Lijoi Antonio, Pruenster Igor
Presenter: Del Sole Claudio, Bocconi University
The multivariate probit Indian buffet process
Stolf Federica
Presenter: Stolf Federica, University of Padova
Measuring dependence under partial exchangeability with reproducing kernel Hilbert spaces
Mascari Francesco
Presenter: Mascari Francesco, Bocconi University
Dirichlet process-based inference for Wicksell's inverse problem.
Gili Francesco
Presenter: Gili Francesco, TU Delft
Session: CS16

Stochastic Evolution Equations

Chairperson: Benedetti Irene, Department of Mathematics and Computer Science, University of Perugia
Quasi-linear equations in Hilbert spaces and nonlinear random perturbations of PDEs
Guatteri giuseppina
Presenter: Guatteri giuseppina, Politecnico di Milano
Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models
Mastrogiacomo Elisa
Presenter: Mastrogiacomo Elisa, Dipartimento di Economia, Università dell'Insubria
A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution
Bianchi Luigi Amedeo, Bonaccorsi Stefano, Tubaro Luciano
Presenter: Bianchi Luigi Amedeo, Università di Trento
Scaling and criticality in stochastic evolution equations
Agresti Antonio
Presenter: Agresti Antonio, TU Delft
Session: CS20

Stochastic Modeling in Finance and Insurance I

Chairperson: De Angelis Tiziano, University of Torino and Collegio Carlo Alberto
Utility maximization for reinsurance policies in a dynamic contagion claim model
Ceci Claudia, Cretarola Alessandra
Presenter: Ceci Claudia, University of Rome Sapienza
American options with liquidation penalties
De Donno Marzia
Presenter: De Donno Marzia, Università Cattolica di Milano
Optimal annuitization and bequest motives
Buttarazzi Matteo
Presenter: Buttarazzi Matteo, La Sapienza University
Optimal additional voluntary contribution in DC pension schemes to manage inadequacy risk
Vigna Elena, Ferreira Morici Henrique
Presenter: Vigna Elena, Università di Torino and Collegio Carlo Alberto
Session: CS26

Geometry of random fields

Chairperson: Stecconi Michele, Luxembourg
Laguerre Expansion for Nodal Volumes and Applications
Todino Anna Paola
Presenter: Todino Anna Paola, Università del Piemonte Orientale
On Critical Points of Random Fields
Cammarota Valentina
Presenter: Cammarota Valentina, Sapienza University of Rome
Minkowski functionals in SO(3) for spin random fields
Pistolato Francesca
Presenter: Pistolato Francesca, University of Luxembourg
Difference of volume of level sets of coupled smooth Gaussian fields
Hegde Akshay, Belyaev Dmitry
Presenter: Hegde Akshay, University of Oxford
Session: CS33

Measures, optimal transport and quantum systems

Chairperson: De Vecchi Francesco, Università di Pavia
Grassmann probatility, stochastic analysis, and applications
Borasi Luigi
Presenter: Borasi Luigi, Università di Milano (Statale)
Stochastic McKean-Vlasov control problems: a description based on optimal transport
Rigoni Chiara, De Vecchi Francesco
Presenter: Rigoni Chiara, University of Vienna
Invariant Gibbs measure for Anderson NLW
Zachhuber Immanuel
Presenter: Zachhuber Immanuel, FU Berlin
Session: CS37

Percolation

Chairperson: Quattropani Matteo, Sapienza Università di Roma
A toy model of self-critical percolation
Forien Nicolas
Presenter: Forien Nicolas, University Paris-Dauphine
Percolation on Preferential attachment models
Hazra Rajat Subhra
Presenter: Hazra Rajat Subhra, University of Leiden
Bootstrap percolation on random trees
Shapira Assaf
Presenter: Shapira Assaf, MAP5, Université Paris Cité
Chaos and concentration in spatial growth models
Sfragara Matteo
Presenter: Sfragara Matteo, Stockholm University
Session: CS39

Fractional operators and anomalous diffusions

Chairperson: Beghin Luisa, Sapienza University
Cameron–Martin Type Theorem for a Class of non-Gaussian Measures
da Silva José
Presenter: da Silva José, University of Madeira
Semilinear equations for non-local operators
Wagner Vanja
Presenter: Wagner Vanja, University of Zagreb
An application of Fractional Operators in White Noise Analysis: Bernstein Gaussian Processes
Cristofaro Lorenzo
Presenter: Cristofaro Lorenzo, University of Luxembourg
Anomalous diffusive limit for a kinetic equation with a thermostatted interface
Marino Lorenzo
Presenter: Marino Lorenzo, ENSTA Paris
16:10 - 16:30

Coffee break

16:30 - 18:10
Session: CS 3

Mean Field Games and Mean Field Control II

Chairperson: Campi Luciano, University of Milan
Chairperson: Cosso Andrea, University of Milan
On Stationary Mean-field Games with Singular Controls
Ferrari Giorgio
Presenter: Ferrari Giorgio, Center for Mathematical Economics (IMW), Bielefeld University
Coarse correlated equilibria in linear quadratic mean field games and application to an emission abatement game
Campi Luciano, Cannerozzi Federico
Presenter: Campi Luciano, University of Milan
Infinite time horizon optimal control of McKean-Vlasov SDEs
Rudà Silvia
Presenter: Rudà Silvia, Università degli studi di Milano
Mean field optimal stopping
Perelli Laura
Presenter: Perelli Laura, Università degli Studi di Milano
Session: CS 8

