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
Cafasso Mattia
Presenter: Cafasso Mattia, Université d'Angers, LAREMA
Tarricone Sofia
Presenter: Tarricone Sofia, Institut de Physique Théorique, CEA - Université Paris Saclay
Mucciconi Matteo
Presenter: Mucciconi Matteo, University of Warwick
Session: IS2

Dependence structures in Bayesian nonparametrics

Chairperson: Camerlenghi Federico, University of Milano Bicocca
Beraha Mario
Presenter: Beraha Mario, Politecnico di Milano
Catalano Marta
Presenter: Catalano Marta, Luiss University
Ghilotti Lorenzo, Camerlenghi Federico, Guindani Michele
Presenter: Ghilotti Lorenzo, University of Milano-Bicocca
Gaffi Francesco
Presenter: Gaffi Francesco, University of Maryland
Session: IS3

Mathematics of Machine Learning

Chairperson: Agazzi Andrea, UNIPI
Agazzi Andrea
Presenter: Agazzi Andrea, UNIPI
Mondelli Marco
Presenter: Mondelli Marco, Institute of Science and Technology Austria (ISTA)
Vigogna Stefano
Presenter: Vigogna Stefano, University of Rome Tor Vergata
Session: IS4

Stochastic Geometry

Chairperson: Borga Jacopo, Stanford University
Borga Jacopo
Presenter: Borga Jacopo, Stanford University
Bertacco Federico
Presenter: Bertacco Federico, Imperial College London
Caraceni Alessandra
Presenter: Caraceni Alessandra, Scuola Normale Superiore
Session: CS 7

Advances in SPDEs

Chairperson: Guatteri giuseppina, Politecnico di Milano
Chairperson: Masiero Federica, Unibersità di Milano-Bicocca
Bonaccorsi Stefano, Bianchi Luigi Amedeo
Presenter: Bonaccorsi Stefano, Università degli Studi di Trento
Addona Davide
Presenter: Addona Davide, Università di Parma
De Fazio Paolo
Presenter: De Fazio Paolo, University of Parma
Session: CS14

Stochastic model for risk and cooperation

Chairperson: Doldi Alessandro, Università degli Studi di Firenze
Chairperson: Scandolo Giacomo, Università degli Studi di Firenze
Bignozzi Valeria
Presenter: Bignozzi Valeria, University of Milano-Bicocca
Frittelli Marco
Presenter: Frittelli Marco, Università degli Studi di Milano
Doldi Alessandro, Frittelli Marco, Rosazza Gianin Emanuela
Presenter: Rosazza Gianin Emanuela, University of Milano Bicocca
Liebrich Felix-Benedikt
Presenter: Liebrich Felix-Benedikt, University of Amsterdam
Session: CS17

Interacting systems in Statistical Physics 1

Chairperson: Zass Alexander, WIAS Berlin
Callegaro Alice
Presenter: Callegaro Alice, TU Munich
Faggionato Alessandra
Presenter: Faggionato Alessandra, Sapienza University of Rome
Franceschini Chiara
Presenter: Franceschini Chiara, University of Modena
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
Dattoli Pino
Presenter: Dattoli Pino, ENEA Frascati Labs Fusion Department
Marigliano Orlando , Riccomagno Eva
Presenter: Marigliano Orlando , University of Genoa
von Rosen Dietrich
Presenter: von Rosen Dietrich, Linköping University
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
Bignamini Davide Augusto
Presenter: Bignamini Davide Augusto, Università degli studi dell'Insubria
Gozzi Fausto, Masiero Federica
Presenter: Masiero Federica, Unibersità di Milano-Bicocca
Roveri Leonardo, Butori Federico, Grotto Francesco, Luongo Eliseo
Presenter: Roveri Leonardo, Università di Pisa
Session: CS 6

