June 17th - 20th, 2019, Vietri sul Mare (SA), Italy
Giovanni Peccati Luxembourg University
Monday, June 17. Talk: Intrinsic volumes of convex bodies and cones: concentration, limit theorems and sparse recovery
Giovanni Peccati is Full Professor in Stochastic Analysis and Mathematical Finance at Luxembourg University. Main research interests cover the fields of Malliavin calculus, stochastic geometry, random fields, Stein's method, free probability, harmonic analysis on groups & homogeneous spaces.
Fabio Martinelli University of Roma Tre
Tuesday, June 18. Talk: Bootstrap percolation and kinetically constrained particle systems: critical time scales
Fabio Martinelli is Full professor in Mathematics at the University of Roma Tre. His research interests are at the interface between probability theory and mathematical statistical mechanics. He is mainly interested in interacting particle systems, mixing times, Glauber dynamics, and randomized algorithms.
Lorenzo Zambotti Sorbonne Université
Wednesday, June 19. Talk: A brief personal history of stochastic partial differential equations
Lorenzo Zambotti is Professeur at Sorbonne Université. His research focuses on stochastic (partial) differential equations, regularity structures, rough paths and infinite-dimensional integration by parts formulae.
Stefano Maria Iacus University of Milano
Thursday, June 20. Talk: On regularized estimation for stochastic differential equations
Stefano Maria Iacus is Full professor in Statistics at the University of Milano. His research interests are in the areas of computational statistics, matching methods for causal inference, inference for stochastic processes, diffusion processes, processes driven by hyperbolic equations, iterated functions systems, mathematical finance.