Combinatorial structures in probability and statistics

Chairperson: Bisi Elia, TU Wien
An almost infinite sites model
Avalos-Pacheco Alejandra
Presenter: Avalos-Pacheco Alejandra, Technische Universität Wien (TU Wien)
Detecting a late changepoint in the preferential attachment model
Bet Gianmarco
Presenter: Bet Gianmarco, Università degli Studi di Firenze
Bootstrap percolation is local
Hartarsky Ivailo
Presenter: Hartarsky Ivailo, Technical University of Vienna
Hearing the shape of a random matrix
Cunden Fabio Deelan
Presenter: Cunden Fabio Deelan, Università di Bari & INFN Bari
Session: CS19

Advances in statistics for stochastic processes

Chairperson: Mazzonetto Sara, Université de Lorraine, CNRS, Inria, IECL, Nancy, France
Parameter estimation for iid paths of diffusion processes under local differential privacy constraints
Amorino Chiara
Presenter: Amorino Chiara, University of Luxembourg
Likelihood Methods for Low Frequency Diffusion Data
Giordano Matteo
Presenter: Giordano Matteo, Università degli Studi di Torino
About small jumps of Lévy processes : approximations and estimation
Mariucci Ester
Presenter: Mariucci Ester, UVSQ
Limit theorems for extremes of non-stationary processes
Passeggeri Riccardo
Presenter: Passeggeri Riccardo, Imperial College London
Session: CS21

Stochastic Modeling in Finance and Insurance II

Chairperson: Milazzo Alessandro, Università di Torino
Dynamic Tax Evasion and Capital Misallocation in General Equilibrium
Regis Luca, Menoncin Francesco, Modena Andrea
Presenter: Regis Luca, University of Torino and Collegio Carlo Alberto
Symmetric Bernoulli distributions and minimal dependence copulas
Mutti Alessandro, Semeraro Patrizia
Presenter: Semeraro Patrizia, Politecnico di Torino
An optimal stopping problem for equity-linked life insurance policies
Milazzo Alessandro
Presenter: Milazzo Alessandro, Università di Torino
Geometrically convex risk measures
Aygun Mucahit , Bellini Fabio, Laeven Roger J.A.
Presenter: Bellini Fabio, University of Milano-Bicocca
Session: CS38

Subordination and time-changed stochastic processes

Chairperson: De Gregorio Alessandro, Sapienza University
Path dynamics of time-changed Lévy processes: a martingale approach
Francesco Francesco, De Gregorio Alessandro
Presenter: Francesco Francesco, Sapienza University
Numerical approximation of stochastic differential equations modeling subdiffusions
Kobayashi Kei
Presenter: Kobayashi Kei, Fordham University
Non-local Boundary Value Problems for Brownian motions
Colantoni Fausto
Presenter: Colantoni Fausto, Università di Roma La Sapienza
Discrete-time arrival processes and defectivity
Polito Federico
Presenter: Polito Federico, University of Torino
Session: CS41

Limit theorems for random structures

Chairperson: Turchi Nicola, Università degli Studi di Milano-Bicocca
Limit theory of sparse random geometric graphs in high dimensions
Bonnet Gilles
Presenter: Bonnet Gilles, University Of Groningen
Correlation structure for arithmetic random waves
Rossi Maurizia
Presenter: Rossi Maurizia, University of Milano-Bicocca
Quantitative CLTs for Poisson Functionals with Applications to Random Graphs
Trauthwein Tara
Presenter: Trauthwein Tara, University of Oxford
Phase transition for the volume of high-dimensional random polytopes
Turchi Nicola
Presenter: Turchi Nicola, Università degli Studi di Milano-Bicocca
Session: CS46

Semilinear Stochastic Differential Equations in Infinite-Dimensional Spaces

Chairperson: Cretarola Alessandra , University of Perugia
Existence of nonnegative mild solutions of stochastic evolution inclusions via weak topology
Cretarola Alessandra , Benedetti Irene
Presenter: Cretarola Alessandra , University of Perugia
Periodic solutions for stochastic differential inclusions
Benedetti Irene, Cretarola Alessandra
Presenter: Benedetti Irene, Department of Mathematics and Computer Science, University of Perugia
Integral functional inequalities for generalized Mehler semigroups
Angiuli Luciana
Presenter: Angiuli Luciana, Dipartimento di Matematica e Fisica "E.De Giorgi"-Università del Salento
Wednesday, June 12, 2024
09:00 - 10:00
Keynote Speech: O1