Stochastic optimal control, BSDEs, and applications

Chairperson: Confortola Fulvia, Politecnico of Milan
Chairperson: Calvia Alessandro, University of Parma
Bovo Andrea
Presenter: Bovo Andrea, Università di Torino
Brachetta Matteo, Confortola Fulvia, Sgarra Carlo
Presenter: Brachetta Matteo, Politecnico of Mialn
Colaneri Katia
Presenter: Colaneri Katia, University of Rome Tor Vergata
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)
Camerlenghi Federico
Presenter: Camerlenghi Federico, University of Milano Bicocca
De Vito Roberta
Presenter: De Vito Roberta, Brown University
Franzolini Beatrice
Presenter: Franzolini Beatrice, Bocconi University
Arfe Andrea
Presenter: Arfe Andrea, Memorial Sloan Kettering Cancer Center
Session: CS10

Random walks and branching processes

Chairperson: Zucca Fabio, Politecnico di Milano
Orenshtein Tal
Presenter: Orenshtein Tal, Università di Milano-Bicocca
Bertacchi Daniela
Presenter: Bertacchi Daniela, Dipartimento di Matematica e Applicazioni
De Ambroggio Umberto
Presenter: De Ambroggio Umberto, Ludwig Maximilian University of Munich
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
FAGNOLA FRANCO
Presenter: FAGNOLA FRANCO, Politecnico di Milano, Dipartimento di Matematica
Skeide Michael
Presenter: Skeide Michael, Università degli Studi del Molise
Rossi Stefano
Presenter: Rossi Stefano, Università degli Studi di Bari Aldo Moro
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
Casini Francesco
Presenter: Casini Francesco, Università di Modena e Reggio Emilia
Collet Francesca
Presenter: Collet Francesca, Department of Computer Science, University of Verona
Velasco Sonia
Presenter: Velasco Sonia, Université Paris Cité
16:40 - 17:00

Coffee break

17:00 - 18:40
Session: CS 5

Stochastic PDEs for physical models

Chairperson: Zanella Margherita, Politecnico di Milano
Coghi Michele, Maurelli Mario
Presenter: Coghi Michele, Università degli Studi di Trento
Di Primio Andrea
Presenter: Di Primio Andrea, Politecnico di Milano
Session: CS11

Stochastic Geophysical Fluid Dynamics

Chairperson: Agresti Antonio, TU Delft
Chairperson: Carigi Giulia, Università degli Studi dell'Aquila
Butori Federico, Luongo Eliseo
Presenter: Butori Federico, Scuola Normale Superiore
Morlacchi Silvia
Presenter: Morlacchi Silvia, Scuola Normale Superiore
Lang Oana
Presenter: Lang Oana, Imperial College London
Lange Theresa
Presenter: Lange Theresa, Scuola Normale Superiore di Pisa
Session: CS13

Diffusion and coalescent processes in population genetics

Chairperson: Favero Martina, University of Stockholm
Dai Pra Marta
Presenter: Dai Pra Marta, Humboldt Universität zu Berlin
Sant Jaromir, Jenkins Paul A, Spanò Dario, Koskela Jere
Presenter: Sant Jaromir, University of Oxford
Spanò Dario, Koskela Jere, Jenkins Paul A, Valentic Ivana
Presenter: Spanò Dario, University of Warwick
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
Mimun Hlafo Alfie
Presenter: Mimun Hlafo Alfie, LUISS University
Predtetchinski Arkadi, Venel Xavier
Presenter: Predtetchinski Arkadi, Maastricht University
Flesch Janos, Predtetchinski Arkadi, Venel Xavier
Presenter: Venel Xavier, Luiss University
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
Conforti Giovanni
Presenter: Conforti Giovanni, IPParis, École Polytechnique
Greco Giacomo
Presenter: Greco Giacomo, Eindhoven University of Technology
Lavenant Hugo
Presenter: Lavenant Hugo, Bocconi University
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
D'Onofrio Giuseppe
Presenter: D'Onofrio Giuseppe, Politecnico di Torino
Spina Serena
Presenter: Spina Serena, Università di Salerno
Ricciuti Costantino
Presenter: Ricciuti Costantino, Department of Statistical Sciences
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
Capotorti Andrea, Troiani Alessio
Presenter: Capotorti Andrea, Dip. Matematica e Informatica Università di Perugia
Castronovo Lydia, Sanfilippo Giuseppe
Presenter: Castronovo Lydia, Department of Mathematics and Computer Sciences, Physical Sciences and Earth Sciences, University of Messina, Messina, Italy
Lorenzini Silvia, Petturiti Davide, Vantaggi Barbara
Presenter: Petturiti Davide, University of Perugia
Castronovo Lydia, Sanfilippo Giuseppe
Presenter: Sanfilippo Giuseppe, Department of Mathematics and Computer Science, University of Palermo, Italy
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
Pulvirenti Elena
Presenter: Pulvirenti Elena, TU Delft
Baldassarri Simone
Presenter: Baldassarri Simone, Leiden University
Jacquier Vanessa
Presenter: Jacquier Vanessa, Utrecht University
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
Gentiloni Silveri Marta, Durmus Alain
Presenter: Gentiloni Silveri Marta, CMAP, Ecole Polytechnique
Bertazzi Andrea
Presenter: Bertazzi Andrea, École Polytechnique
Session: IS 7

