Results for "Alessandro De Angelis"

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Study of Hadronic Decays of the Z Boson at LEPAug 04 2000This report summarizes four recent papers on the characteristics of the hadronic decays of the Z by the LEP collaborations ALEPH, DELPHI and OPAL.
Fundamental Physics With Cosmic High-Energy Gamma RaysOct 26 2016High-energy photons (above the MeV) are a powerful probe for astrophysics and for fundamental physics under extreme conditions. During the recent years, our knowledge of the high-energy gamma-ray sky has impressively progressed thanks to the advent of ... More
Interconnection Effects in Multiparticle Production from WW Events at LEPMay 07 1998Interactions between the products of the hadronic decays of different Ws in WW pair events can occur at several stages: from the colour rearrangement between the quarks coming from the primary branching, to the gluon exchange during the parton cascade, ... More
The simulation of astroparticle experiments and the GEANT4 toolkitDec 15 2001The new generation of astroparticle experiments will use technologies common to High Energy Physics. Among such technologies a central place is given to the role of simulation.
Domenico Pacini, uncredited pioneer of the discovery of cosmic raysMar 22 2011During a series of experiments performed between 1907 and 1911, Domenico Pacini (Marino 1878-Roma 1934), at that time researcher at the Central Bureau of Meteorology and Geodynamics in Roma, studied the origin of the radiation today called "cosmic rays", ... More
Bo Andersson's contribution to experimental multiparticle production physics: an incomplete and biased selectionFeb 25 2003Among the many topics related to soft QCD in which Bo Andersson gave an important contribution to experiments, this report selects a few for which the final word has not yet been pronounced.
Recent results from VHE gamma astrophysics related to fundamental physics and cosmic raysApr 27 2011High-energy photons are a powerful probe for astrophysics and for fundamental physics under extreme conditions. During the recent years, our knowledge of the most violent phenomena in the universe has impressively progressed thanks to the advent of new ... More
GLAST, the Gamma-ray Large Area Space TelescopeSep 18 2000GLAST, a detector for cosmic gamma rays in the range from 20 MeV to 300 GeV, will be launched in space in 2005. Breakthroughs are expected in particular in the study of particle acceleration mechanisms in space and of gamma ray bursts, and maybe on the ... More
Atmospheric ionization and cosmic rays: studies and measurements before 1912Aug 31 2012The discovery of cosmic rays, a milestone in science, was based on the work by scientists in Europe and the New World and took place during a period characterised by nationalism and lack of communication. Many scientists that took part in this research ... More
Jet and hadron production in e+e- annihilationsNov 09 1999The DELPHI detector at LEP is particularly suited for hadron identification and for the identification of b-initiated jets. This note presents recent results based on such characteristics.
Two topics in multiparticle dyamics at LEP: multiplicity in b-bbar events and screwiness at the end of the QCD cascadeNov 19 1998This talk deals with two topics in multiparticle dynamics investigated by means of the DELPHI detector at LEP. Related to the first topic, we have used the data collected at 183 GeV to measure the average charged particle multiplicity in $e^+e^- \to b\bar{b}$ ... More
Intergalactic absorption and blazar gamma-ray spectraNov 15 2007Mar 24 2008The distribution of TeV spectral slopes versus redshift for currently known TeV blazars (16 sources with z<0.21, and one with z>0.25) is essentially a scatter plot with hardly any hint of a global trend. We suggest that this is the outcome of two combined ... More
Optimal stopping for the exponential of a Brownian bridgeMar 29 2019In this paper we study the problem of stopping a Brownian bridge $X$ in order to maximise the expected value of an exponential gain function. In particular, we solve the stopping problem $$\sup_{0\le \tau\le 1}\E[\mathrm{e}^{X_\tau}]$$ which was posed ... More
MAGIC multiwavelength observations: policy, and some recent resultsAug 27 2007Aug 28 2007MAGIC, 17 meters of diameter, is the world's largest single dish Imaging Atmospheric Cherenkov Telescope, and reaches in the analysis the lowest energy threshold (60 GeV) among the VHE gamma detectors. Completed in September 2004, MAGIC started full operation ... More
Nationalism and internationalism in science: the case of the discovery of cosmic raysDec 22 2010Jan 28 2011The discovery of cosmic rays, a milestone in science, comprised scientists in Europe and the US and took place during a period characterised by nationalism and lack of communication. Many scientists that took part in this research a century ago were intrigued ... More
Gamma-Ray AstrophysicsMay 15 2018Aug 08 2018High-energy photons are a powerful probe for astrophysics and for fundamental physics in extreme conditions. During the recent years, our knowledge of the most violent phenomena in the Universe has impressively progressed thanks to the advent of new detectors ... More
Enrico Fermi and the DolomitesJul 15 2014Summer vacations in the Dolomites were a tradition among the professors of the Faculty of Mathematical and Physical Sciences at the University of Roma since the end of the XIX century. Beyond the academic walls, people like Tullio Levi-Civita, Federigo ... More
VHE astrophysics: recent developmentsJun 12 2007We review the current status, and some open issues, of VHE astrophysics.