Massimiliano Gubinelli

10:00 - 10:30

Coffee break

10:30 - 12:30
Session: IS 9

Bsde's, martingale representations and enlargement of filtration

Chairperson: Fontana Claudio, University of Padova
Predictable representation property for an enlarged filtration with applications
Aksamit Anna
Presenter: Aksamit Anna, The University of Sydney
Perpetual American standard and lookback options with event risk and asymmetric information
Gapeev Pavel
Presenter: Gapeev Pavel, LSE
Orthogonality, Stable Subspaces and Covariation Processes in Enlargement of Filtration
Torti Barbara, Calzolari Antonella
Presenter: Torti Barbara, Università di Roma Tor Vergata
Weak representation property in progressively enlarged filtrations
Di Tella Paolo
Presenter: Di Tella Paolo, TU Dresden
Session: IS11

Stochastic Analysis

Chairperson: Grotto Francesco, Università di Pisa
The statistical approach to 2D incompressible fluid dynamics
Grotto Francesco
Presenter: Grotto Francesco, Università di Pisa
Scaling limits for SPDEs with transport noise
Galeati Lucio
Presenter: Galeati Lucio, EPFL
Approximation of 2D Navier-Stokes equations with vorticity creation at the boundary by stochastic interacting particle systems
Grotto Francesco, Luongo Eliseo, Maurelli Mario
Presenter: Maurelli Mario, Università di Pisa
On applications of the "perturbed test function" method in fluid dynamics
Pappalettera Umberto
Presenter: Pappalettera Umberto, Bielefeld University
Session: IS12

Random surfaces

Chairperson: Cipriani Alessandra, UCL
Fermionic structure in the Abelian sandpile and the uniform spanning tree
Cipriani Alessandra
Presenter: Cipriani Alessandra, UCL
Directed polymers on supercritical percolation clusters
Nitzschner Maximilian
Presenter: Nitzschner Maximilian, The Hong Kong University of Science and Technology
A topological phase transition in the XY model
van Engelenburg Diederik
Presenter: van Engelenburg Diederik, University of Lyon 1
Scaling limits and fluctuations of discrete stochastic PDEs
Chiarini Leandro, Jara Milton, Ruszel Wioletta
Presenter: Chiarini Leandro, Durham University
Session: IS21

Complex networks and random graphs

Chairperson: Avena Luca, University of Florence
Limiting spectra of inhomogeneous random graph models: from sparse to dense regime
Avena Luca
Presenter: Avena Luca, University of Florence
Spatial coagulation processes and random graphs: large deviations and phase transitions.
Andreis Luisa
Presenter: Andreis Luisa , Politecnico di Milano
Voter model on random directed graphs
Capannoli Federico
Presenter: Capannoli Federico, Leiden University
Phase transition for the late points of random walk
Sousi Perla
Presenter: Sousi Perla, University of Cambridge
Session: CS23

Stochastic processes and their applications

Chairperson: Colaneri Katia, University of Rome Tor Vergata
Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels
Confortola Fulvia, Bonaccorsi Stefano
Presenter: Confortola Fulvia, Politecnico of Milan
Statistical Inference for Stochastic Volatility via Backward Filtering Forward Guiding
Damian Camilla
Presenter: Damian Camilla, Vrije Universiteit Amsterdam
A Dam Management Problem with Energy Production as an Optimal Switching Problem
Di Girolami Cristina
Presenter: Di Girolami Cristina, Università di Bologna
A MFG approach for competing firms in the Emission Trading System
leocata marta
Presenter: leocata marta, LUISS
Session: CS24

Neural Networks at initialization

Chairperson: Salvi Michele, University of Rome, Tor Vergata
Large-width asymptotics and training dynamics of $\alpha$-Stable ReLU neural networks
Favaro Stefano
Presenter: Favaro Stefano, University of Torino and Collegio Carlo Alberto
Large and moderate deviations for Gaussian neural networks
Macci Claudio, Pacchiarotti Barbara, Torrisi Giovanni Luca
Presenter: Macci Claudio, Dipartimento di Matematica, Università di Roma Tor Vergata
Functional Fluctuations of Fully Connected Neural Networks
Peccati Giovanni
Presenter: Peccati Giovanni, University of Luxembourg
Normal approximation of random Gaussian neural networks
Torrisi Giovanni Luca
Presenter: Torrisi Giovanni Luca, CNR
Session: CS30

Fractional processes and Malliavin calculus for stochastic models

Chairperson: Pirozzi Enrica, Dipartimento di Matematica e Fisica, Università della Campania Luigi Vanvitelli
Entropy and entropy functionals of fractional processes
Mishura Yuliya
Presenter: Mishura Yuliya, Taras Shevchenko National University of Kyiv
First passage time of Dickman subordinator and non-local operators
Leonenko Nikolai
Presenter: Leonenko Nikolai, Cardiff University
On the power law in a class of sandwiched Volterra volatility models
Di Nunno Giulia
Presenter: Di Nunno Giulia, University of Oslo
Optimizing Logarithmic Utility: Probing Expected Gains through Anticipative Information in a Brownian-Poisson Market
D'Auria Bernardo
Presenter: D'Auria Bernardo, Università di Padova
12:30 - 17:00

Free afternoon

17:00 - 19:00
Keynote Speech: S1

Hugo Duminil-Copin

19:30 - 23:00

Conference dinner

Location: Terrazza Caffarelli
Thursday, June 13, 2024
09:00 - 10:00
Keynote Speech: U1