Stochastic optimal control of McKean-Vlasov equations

Chairperson: Bandini Elena, Università di Bologna
Bandini Elena
Presenter: Bandini Elena, Università di Bologna
Cecchin Alekos
Presenter: Cecchin Alekos, Università degli Studi di Padova
Martini Mattia
Presenter: Martini Mattia, Université Côte d'Azur
Session: IS 8

Random fields

Chairperson: Rossi Maurizia, University of Milano-Bicocca
Carfagnini Marco, Todino Anna Paola
Presenter: Carfagnini Marco, University of California San Diego
Maini Leonardo
Presenter: Maini Leonardo, Università degli Studi di Milano-Bicocca
Stecconi Michele, Peccati Giovanni
Presenter: Stecconi Michele, Luxembourg
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
Abundo Mario
Presenter: Abundo Mario, Dipartimento di Matematica, Unversità Tor Vergata, Roma
Iuliano Antonella
Presenter: Iuliano Antonella, University of Basilicata
Paraggio Paola
Presenter: Paraggio Paola, Università degli Studi di Salerno
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
Cuchiero Christa , Fontana Claudio, Gnoatto Alessandro
Presenter: Cuchiero Christa , University of Vienna
Lavagnini Silvia, Detering Nils
Presenter: Lavagnini Silvia, BI Norwegian Business School
Gnoatto Alessandro, Lavagnini Silvia
Presenter: Gnoatto Alessandro, University of Verona
Krühner Paul
Presenter: Krühner Paul, WU Vienna
Session: CS61

Deep learning theory

Chairperson: Bietti Alberto, Flatiron Institute, Simons Foundation
Bietti Alberto
Presenter: Bietti Alberto, Flatiron Institute, Simons Foundation
Boursier Etienne
Presenter: Boursier Etienne, INRIA Saclay
Cabannes Vivien
Presenter: Cabannes Vivien, META
Cornacchia Elisabetta
Presenter: Cornacchia Elisabetta, MIT
12:30 - 14:30

Lunch

14:30 - 16:10
Session: CS 8

Combinatorial structures in probability and statistics

Chairperson: Bisi Elia, TU Wien
Avalos-Pacheco Alejandra
Presenter: Avalos-Pacheco Alejandra, Technische Universität Wien (TU Wien)
Bet Gianmarco
Presenter: Bet Gianmarco, Università degli Studi di Firenze
Hartarsky Ivailo
Presenter: Hartarsky Ivailo, Technical University of Vienna
Cunden Fabio Deelan
Presenter: Cunden Fabio Deelan, Università di Bari & INFN Bari
Session: CS15