Enhanced emission from GRB 110328A could be evidence for tidal disruption of a starApr 13 2011Apr 28 2011On March 28, Swift's Burst Alert Telescope discovered a source in the constellation Draco when it erupted in a series of X-ray blasts. The explosion, catalogued as gamma-ray burst (GRB) 110328A, repeatedly flared in the following days, making the interpretation ... More
Axion-Like Particles, Cosmic Magnetic Fields and Gamma-Ray AstrophysicsJul 18 2007Dec 14 2007Axion-Like Particles (ALPs) are predicted by many extensions of the Standard Model and give rise to characteristic dimming and polarization effects in a light beam travelling in a magnetic field. In this Letter, we demonstrate that photon-ALP mixing in ... More
Relevance of axion-like particles for very-high-energy astrophysicsJun 06 2011May 22 2013Many extensions of the Standard Model predict the existence of ALPs, which are very light spin-zero bosons with a two-photon coupling. Photon-ALP oscillations occur in the presence of an external magnetic field, and ALPs can lead to observable effects ... More
Very-High Energy Gamma AstrophysicsDec 03 2007Jul 09 2008High-energy photons are a powerful probe for astrophysics and for fundamental physics under extreme conditions. During the recent years, our knowledge of the most violent phenomena in the Universe has impressively progressed thanks to the advent of new ... More
A new light boson from MAGIC observations?Nov 12 2009Recent detection of blazar 3C279 by MAGIC has confirmed previous indications by H.E.S.S. that the Universe is more transparent to very-high-energy gamma rays than currently thought. This circumstance can be reconciled with observations of nearby blazars ... More
Evidence for a new light spin-zero boson from cosmological gamma-ray propagation?Jul 30 2007Dec 19 2007Recent findings by Imaging Atmospheric Cherenkov Telescopes indicate a large transparency of the Universe to gamma rays, which can be hardly explained within the current models of extragalactic background light. We show that the observed transparency ... More
Have Cherenkov telescopes detected a new light boson?Feb 24 2010Recent observations by H.E.S.S. and MAGIC strongly suggest that the Universe is more transparent to very-high-energy gamma rays than previously thought. We show that this fact can be reconciled with standard blazar emission models provided that photon ... More
Axion-like particles and e-ASTROGAMApr 01 2017e-ASTROGAM is a space mission with unprecedented sensitivity to photons in the MeV range, proposed within the ESA M5 call. In this note we describe some measurements sensitive to axion-like particles, for which performance in the MeV/GeV range is of primary ... More
Transparency of the Universe to gamma raysFeb 26 2013Jun 09 2013Using the most recent observational data concerning the Extragalactic Background Light and the Radio Background, for a source at a redshift z_s < 3 we compute the energy E_0 of an observed gamma-ray photon in the range 10 GeV < E_0 < 10^13 GeV such that ... More
Evidence for a New Light Boson from Cosmological Gamma-Ray Propagation?Feb 05 2009An anomalously large transparency of the Universe to gamma rays has recently been discovered by the Imaging Atmospheric Cherenkov Telescopes (IACTs) H.E.S.S. and MAGIC. We show that observations can be reconciled with standard blazar emission models provided ... More
Importance of axion-like particles for very-high-energy astrophysicsJul 02 2012Several extensions of the Standard Model predict the existence of Axion-Like Particles (ALPs), very light spin-zero bosons with a two-photon coupling. ALPs can give rise to observable effects in very-high-energy astrophysics. Above roughly 100 GeV the ... More
Detection of distant AGN by MAGIC: the transparency of the Universe to high-energy photonsNov 05 2009The recent detection of blazar 3C279 by MAGIC has confirmed previous indications by H.E.S.S. that the Universe is more transparent to very-high-energy gamma rays than previously thought. We show that this fact can be reconciled with standard blazar emission ... More
Domenico Pacini, the forgotten pioneer of the discovery of cosmic raysFeb 15 2010Mar 16 2010About a century ago, cosmic rays were identified as being a source of radiation on Earth. The proof came from two independent experiments. The Italian physicist Domenico Pacini observed the radiation strength to decrease when going from the ground to ... More
A New Light Boson from Cherenkov Telescopes Observations?Jan 13 2010Early indications by H.E.S.S. and the subsequent detection of blazar 3C279 by MAGIC show that the Universe is more transparent to very-high-energy gamma rays than previously thought. We demonstrate that this circumstance can be reconciled with standard ... More