Cristina Toninelli

10:00 - 10:30

Coffee break

10:30 - 12:30
Session: CS 2

Mean Field Games and Mean Field Control I

Chairperson: Dianetti Jodi, Bielefeld University
Chairperson: Martini Mattia, Université Côte d'Azur
On the Optimal Control of McKean Vlasov SDEs and Mean Field Games in Infinite Dimension
Gozzi Fausto, Kharroubi Idris, Pham Huyên, Rosestolato Mauro
Presenter: Gozzi Fausto, Università LUISS
A Tikhonov theorem for McKean-Vlasov two-scale systems and a new application to mean field optimal control problems
Cosso Andrea
Presenter: Cosso Andrea, University of Milan
Ergodic mean field games of singular control: beyond Nash equilibria
Cannerozzi Federico, Ferrari Giorgio
Presenter: Cannerozzi Federico, University of Milan
Nonlinear Graphon mean-field systems
Coppini Fabio, De Crescenzo Anna, Pham Huyên
Presenter: De Crescenzo Anna, LPSM, UMR CNRS 8001, Sorbonne Université and Université Paris Cité
Session: CS47

Statistical inference in infinite dimensional spaces

Chairperson: Caponera Alessia, University of Milano Bicocca
Optimal Transport for Covariance Operators
Santoro Leonardo
Presenter: Santoro Leonardo, EPFL
Fréchet Means in Infinite Dimensions
Jaffe Adam
Presenter: Jaffe Adam, UC Berkeley, Department of Statistics
A way to measure the complexity of random processes
Bongiorno Enea, Chan Lax, Goia Aldo, Vieu Philippe
Presenter: Bongiorno Enea, Università del Piemonte Orientale
Asymptotics for isotropic Hilbert-valued spherical random fields
Caponera Alessia
Presenter: Caponera Alessia, University of Milano Bicocca
Session: CS51

Optimality: theoretical and applied results

Chairperson: Zucca Cristina, University of Torino
Optimal solution of redundant measurements in frequency domain
Collini Francesca
Presenter: Collini Francesca, Bureau international des poids et mesures
Enhancing Branch and Bound Based Solvers through Probability Estimation via Neural Network
Sciandra Lorenzo
Presenter: Sciandra Lorenzo, University of Turin
CUSUM with Laplace distributed scores
Zucca Cristina
Presenter: Zucca Cristina, University of Torino
Session: IS13

Non-local operators in probability

Chairperson: Ascione Giacomo, Scuola Superiore Meridionale
Time-nonlocal operators in probability: a brief summary
Ascione Giacomo
Presenter: Ascione Giacomo, Scuola Superiore Meridionale
Semi-Markov approach to non-local equations
Toaldo Bruno
Presenter: Toaldo Bruno, Università degli Studi di Torino
Time non-locality emerging from particle systems
Floreani Simone
Presenter: Floreani Simone, University of Bonn
First-passage time densities for non-Markovian uncoupled continuous-time random walks and the universality of the Sparre Andersen theorem
Pagnini Gianni
Presenter: Pagnini Gianni, BCAM - Basque Center for Applied Mathematics
Session: IS15

Stochastic processes in the natural sciences

Chairperson: D'Onofrio Giuseppe, Politecnico di Torino
Chairperson: Spina Serena, Università di Salerno
Large deviations for Markov processes via Hamilton-Jacobi-Bellman equations
Della Corte Serena
Presenter: Della Corte Serena, Delft University of Technology
Sampling probabilities, diffusions, ancestral graphs, and duality under strong selection
Favero Martina
Presenter: Favero Martina, University of Stockholm
On approximating the first passage time density using generalised Laguerre polynomials
Martini Tommaso
Presenter: Martini Tommaso, University of Turin
Separation index and classification techniques based on Shannon entropy
Buono Francesco
Presenter: Buono Francesco, RWTH Aachen University
Session: IS17

Fractional volatility modeling in mathematical finance : from estimation to approximation methods

Chairperson: DE MARCO Stefano, Ecole Polytechnique
The Multivariate Fractional Ornstein-Uhlenbeck Process
Dugo Ranieri, Giorgio Giacomo, Pigato Paolo
Presenter: Pigato Paolo, Universita Roma Tor Vergata, Dipartimento di Economia e Finanza
A bivariate rough volatility model
Dugo Ranieri, Giorgio Giacomo
Presenter: Dugo Ranieri, University of Rome Tor Vergata
Polynomial Volterra Processes
PULIDO Sergio
Presenter: PULIDO Sergio, ENSIIE - LaMME, Evry, France
Session: IS18

Mixing times

Chairperson: Sau Federico, University of Trieste
Mixing of the Averaging process on graphs
Quattropani Matteo
Presenter: Quattropani Matteo, Sapienza Università di Roma
TBA
Silvestri Vittoria
Presenter: Silvestri Vittoria, University of Rome La Sapienza
Mixing cutoff for random walks on random digraphs
Passuello Giacomo
Presenter: Passuello Giacomo, Università di Padova
Entropy and curvature of Markov chains: beyond the Peres-Tetali conjecture
Justin SALEZ
Presenter: Justin SALEZ, Université Paris Dauphine
12:30 - 14:30