Recent Advances in Bayesian Nonparametric Statistics

Chairperson: Franzolini Beatrice, Bocconi University
Chairperson: Catalano Marta, Luiss University
Del Sole Claudio
Presenter: Del Sole Claudio, Bocconi University
Stolf Federica
Presenter: Stolf Federica, University of Padova
Mascari Francesco
Presenter: Mascari Francesco, Bocconi University
Gili Francesco
Presenter: Gili Francesco, TU Delft
Session: CS16

Stochastic Evolution Equations

Chairperson: Benedetti Irene, Department of Mathematics and Computer Science, University of Perugia
Guatteri giuseppina
Presenter: Guatteri giuseppina, Politecnico di Milano
Mastrogiacomo Elisa
Presenter: Mastrogiacomo Elisa, Dipartimento di Economia, Università dell'Insubria
Bianchi Luigi Amedeo, Bonaccorsi Stefano, Tubaro Luciano
Presenter: Bianchi Luigi Amedeo, Università di Trento
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
Ceci Claudia, Cretarola Alessandra
Presenter: Ceci Claudia, University of Rome Sapienza
De Donno Marzia
Presenter: De Donno Marzia, Università Cattolica di Milano
Buttarazzi Matteo
Presenter: Buttarazzi Matteo, La Sapienza University
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
Todino Anna Paola
Presenter: Todino Anna Paola, Università del Piemonte Orientale
Cammarota Valentina
Presenter: Cammarota Valentina, Sapienza University of Rome
Pistolato Francesca
Presenter: Pistolato Francesca, University of Luxembourg
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
Borasi Luigi
Presenter: Borasi Luigi, Università di Milano (Statale)
Rigoni Chiara, De Vecchi Francesco
Presenter: Rigoni Chiara, University of Vienna
Zachhuber Immanuel
Presenter: Zachhuber Immanuel, FU Berlin
Session: CS39

Fractional operators and anomalous diffusions

Chairperson: Beghin Luisa, Sapienza University
da Silva José
Presenter: da Silva José, University of Madeira
Wagner Vanja
Presenter: Wagner Vanja, University of Zagreb
Cristofaro Lorenzo
Presenter: Cristofaro Lorenzo, University of Luxembourg
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
Ferrari Giorgio
Presenter: Ferrari Giorgio, Center for Mathematical Economics (IMW), Bielefeld University
Campi Luciano, Cannerozzi Federico
Presenter: Campi Luciano, University of Milan
Rudà Silvia
Presenter: Rudà Silvia, Università degli studi di Milano
Perelli Laura
Presenter: Perelli Laura, Università degli Studi di Milano
Session: CS19

Advances in statistics for stochastic processes

Chairperson: Mazzonetto Sara, Université de Lorraine, CNRS, Inria, IECL, Nancy, France
Giordano Matteo
Presenter: Giordano Matteo, Università degli Studi di Torino
Mariucci Ester
Presenter: Mariucci Ester, UVSQ
Passeggeri Riccardo
Presenter: Passeggeri Riccardo, Imperial College London
Session: CS21

Stochastic Modeling in Finance and Insurance II

Chairperson: Milazzo Alessandro, Università di Torino
Regis Luca, Menoncin Francesco, Modena Andrea
Presenter: Regis Luca, University of Torino and Collegio Carlo Alberto
Mutti Alessandro, Semeraro Patrizia
Presenter: Semeraro Patrizia, Politecnico di Torino
Milazzo Alessandro
Presenter: Milazzo Alessandro, Università di Torino
Aygun Mucahit , Bellini Fabio, Laeven Roger J.A.
Presenter: Bellini Fabio, University of Milano-Bicocca
Session: CS37

Percolation

Chairperson: Quattropani Matteo, Sapienza Università di Roma
Forien Nicolas
Presenter: Forien Nicolas, University Paris-Dauphine
Hazra Rajat Subhra
Presenter: Hazra Rajat Subhra, University of Leiden
Shapira Assaf
Presenter: Shapira Assaf, MAP5, Université Paris Cité
Sfragara Matteo
Presenter: Sfragara Matteo, Stockholm University
Session: CS38