Constraints on Large-Scale Magnetic Fields from the Auger ResultsNov 21 2007Feb 25 2008A recent article from the Pierre Auger Collaboration links the direction of charged cosmic rays to possible extragalactic sites of emission. The correlation of the direction of such particles with the direction of the emitter allows constraining the value ... More
A search for directional violations of the Lorentz invariance through the study of a possible asymmetry of particle lifetimesNov 16 2010Jan 20 2011From the study of a sample of about 62.3 million well reconstructed K0S decays recorded by the KLOE detector at the DAFNE accelerator in Frascati, the lifetimes of K0S mesons parallel and antiparallel to the direction of motion of the Earth with respect ... More
Evidence for an axion-like particle from blazar spectra?Feb 06 2011Observations with the Imaging Atmospheric Cherenkov Telescopes H.E.S.S., MAGIC, CANGAROO III and VERITAS have shown that the Universe is more transparent than expected to gamma rays above 100GeV. As a natural explanation, the DARMA scenario has previously ... More
Advantages of axion-like particles for the description of very-high-energy blazar spectraMar 15 2015Sep 16 2015In the last few years, the Imaging Atmospheric Cherenkov Telescopes have detected more than 40 blazars in the very-high-energy range (VHE, 100 GeV - 100 TeV). During their trip to us, the VHE photons undergo an energy-dependent absorption by scattering ... More
Penetrating Radiation on the SeaJan 15 2011Mar 03 2011At the beginning of the twentieth century, two scientists, the Austrian Victor Hess and the Italian Domenico Pacini, developed two brilliant lines of research independently, leading to the determination of the origin of atmospheric radiation. Hess measured ... More
Thermoplasmonic Effect of Surface Enhanced Infrared Absorption in Vertical Nanoantenna ArraysJan 23 2018The temperature increase and temperature gradients induced by mid-infrared laser illumination of vertical gold nanoantenna arrays embedded into polymer layers was measured directly with a photothermal expansion nanoscope. Nanoscale thermal hotspot images ... More
Cell membrane disruption by vertical nanopillars: the role of membrane bending and traction forcesApr 27 2018Gaining access to the cell interior is fundamental for many applications, such as electrical recording, drug and biomolecular delivery. A very promising technique consists of culturing cells on nano/micro pillars. The tight adhesion and high local deformation ... More
The e-ASTROGAM space mission: a major step forward for supernova physicsMay 04 2017e-ASTROGAM is a gamma-ray observatory operating in a broad energy range, 0.15 MeV - 3 GeV, recently proposed as the M5 Medium-size mission of the European Space Agency. It has the potential to revolutionize the astronomy of medium-energy gamma-rays by ... More
Surface Thermal Gradients Activated by Enhanced Molecular Absorption in Mid-infrared Vertical Antenna ArraysDec 19 2018We investigate local heat generation by molecules at the apex of polymer-embedded vertical antennas excited at resonant mid-infrared wavelengths, exploiting the surface enhanced infrared absorption (SEIRA) effect. The embedding of vertical nanoantennas ... More
Optimal dividends with partial information and stopping of a degenerate reflecting diffusionMay 30 2018Motivated by the optimal dividend problem, we study a problem of singular stochastic control with partial information on the drift of the underlying process and with absorption. In the Markovian formulation, we have a 2-dimensional degenerate diffusion, ... More
Mathematical Contributions to the Dynamics of the Josephson Junctions: State of the Art and Open ProblemsSep 10 2015Mathematical models related to some Josephson junctions are pointed out and attention is drawn to the solutions of certain initial boundary problems and to some of their estimates. In addition, results of rigorous analysis of the behaviour of these solutions ... More
On a Model of Superconductivity and BiologyMar 02 2012The paper deals with a semilinear integrodifferential equation that characterizes several dissipative models of Viscoelasticity, Biology and Superconductivity. The initial - boundary problem with Neumann conditions is analyzed. When the source term F ... More