Lunch

14:30 - 16:10
Session: CS22

Statistics for Stochastic Processes and applications

Chairperson: Amorino Chiara, University of Luxembourg
Mixed moving average field guided learning for raster data cubes
Curato Imma
Presenter: Curato Imma, TU Chemnitz
Threshold CIR process: drift parameters estimation
Mazzonetto Sara
Presenter: Mazzonetto Sara, Université de Lorraine, CNRS, Inria, IECL, Nancy, France
The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
Casini Alessandro
Presenter: Casini Alessandro, Tor Vergata University of Rome
Inference for a Stochastic Partial Differential Equations related to an ecological niche.
Delgado-Vences Francisco Javier
Presenter: Delgado-Vences Francisco Javier, Instituto de Matematicas - UNAM
Session: CS29

Advances in Stochastic Control and System Modeling

Chairperson: D'Auria Bernardo, Università di Padova
Linear-quadratic stochastic control with state constraints on finite-time horizon
De Angelis Tiziano, Ekstrom Erik
Presenter: De Angelis Tiziano, University of Torino and Collegio Carlo Alberto
Mittag-Leffler queues and an application to the fractional double auction model
Georgiou Nicos
Presenter: Georgiou Nicos, University of Sussex
A critical assessment of the HK stochastic integral
Escudero Carlos
Presenter: Escudero Carlos, Universidad Nacional de Educación a Distancia
Reliability analysis of a K-out-of-N system with random effort
D'Amico Guglielmo, Raj Raina, Selvamuthu Dharmaraja
Presenter: D'Amico Guglielmo, Department of Economics, University G. d'Annunzio of Chieti-Pescara
Session: CS35

Monte Carlo methods and Applications I

Chairperson: Iacobucci Alessandra, CEREMADE-CNRS and Université Paris Dauphine
Chairperson: Bertazzi Andrea, École Polytechnique
Sampling advances by adaptive regenerative processes and importance Monte Carlo
Robert Christian
Presenter: Robert Christian, Université Paris Dauphine PSL
A connection between Tempering and Entropic Mirror Descent
Crucinio Francesca Romana
Presenter: Crucinio Francesca Romana, King's College London
Quantitative convergence bounds for kinetic Langevin and Hamiltonian Monte Carlo
Monmarché Pierre
Presenter: Monmarché Pierre, Sorbonne Université
Necessary symmetries in non-reversible sampling by Event-Chain Monte Carlo and generalization to non-translational flows
Michel Manon
Presenter: Michel Manon, CNRS, Université Clermont-Auvergne
Session: CS40

Recent developments for urn models

Chairperson: Ghiglietti Andrea, Università degli Studi di Milano-Bicocca
Asymptotic behavior of interacting innovation processes
Ghiglietti Andrea
Presenter: Ghiglietti Andrea, Università degli Studi di Milano-Bicocca
Empirical process of continuous-time Markov branching processes and applications to Polya's urn
Vidyashankar Anand
Presenter: Vidyashankar Anand, George Mason University
Interacting Urn Schemes
Bandyopadhyay Antar
Presenter: Bandyopadhyay Antar, Indian Statistical Institute, Delhi Centre
Interacting reinforced urn models for the design and analysis of Basket clinical trials
Frieri Rosamarie
Presenter: Frieri Rosamarie, Università di Bologna
Session: CS43

Hydrodynamic limits

Chairperson: Floreani Simone, University of Bonn
Quantitative framework for hydrodynamic limits
Menegaki Angeliki
Presenter: Menegaki Angeliki, Imperial College London
Scaling limits of boundary-driven interacting particle systems and random walks on Lipschitz domains
Portinale Lorenzo
Presenter: Portinale Lorenzo, Hausdorff Center for Mathematics, Bonn
From exclusion to the heat equation with non-linear Robin boundary conditions
Salvador Beatriz
Presenter: Salvador Beatriz, Instito Superior Tecnico
Non-equilibrium uctuations for the symmetric partial exclusion
Gonçalves Patricia
Presenter: Gonçalves Patricia, IST Lisbon
Session: CS44

Algebraic option pricing and probability: in honor of Peter Carr

Chairperson: Cherubini Umberto, University of Bologna
Chairperson: Mulinacci Sabrina, University of Bologna
Pickands Option Pricing
Cherubini Umberto
Presenter: Cherubini Umberto, University of Bologna
Introducing and testing the Carr model of default
Maglione Federico
Presenter: Maglione Federico, University of Florence
Bid-Ask Bounds for Option Prices: The Two-Tail Distortion Model
Mulinacci Sabrina
Presenter: Mulinacci Sabrina, University of Bologna
Bid-ask American option pricing under Dempster-Shafer uncertainty
Cinfrignini Andrea, Petturiti Davide, Vantaggi Barbara
Presenter: Vantaggi Barbara, Sapienza
Session: CS48