Subordination and time-changed stochastic processes

Chairperson: De Gregorio Alessandro, Sapienza University
Iafrate Francesco, De Gregorio Alessandro
Presenter: Iafrate Francesco, Sapienza University
Kobayashi Kei
Presenter: Kobayashi Kei, Fordham University
Colantoni Fausto
Presenter: Colantoni Fausto, Università di Roma La Sapienza
Polito Federico
Presenter: Polito Federico, University of Torino
Session: CS41

Limit theorems for random structures

Chairperson: Turchi Nicola, Università degli Studi di Milano-Bicocca
Bonnet Gilles
Presenter: Bonnet Gilles, University Of Groningen
Rossi Maurizia
Presenter: Rossi Maurizia, University of Milano-Bicocca
Trauthwein Tara
Presenter: Trauthwein Tara, University of Oxford
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
Cretarola Alessandra , Benedetti Irene
Presenter: Cretarola Alessandra , University of Perugia
Benedetti Irene, Cretarola Alessandra
Presenter: Benedetti Irene, Department of Mathematics and Computer Science, University of Perugia
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
Aksamit Anna
Presenter: Aksamit Anna, The University of Sydney
Torti Barbara
Presenter: Torti Barbara, Università di Roma Tor Vergata
Session: IS11

Stochastic Analysis

Chairperson: Grotto Francesco, Università di Pisa
Grotto Francesco
Presenter: Grotto Francesco, Università di Pisa
Galeati Lucio
Presenter: Galeati Lucio, EPFL
Grotto Francesco, Luongo Eliseo, Maurelli Mario
Presenter: Maurelli Mario, Università di Pisa
Pappalettera Umberto
Presenter: Pappalettera Umberto, Bielefeld University
Session: IS12

Random surfaces

Chairperson: Cipriani Alessandra, UCL
Cipriani Alessandra
Presenter: Cipriani Alessandra, UCL
Nitzschner Maximilian, Chiarini Alberto
Presenter: Nitzschner Maximilian, The Hong Kong University of Science and Technology
van Engelenburg Diederik
Presenter: van Engelenburg Diederik, University of Lyon 1
Chiarini Leandro, Jara Milton, Ruszel Wioletta
Presenter: Chiarini Leandro, Durham University
Session: IS21

Complex networks and random graphs

Chairperson: Avena Luca, University of Florence
Avena Luca
Presenter: Avena Luca, University of Florence
Andreis Luisa
Presenter: Andreis Luisa , Politecnico di Milano
Capannoli Federico
Presenter: Capannoli Federico, Leiden University
Sousi Perla
Presenter: Sousi Perla, University of Cambridge
Session: CS23

Stochastic processes and their applications

Chairperson: Colaneri Katia, University of Rome Tor Vergata
Confortola Fulvia, Bonaccorsi Stefano
Presenter: Confortola Fulvia, Politecnico of Milan
Damian Camilla
Presenter: Damian Camilla, Vrije Universiteit Amsterdam
Di Girolami Cristina
Presenter: Di Girolami Cristina, Università di Bologna
leocata marta
Presenter: leocata marta, LUISS
Session: CS24

Neural Networks at initialization

Chairperson: Salvi Michele, University of Rome, Tor Vergata
Favaro Stefano
Presenter: Favaro Stefano, University of Torino and Collegio Carlo Alberto
Macci Claudio, Pacchiarotti Barbara, Torrisi Giovanni Luca
Presenter: Macci Claudio, Dipartimento di Matematica, Università di Roma Tor Vergata
Peccati Giovanni
Presenter: Peccati Giovanni, University of Luxembourg
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
Mishura Yuliya
Presenter: Mishura Yuliya, Taras Shevchenko National University of Kyiv
Leonenko Nikolai
Presenter: Leonenko Nikolai, Cardiff University
Di Nunno Giulia
Presenter: Di Nunno Giulia, University of Oslo
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
Gozzi Fausto, Kharroubi Idris, Pham Huyên, Rosestolato Mauro
Presenter: Gozzi Fausto, Università LUISS
Campi Luciano, Cannerozzi Federico, Fischer Markus
Presenter: Cannerozzi Federico, University of Milan
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
Santoro Leonardo
Presenter: Santoro Leonardo, EPFL
Jaffe Adam
Presenter: Jaffe Adam, UC Berkeley, Department of Statistics
Bongiorno Enea, Chan Lax, Goia Aldo, Vieu Philippe
Presenter: Bongiorno Enea, Università del Piemonte Orientale
Caponera Alessia
Presenter: Caponera Alessia, University of Milano Bicocca
Session: CS51