Asymptotic analysis for the strip problem related to a parabolic third - order operatorMar 10 2012Aim of this paper is the qualitative analysis of a boundary value problem for a third order non linear parabolic equation which describes several dissipative models. When the source term is linear, the problem is explictly solved by means of a Fourier ... More
From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embeddingMay 11 2015Jan 08 2017We provide a new probabilistic proof of the connection between Rost's solution of the Skorokhod embedding problem and a suitable family of optimal stopping problems for Brownian motion with finite time-horizon. In particular we use stochastic calculus ... More
Asymptotic estimates related to an integro differential equationApr 14 2014The paper deals with an integrodifferential operator which models numerous phenomena in superconductivity, in biology and in viscoelasticity. Initialboundary value problems with Neumann, Dirichlet and mixed boundary conditions are analyzed. An asymptotic ... More
On exponentially shaped Josephson junctionsFeb 23 2012The paper deals with a third order semilinear equation which char- acterizes exponentially shaped Josephson junctions in superconductivity. The initial-boundary problem with Dirichlet conditions is analyzed. When the source term F is a linear function, ... More
Hadronic Events at LEPAug 05 2003The hadronic events collected by LEP between 1989 and 2000 have changed dramatically our understanding of QCD, which has now been established as a part of the Standard Model. Still in many sectors (nonperturbative in particular) science analysis needs ... More
(Very)-High-Energy Gamma-Ray Astrophysics: the FutureJan 12 2016Several projects planned or proposed can significantly expand our knowledge of the high-energy Universe in gamma rays. Construction of the Cherenkov telescope array CTA is started, and other detectors are planned which will use the reconstruction of extensive ... More
On hereditary models of polymersMar 02 2012An equivalence between an integro-differential operator M and an evolution operator Ln is determined. From this equivalence the fundamental solution of Ln is estimated in terms of the fundamental solution related to the third-order operator L1 whose behavior ... More
A priori estimates for excitable modelsApr 16 2013The reaction-diffusion system of Fitzhugh Nagumo is considered. The initial- boundary problems with Neumann and Dirichlet conditions are analyzed. By means of an equivalent semilinear integrodifferential equation which characterizes several dissipative ... More
The Stern diatomic sequence via generalized Chebyshev polynomialsNov 08 2015Nov 15 2015Let a(n) be the Stern's diatomic sequence, and let x1,...,xr be the distances between successive 1's in the binary expansion of the (odd) positive integer n. We show that a(n) is obtained by evaluating generalized Chebyshev polynomials when the variables ... More
On the transition from parabolicity to hyperbolicity for a nonlinear equation under Neumann boundary conditionsOct 21 2018An integro differential equation which is able to describe the evolution of a large class of dissipative models, is considered. By means of an equivalence, the focus shifts to the perturbed sine- Gordon equation that in superconductivity finds interesting ... More
On a parabolic operator of dissipative systemsJul 07 2013A parabolic integro differential operator operator L suitable to describe many phenomena in various physical fields,is considered. By means of equivalence between L and the third order equation which describe the evolution inside an exponentially shaped ... More
On a non linear third - order parabolic equationJul 09 2012Aim of this paper is the qualitative analysis of the solution of a boundary value problem for a third-order non linear parabolic equation which describes several dissipative models. When the source term is linear, the problem is explictly solved by means ... More
On diffusion effects of the perturbed sine-Gordon equation with Neumann boundary conditionsFeb 29 2016The Neumann boundary problem for the perturbed sine-Gordon equation describing the electrodynamics of Josephson junctions has been considered. The behavior of a viscous term, described by a higher-order derivative with small diffusion coefficient, is ... More
A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one dimensional diffusionsMay 06 2013We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising for instance in finance and economics. The underlying process is a strong solution of one dimensional, time-homogeneous ... More