Probabilistic methods for energy transition I

Chairperson: Vargiolu Tiziano, University of Padova
Chairperson: Picarelli Athena, Università di Verona
Mean-field approach for demand side management contracts in energy markets
Scaratti Marco
Presenter: Scaratti Marco, University of Verona
Gaussian Volterra processes as models of electricity markets
Mishura Yuliya, Ottaviano Stefania, Vargiolu Tiziano
Presenter: Ottaviano Stefania, University of Padova
A numerical scheme for extended mean-field control problems with application to energy production and distribution
Tam Jonathan Yick Yeung, Scaratti Marco
Presenter: Tam Jonathan Yick Yeung, University of Verona
16:10 - 16:30
Session: Z1

Coffee break

16:30 - 18:10
Session: CS25

Statistical analysis of high-frequency prices

Chairperson: Benvenuti Francesco, Department of Mathematical Sciences, Aalborg University
Drift burst test statistic in the presence of infinite variation jumps
Mancini Cecilia
Presenter: Mancini Cecilia, University of Verona
Testing for endogeneity of irregular sampling schemes
Pirino Davide, Kolokolov Aleksey , Livieri Giulia
Presenter: Pirino Davide, Università degli Studi di Roma Tor Vergata
A seismometer for Ito semimartingales
Benvenuti Francesco, Renò Roberto
Presenter: Benvenuti Francesco, Department of Mathematical Sciences, Aalborg University
Microstructural Foundations for Rough Noise
Christensen Peter, Midtgaard Norlyk Anders
Presenter: Christensen Peter, Aarhus University
Session: CS36

Monte Carlo methods and Applications II

Chairperson: Crucinio Francesca Romana, King's College London
Unbiased constrained sampling with Self-Concordant Barrier Hamiltonian Monte Carlo
Noble Maxence, Durmus Alain
Presenter: Noble Maxence, Ecole Polytechnique
Optimal Thinning od MCMC Output
Riabiz Marina
Presenter: Riabiz Marina, King's College London
Optimizing the diffusion of overdamped Langevin dynamics
Santet Régis
Presenter: Santet Régis, CERMICS, École des Ponts & MATHERIALS, Inria Paris
Sticky coupling as a control variate for sensitivity analysis
Darshan Shiva
Presenter: Darshan Shiva, CERMICS ENPC/Inria Paris
Session: CS42

Rough paths

Chairperson: Riedel Sebastian, University of Hagen
Chairperson: Bayer Christian, WIAS Berlin
Chairperson: Hager Paul P., Technische Universität Berlin
Advancing Optimal Stochastic Control with Signatures
Hager Paul P., Bayer Christian, Riedel Sebastian, Nauen Tobias
Presenter: Hager Paul P., Technische Universität Berlin
Generating Lévy area of Brownian motion for adaptive and high-order SDE simulation
Jelincic Andraz
Presenter: Jelincic Andraz, University of Bath
Itô's formula for non-anticipative functionals of càdlàg rough paths
Primavera Francesca, Cuchiero Christa , Guo XIn
Presenter: Primavera Francesca, University of Vienna
Log Neural Controlled Differential Equations: The Lie Brackets Make a Difference
Walker Benjamin
Presenter: Walker Benjamin, University of Oxford
Session: CS45

Mckean-Vlasov equations and related PDEs

Chairperson: Issoglio Elena, Università di Torino
Chairperson: Pagliarani Stefano, Università di Bologna
Some results on mean-field non-Markovian controlled interacting systems
Zanco Giovanni
Presenter: Zanco Giovanni, Università di Siena
Beyond propagation of chaos : correlations control in mean-field systems
Armand Bernou
Presenter: Armand Bernou, Université Claude Bernard Lyon 1
Degenerate McKean-Vlasov equations with drift in anisotropic negative Besov spaces - Part I
Issoglio Elena, Pagliarani Stefano, Russo Francesco, Trevisani Davide
Presenter: Pagliarani Stefano, Università di Bologna
Degenerate McKean-Vlasov equations with drift in anisotropic negative Besov spaces - Part II
Issoglio Elena, Pagliarani Stefano , Russo Francesco, Trevisani Davide
Presenter: Issoglio Elena, Università di Torino
Session: CS49

Analytical and numerical methods for energy transition

Chairperson: Vargiolu Tiziano, University of Padova
Chairperson: Picarelli Athena, Università di Verona
On the convolution equivalence of tempered stable distributions on the real line
Torricelli Lorenzo
Presenter: Torricelli Lorenzo, University of Bologna
Self-consumption groups and the optimal management of storage
Awerkin Vargas Almendra Alexandra
Presenter: Awerkin Vargas Almendra Alexandra, Università di Pavia
Optimal reinstallation of photovoltaic panels
Vargiolu Tiziano, Ferrari Giorgio
Presenter: Vargiolu Tiziano, University of Padova
Machine learning methods for American-style path-dependent contracts
Pallavicini Andrea
Presenter: Pallavicini Andrea, Intesa Sanpaolo
Session: CS52