Optimality: theoretical and applied results

Chairperson: Zucca Cristina, University of Torino
Collini Francesca
Presenter: Collini Francesca, Bureau international des poids et mesures
Sciandra Lorenzo
Presenter: Sciandra Lorenzo, University of Turin
Zucca Cristina
Presenter: Zucca Cristina, University of Torino
Session: IS13

Non-local operators in probability

Chairperson: Ascione Giacomo, Scuola Superiore Meridionale
Toaldo Bruno
Presenter: Toaldo Bruno, Università degli Studi di Torino
Ascione Giacomo
Presenter: Ascione Giacomo, Scuola Superiore Meridionale
Floreani Simone
Presenter: Floreani Simone, University of Bonn
Session: IS15

Stochastic processes in the natural sciences

Chairperson: D'Onofrio Giuseppe, Politecnico di Torino
Chairperson: Spina Serena, Università di Salerno
Della Corte Serena
Presenter: Della Corte Serena, Delft University of Technology
Favero Martina
Presenter: Favero Martina, University of Stockholm
Martini Tommaso
Presenter: Martini Tommaso, University of Turin
Buono Francesco
Presenter: Buono Francesco, RWTH Aachen University
Session: IS17

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

Dugo Ranieri, Giorgio Giacomo, Pigato Paolo
Presenter: Pigato Paolo, Universita Roma Tor Vergata, Dipartimento di Economia e Finanza
Dugo Ranieri, Giorgio Giacomo
Presenter: Dugo Ranieri, University of Rome Tor Vergata
PULIDO Sergio
Presenter: PULIDO Sergio, ENSIIE - LaMME, Evry, France
Session: IS18

Mixing times

Chairperson: Sau Federico, University of Trieste
Quattropani Matteo
Presenter: Quattropani Matteo, Sapienza Università di Roma
Silvestri Vittoria
Presenter: Silvestri Vittoria, University of Rome La Sapienza
Passuello Giacomo
Presenter: Passuello Giacomo, Università di Padova
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
Curato Imma
Presenter: Curato Imma, TU Chemnitz
Mazzonetto Sara
Presenter: Mazzonetto Sara, Université de Lorraine, CNRS, Inria, IECL, Nancy, France
Casini Alessandro
Presenter: Casini Alessandro, Tor Vergata University of Rome
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
De Angelis Tiziano, Ekstrom Erik
Presenter: De Angelis Tiziano, University of Torino and Collegio Carlo Alberto
Georgiou Nicos
Presenter: Georgiou Nicos, University of Sussex
Escudero Carlos
Presenter: Escudero Carlos, Universidad Nacional de Educación a Distancia
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
Robert Christian
Presenter: Robert Christian, Université Paris Dauphine PSL
Crucinio Francesca Romana
Presenter: Crucinio Francesca Romana, King's College London
Monmarché Pierre
Presenter: Monmarché Pierre, Sorbonne Université
Session: CS40

Recent developments for urn models

Chairperson: Ghiglietti Andrea, Università degli Studi di Milano-Bicocca
Ghiglietti Andrea
Presenter: Ghiglietti Andrea, Università degli Studi di Milano-Bicocca
Vidyashankar Anand
Presenter: Vidyashankar Anand, George Mason University
Bandyopadhyay Antar
Presenter: Bandyopadhyay Antar, Indian Statistical Institute, Delhi Centre
Frieri Rosamarie
Presenter: Frieri Rosamarie, Università di Bologna
Session: CS43