Parabolic - hyperbolic boundary layerJul 09 2012A boundary value problem related to a parabolic higher order operator with a small parameter is analized. When the small parameter tends to zero, the reduced operator is hyperbolic. When t tends to infinity a parabolic hyperbolic boundary layer appears. ... More
A wave equation perturbed by viscous terms: fast and slow times diffusion effects in a Neumann problemOct 21 2018A Neumann problem for a wave equation perturbed by viscous terms with small parameters is considered. The interaction of waves with the diffusion effects caused by a higher-order derivative with small coefficient {\epsilon}, is investigated. Results obtained ... More
From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embeddingMay 11 2015Jun 02 2016We provide a new probabilistic proof of the connection between Rost's solution of the Skorokhod embedding problem and a suitable family of optimal stopping problems for Brownian motion with finite time-horizon. In particular we use stochastic calculus ... More
Optimal dividends with partial information and stopping of a degenerate reflecting diffusionMay 30 2018Feb 22 2019We study the optimal dividend problem for a firm's manager who has partial information on the profitability of the firm. The problem is formulated as one of singular stochastic control with partial information on the drift of the underlying process and ... More
Optimal dividends with partial information and stopping of a degenerate reflecting diffusionMay 30 2018Mar 29 2019We study the optimal dividend problem for a firm's manager who has partial information on the profitability of the firm. The problem is formulated as one of singular stochastic control with partial information on the drift of the underlying process and ... More
Solar panels as cosmic-ray detectorsNov 20 2014Due to fundamental limitations of accelerators, only cosmic rays can give access to centre-of- mass energies more than one order of magnitude above those reached at the LHC. In fact, extreme energy cosmic rays (1018 eV - 1020 eV) are the only possibility ... More
e-ASTROGAM mission: a major step forward for gamma-ray polarimetryJun 21 2017Nov 09 2017e-ASTROGAM is a gamma-ray space mission proposed for the fifth Medium-size mission (M5) of the European Space Agency. It is dedicated to the study of the non-thermal Universe in the photon energy range from ~0.15 MeV to 3 GeV with unprecedented sensitivity, ... More
Reusing optical supports using a simple softwareNov 08 2010In this paper we show how it is possible to reuse optical supports (CDs, DVDs, etc.) without using chemical or physical transformation, only employing a software that can easily run on domestic computers. This software can make obsolete optical supports ... More
Diffusion effects on a superconductive modelNov 06 2012A superconductive model characterized by a third order parabolic operator L" is analysed. When the viscous terms, represented by higher - order deriva- tives, tend to zero, a hyperbolic operator L0 appears. Furthermore, if P" is the Dirichlet initial ... More
Capital allocation and risk appetite under Solvency II frameworkNov 09 2015The aim of this paper is to introduce a method for computing the allocated Solvency II Capital Requirement (SCR) of each Risk which the company is exposed to, taking in account for the diversification effect among different risks. The method suggested ... More
Stochastic nonzero-sum games: a new connection between singular control and optimal stoppingJan 21 2016Dec 27 2017In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain $2$-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is attained by ... More
On the optimal exercise boundaries of swing put optionsJul 25 2014Jan 08 2017We use probabilistic methods to characterise time dependent optimal stopping boundaries in a problem of multiple optimal stopping on a finite time horizon. Motivated by financial applications we consider a payoff of immediate stopping of "put" type and ... More
The dividend problem with a finite horizonSep 06 2016We characterise the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realised by a Skorokhod reflection of the fund's ... More
Existence, uniqueness and a priori estimates for a non linear integro-differential equationMar 02 2012The paper deals with the explicit calculus and the properties of the fundamental solution K of a parabolic operator related to a semilinear equation that models reaction diffusion systems with excitable kinetics. The initial value problem in all of the ... More
Diffusion and wave behaviour in linear Voigt modelMar 10 2012A boundary value problem related to a third- order parabolic equation with a small parameter is analized. This equation models the one-dimensional evolution of many dissipative media as viscoelastic fluids or solids, viscous gases, superconducting materials, ... More