Trees and combinatorial probability

Chairperson: Aleandri Michele, LUISS University
The Permuton Tree
Corsini Benoît
Presenter: Corsini Benoît, TU/e
Appearance of Forests and Trees in the Solution of the Poisson Equation for Markov Jump Processes
khodabandehlou Faezeh, Maes Christian, Netocny Karel
Presenter: khodabandehlou Faezeh, Department of physics and astronomy
A minimal-trees-representation for the invariant measure of boundary driven exclusion processes
Pallotta Giulia
Presenter: Pallotta Giulia, University of L'Aquila
Session: CS53

Connections between stochastic models and game and voting theory

Chairperson: De Santis Emilio, Sapienza University of Rome
Conditions on Load-Sharing Models which Avoid Paradoxes of Stochastic Precedence and Voting Theory
Tassi Niccolo
Presenter: Tassi Niccolo, Universidad de Granada
Poisson games and convergence of large atomic congestion games
Cominetti Roberto, Scarsini Marco, Schroeder Marc, Stier-Moses Nicolás
Presenter: Cominetti Roberto, Universidad Adolfo Ibáñez
Can every ranking pattern be obtained?
De Santis Emilio
Presenter: De Santis Emilio, Sapienza University of Rome
Load-sharing survival models in the analysis of minima within subsets of random variables
Spizzichino Fabio
Presenter: Spizzichino Fabio, Sapienza University
Friday, June 14, 2024
09:00 - 10:00
Keynote Speech: 1

Francesco Caravenna

10:00 - 10:30

Coffee break

10:30 - 12:30
Session: IS10

Probability, Statistics and Quantum

Chairperson: Trevisan Dario, Dipartimento di Matematica - Università di Pisa
Stochastic interpretation of Bose-Einstein Condensation
Ugolini Stefania, De Vecchi Francesco, Borasi Luigi
Presenter: Ugolini Stefania, Department of Mathematics, University of Milan
Feynman path integrals for the Schrödinger equation with magnetic field
Mazzucchi Sonia
Presenter: Mazzucchi Sonia, Math Department, University of Trento
Statistical Complexity of Quantum Learning
Banchi Leonardo
Presenter: Banchi Leonardo, University of Florence
Optimal estimation of quantum Markov chains
Girotti Federico
Presenter: Girotti Federico, Politecnico di Milano
Session: IS14

Stochastic Control and Game-theoretic Models in Economics and Finance

Chairperson: Ferrari Giorgio, Center for Mathematical Economics (IMW), Bielefeld University
Bayesian Persuasion
Bonesini Ofelia, Campi Luciano
Presenter: Bonesini Ofelia, Imperial College London
A mean-field model for optimal investment
Calvia Alessandro, Federico Salvatore, Ferrari Giorgio, Gozzi Fausto
Presenter: Calvia Alessandro, University of Parma
Stochastic differential games with singular controls and applications
Dianetti Jodi, Ferrari Giorgio, Xu Renyaun
Presenter: Dianetti Jodi, Bielefeld University
Second-order smooth-fit for a class of singular stochastic control problems in infinite dimension
Federico Salvatore, Ferrari Giorgio, Riedel Frank, Roeckner Michael
Presenter: Federico Salvatore, Università di Bologna
Session: IS16

Random walks and disordered models

Chairperson: Torri Niccolo, Université Paris-Nanterre
The prudent self-avoiding walk in dimension six and higher
Torri Niccolo
Presenter: Torri Niccolo, Université Paris-Nanterre
The 2d directed polymer under the quasi-critical regime
Cottini Francesca
Presenter: Cottini Francesca, University of Luxembourg - National University of Singapore
On the boundary at infinity for branching random walk
Candellero Elisabetta
Presenter: Candellero Elisabetta, Roma Tre University
Non-intersecting path constructions for inhomogeneous TASEP and the KPZ fixed point
Bisi Elia
Presenter: Bisi Elia, TU Wien
Session: IS19

Dependence Modeling

Chairperson: Perrone Elisa, Eindhoven University of Technology
Copula-based clustering algorithms
Durante Fabrizio
Presenter: Durante Fabrizio, University of Salento
Algebraic methods in contingency table analysis and discrete copulas
Perrone Elisa, Fontana Roberto, Rapallo Fabio
Presenter: Perrone Elisa, Eindhoven University of Technology
A model-free feature selection method for multi-outcome data based on predictive strength
Fuchs Sebastian
Presenter: Fuchs Sebastian, University of Salzburg
Copula modelling with penalized complexity priors
Grazian Clara
Presenter: Grazian Clara, University of Sydney
Session: IS22

Universality, Stochastic PDEs and Random Growth

Chairperson: Cannizzaro Giuseppe, University of Warwick
Discrete and continuous Muttalib--Borodin processes: hard edge limit and large deviation principle
Occelli Alessandra
Presenter: Occelli Alessandra, Université d'Angers
Bulk deviations for the simple random walk
Chiarini Alberto
Presenter: Chiarini Alberto, Università degli Studi di Padova
The Allen-Cahn equation with weakly critical initial datum.
Rosati Tommaso
Presenter: Rosati Tommaso, University of Warwick
Crossover from the Brownian Castle to Edwards-Wilkinson
Cannizzaro Giuseppe
Presenter: Cannizzaro Giuseppe, University of Warwick
Session: CS27