Hydrodynamic limits

Chairperson: Floreani Simone, University of Bonn
Menegaki Angeliki
Presenter: Menegaki Angeliki, Imperial College London
Portinale Lorenzo
Presenter: Portinale Lorenzo, Hausdorff Center for Mathematics, Bonn
Salvador Beatriz
Presenter: Salvador Beatriz, Instito Superior Tecnico
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
Cherubini Umberto
Presenter: Cherubini Umberto, University of Bologna
Maglione Federico
Presenter: Maglione Federico, University of Florence
Mulinacci Sabrina
Presenter: Mulinacci Sabrina, University of Bologna
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
Scaratti Marco
Presenter: Scaratti Marco, University of Verona
Mishura Yuliya, Ottaviano Stefania, Vargiolu Tiziano
Presenter: Ottaviano Stefania, University of Padova
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
Mancini Cecilia
Presenter: Mancini Cecilia, University of Verona
Pirino Davide, Kolokolov Aleksey , Livieri Giulia
Presenter: Pirino Davide, Università degli Studi di Roma Tor Vergata
Benvenuti Francesco, Renò Roberto
Presenter: Benvenuti Francesco, Department of Mathematical Sciences, Aalborg University
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
Noble Maxence, Durmus Alain
Presenter: Noble Maxence, Ecole Polytechnique
Riabiz Marina
Presenter: Riabiz Marina, King's College London
Santet Régis
Presenter: Santet Régis, CERMICS, École des Ponts & MATHERIALS, Inria Paris
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
Hager Paul P., Bayer Christian, Riedel Sebastian, Nauen Tobias
Presenter: Hager Paul P., Technische Universität Berlin
Jelincic Andraz
Presenter: Jelincic Andraz, University of Bath
Primavera Francesca, Cuchiero Christa , Guo XIn
Presenter: Primavera Francesca, University of Vienna
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
Zanco Giovanni
Presenter: Zanco Giovanni, Università di Siena
Armand Bernou
Presenter: Armand Bernou, Université Claude Bernard Lyon 1
Issoglio Elena, Pagliarani Stefano, Russo Francesco, Trevisani Davide
Presenter: Pagliarani Stefano, Università di Bologna
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
Torricelli Lorenzo
Presenter: Torricelli Lorenzo, University of Bologna
Awerkin Vargas Almendra Alexandra
Presenter: Awerkin Vargas Almendra Alexandra, Università di Pavia
Vargiolu Tiziano, Ferrari Giorgio
Presenter: Vargiolu Tiziano, University of Padova
Pallavicini Andrea
Presenter: Pallavicini Andrea, Intesa Sanpaolo
Session: CS52

Trees and combinatorial probability

Chairperson: Aleandri Michele, LUISS University
Corsini Benoît
Presenter: Corsini Benoît, TU/e
khodabandehlou Faezeh, Maes Christian, Netocny Karel
Presenter: khodabandehlou Faezeh, Department of physics and astronomy
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
Cominetti Roberto, Scarsini Marco, Schroeder Marc, Stier-Moses Nicolás
Presenter: Cominetti Roberto, Universidad Adolfo Ibáñez
De Santis Emilio
Presenter: De Santis Emilio, Sapienza University of Rome
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
Ugolini Stefania, De Vecchi Francesco
Presenter: Ugolini Stefania, Department of Mathematics, University of Milan
Mazzucchi Sonia
Presenter: Mazzucchi Sonia, Math Department, University of Trento
Banchi Leonardo
Presenter: Banchi Leonardo, University of Florence
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
Bonesini Ofelia, Campi Luciano
Presenter: Bonesini Ofelia, Imperial College London
Calvia Alessandro, Federico Salvatore, Ferrari Giorgio, Gozzi Fausto
Presenter: Calvia Alessandro, University of Parma
Dianetti Jodi
Presenter: Dianetti Jodi, Bielefeld University
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
Torri Niccolo
Presenter: Torri Niccolo, Université Paris-Nanterre
Cottini Francesca
Presenter: Cottini Francesca, University of Luxembourg - National University of Singapore
Candellero Elisabetta
Presenter: Candellero Elisabetta, Roma Tre University
Session: IS19

Dependence Modeling

Chairperson: Perrone Elisa, Eindhoven University of Technology
Durante Fabrizio
Presenter: Durante Fabrizio, University of Salento
Perrone Elisa, Fontana Roberto, Rapallo Fabio
Presenter: Perrone Elisa, Eindhoven University of Technology
Fuchs Sebastian
Presenter: Fuchs Sebastian, University of Salzburg
Grazian Clara
Presenter: Grazian Clara, University of Sydney
Session: IS22

Universality, Stochastic PDEs and Random Growth

Chairperson: Cannizzaro Giuseppe, University of Warwick
Occelli Alessandra
Presenter: Occelli Alessandra, Université d'Angers
Chiarini Alberto
Presenter: Chiarini Alberto, Università degli Studi di Padova
Rosati Tommaso
Presenter: Rosati Tommaso, University of Warwick
Cannizzaro Giuseppe
Presenter: Cannizzaro Giuseppe, University of Warwick
Session: CS27

Particle systems with spatial and self-interactions

Chairperson: Callegaro Alice, TU Munich
Gantert Nina
Presenter: Gantert Nina, Technical University of Berlin
Magnanini Elena
Presenter: Magnanini Elena, WIAS Berlin
Scali Carlo
Presenter: Scali Carlo, Technische Universität München
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
Tavani Flavia
Presenter: Tavani Flavia, Istituto Nazionale di Geofisica e Vulcanologia
Foondun Mohammud
Presenter: Foondun Mohammud, University of Strathclyde
Bou-Rabee Nawaf
Presenter: Bou-Rabee Nawaf, Rutgers
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
Caputo Pietro
Presenter: Caputo Pietro, Roma Tre University
Reuvers Robin
Presenter: Reuvers Robin, Roma Tre University
Taggi Lorenzo
Presenter: Taggi Lorenzo, Sapienza Università di Roma
Giuliani Alessandro
Presenter: Giuliani Alessandro, Università degli Studi Roma Tre
Session: CS55

New probabilistic approaches in mathematical finance

Chairperson: Torricelli Lorenzo, University of Bologna
Biagini Francesca, Mazzon Andrea, Oberpriller Katharina
Presenter: Mazzon Andrea, University of Verona
Sojmark Andreas, Wunderlich Fabrice
Presenter: Sojmark Andreas, London School of Economics
Lanaro Giacomo
Presenter: Lanaro Giacomo, Università degli Studi di Padova
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
Carinci Gioia
Presenter: Carinci Gioia, Università di Modena e Reggio Emila
Nota Alessia
Presenter: Nota Alessia, University of L'Aquila
Infusino Maria
Presenter: Infusino Maria, Università degli Studi di Cagliari
Gandolfi Alberto
Presenter: Gandolfi Alberto, New York University Abu Dhabi
Session: CS59

Dependent random measures: evolution and inference

Chairperson: Spanò Dario, University of Warwick
Ascolani Filippo, Ruggiero Matteo
Presenter: Ascolani Filippo, Duke University
Blath Jochen
Presenter: Blath Jochen, Goethe Universität Frankfurt
Koskela Jere, Łatuszyński Krzysztof, Spanò Dario
Presenter: Koskela Jere, Newcastle University
Zhang Junyi, Dassios Angelos
Presenter: Zhang Junyi, Hong Kong Polytechnic University
Session: CS60

Extreme value theory

Chairperson: Spodarev Evgeny, Ulm University
Ievlev Pavel
Presenter: Ievlev Pavel, University of Lausanne
Oesting Marco
Presenter: Oesting Marco, University of Stuttgart
Spodarev Evgeny, Makogin Vitalii, Donhauser Tim
Presenter: Spodarev Evgeny, Ulm University
Basrak Bojan
Presenter: Basrak Bojan, University of Zagreb