Particle systems with spatial and self-interactions

Chairperson: Callegaro Alice, TU Munich
Interacting Edge-Reinforced Random Walks
Gantert Nina
Presenter: Gantert Nina, Technical University of Berlin
Gelation and hydrodynamic limits in cluster coagulation processes
Magnanini Elena
Presenter: Magnanini Elena, WIAS Berlin
Aging and sub-aging for one-dimensional random walks amongst random conductances
Scali Carlo
Presenter: Scali Carlo, Technische Universität München
Non-monotone Interacting Particle Systems
Stauffer Alexandre
Presenter: Stauffer Alexandre, King's College London
Session: CS50

Anomalous phenomena on regular and irregular domains

Chairperson: D'Ovidio Mirko, Sapienza University of Rome
Earthquake diffusion process on metric graphs
Tavani Flavia
Presenter: Tavani Flavia, Istituto Nazionale di Geofisica e Vulcanologia
Qualitative properties of stochastic partial differential equations with fractional operators.
Foondun Mohammud
Presenter: Foondun Mohammud, University of Strathclyde
Sticky Brownian Motion & Its Numerical Solution
Bou-Rabee Nawaf
Presenter: Bou-Rabee Nawaf, Rutgers
Fractional Boundary Value Problems and Elastic Sticky Brownian Motions
D'Ovidio Mirko
Presenter: D'Ovidio Mirko, Sapienza University of Rome
12:30 - 14:30

Lunch

14:30 - 16:10
Session: CS28

Statistical mechanics and interacting particle systems

Chairperson: Candellero Elisabetta, Roma Tre University
Nonlinear dynamics for the Ising model
Caputo Pietro
Presenter: Caputo Pietro, Roma Tre University
Ground state energy of strongly-interacting bosons and fermions in 1D
Reuvers Robin
Presenter: Reuvers Robin, Roma Tre University
Random loops, dimers, spins and the Bose gas
Taggi Lorenzo
Presenter: Taggi Lorenzo, Sapienza Università di Roma
Pokrovsky-Talapov critical behavior for interacting dimers at the liquid-frozen transition
Giuliani Alessandro
Presenter: Giuliani Alessandro, Università degli Studi Roma Tre
Session: CS55

New probabilistic approaches in mathematical finance

Chairperson: Torricelli Lorenzo, University of Bologna
Reduced-form framework for multiple ordered default times under model uncertainty
Biagini Francesca, Mazzon Andrea, Oberpriller Katharina
Presenter: Mazzon Andrea, University of Verona
Functional weak convergence of the financial gains for tick-by-tick models
Sojmark Andreas, Wunderlich Fabrice
Presenter: Sojmark Andreas, London School of Economics
Price formation under asymmetry of information - a mean-field approach
Lanaro Giacomo
Presenter: Lanaro Giacomo, Università degli Studi di Padova
Dynamic Return and Star-Shaped Risk Measures via BSDEs
Zullino Marco
Presenter: Zullino Marco, University of Pavia and University of Amsterdam
Session: CS57

Statistical Mechanics and applications

Chairperson: Kuna Tobias, University of L'Aquila and University of Reading
Microscopic characterisation of the non-equilibrium stationary states for the Harmonic model
Carinci Gioia
Presenter: Carinci Gioia, Università di Modena e Reggio Emila
On the Smoluchowski equation for aggregation phenomena: stationary non-equilibrium solutions
Nota Alessia
Presenter: Nota Alessia, University of L'Aquila
The realizability problem as infinite dimensional moment problem
Infusino Maria
Presenter: Infusino Maria, Università degli Studi di Cagliari
A Brownian Loop Soup based Conformal Field Theory
Gandolfi Alberto
Presenter: Gandolfi Alberto, New York University Abu Dhabi
Session: CS59

Dependent random measures: evolution and inference

Chairperson: Spanò Dario, University of Warwick
Conditional distribution of Wright-Fisher diffusions given genealogy-type data
Ascolani Filippo, Ruggiero Matteo
Presenter: Ascolani Filippo, Duke University
Probabilistic structures emerging from dormancy
Blath Jochen
Presenter: Blath Jochen, Goethe Universität Frankfurt
Bernoulli factories and duality for general Wright-Fisher and coalescent processes
Koskela Jere, Łatuszyński Krzysztof, Spanò Dario
Presenter: Koskela Jere, Newcastle University
Posterior sampling from truncated Ferguson-Klass representation of normalised completely random measure mixtures
Zhang Junyi, Dassios Angelos
Presenter: Zhang Junyi, Hong Kong Polytechnic University
Session: CS60

Extreme value theory

Chairperson: Spodarev Evgeny, Ulm University
Extremes of multivariate locally-additive Gaussian random fields
Ievlev Pavel
Presenter: Ievlev Pavel, University of Lausanne
Long-Range Dependence in Extreme Value Analysis
Oesting Marco
Presenter: Oesting Marco, University of Stuttgart
Prediction of max--stable random functions via excursion sets
Spodarev Evgeny, Makogin Vitalii, Donhauser Tim
Presenter: Spodarev Evgeny, Ulm University
Regular variation for general random elements
Basrak Bojan
Presenter: Basrak Bojan, University of Zagreb