The dividend problem with a finite horizonSep 06 2016Nov 23 2017We characterise the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realised by a Skorokhod reflection of the fund's ... More
Mobile Node Localization via Pareto Optimization: Algorithm and Fundamental Performance LimitationsMar 10 2015Accurate estimation of the position of network nodes is essential, e.g., in localization, geographic routing, and vehicular networks. Unfortunately, typical positioning techniques based on ranging or on velocity and angular measurements are inherently ... More
Estimating the Parameters of Bose-Einstein Correlations from the Two-Particle Correlation Function in Multihadronic Final StatesAug 03 1998To estimate the strength of the Bose-Einstein correlations and the radius of the hadronization region in multiparticle production, the two-particle correlation functions $R$ for identical pairs is adjusted to a parametric function describing the enhancement ... More
Playing with ghosts in a Dynkin gameMay 16 2019We study a class of optimal stopping games (Dynkin games) of preemption type, with uncertainty about the existence of competitors. The set-up is well-suited to model, for example, real options in the context of investors who do not want to publicly reveal ... More
On Lipschitz continuous optimal stopping boundariesJan 25 2017Dec 10 2018We obtain a probabilistic proof of the local Lipschitz continuity for the optimal stopping boundary of a class of problems with state space $[0,T]\times\mathbb{R}^d$, $d\ge 1$. To the best of our knowledge this is the only existing proof that relies exclusively ... More
Integral equations for Rost's reversed barriers: existence and uniqueness resultsAug 24 2015Jan 23 2017We establish that the boundaries of the so-called Rost's reversed barrier are the unique couple of left-continuous monotonic functions solving a suitable system of nonlinear integral equations of Volterra type. Our result holds for atom-less target distributions ... More
Euler Polynomials and Identities for Non-Commutative OperatorsAug 20 2015Three kinds of identities involving non-commutating operators and Euler and Bernoulli polynomials are studied. The first identity, as given by Bender and Bettencourt, expresses the nested commutator of the Hamiltonian and momentum operators as the commutator ... More
A class of recursive optimal stopping problems with applications to stock tradingMay 07 2019In this paper we introduce and solve a class of optimal stopping problems of recursive type. In particular, the stopping payoff depends directly on the value function of the problem itself. In a multi-dimensional Markovian setting we show that the problem ... More
Global $C^1$ Regularity of the Value Function in Optimal Stopping ProblemsDec 11 2018We show that if either the process is strong Feller and the boundary point is probabilistically regular for the stopping set, or the process is strong Markov and the boundary point is probabilistically regular for the interior of the stopping set, then ... More
Improved limits on photon velocity oscillationsMay 04 2002The mixing of the photon with a hypothetical sterile paraphotonic state would have consequences on the cosmological propagation of photons. The absence of distortions in the optical spectrum of distant Type Ia supernov\ae allows to extend by two orders ... More
On asymptotic effects of boundary perturbations in exponentially shaped Josephson junctionsNov 25 2013Jan 02 2014A parabolic integro differential operator L, suitable to describe many phenomena in various physical fields, is considered. By means of equivalence between L and the third order equation describing the evolution inside an exponentially shaped Josephson ... More
Non linear travelling waves with diffusionMar 04 2012A third order parabolic operator L_\epsilon typical of a non linear wave operator cal L_0 perturbed by viscous terms, is analyzed. Some particular solutions related to L_0 are explicitly determined and the initial value problem for L_\epsilon is considered. ... More
On the free boundary of an annuity purchaseJul 29 2017Jul 12 2018It is known that the decision to purchase an annuity may be associated to an optimal stopping problem. However, little is known about optimal strategies, if the mortality force is a generic function of time and if the `subjective' life expectancy of the ... More
A Stochastic Partially Reversible Investment Problem on a Finite Time-Horizon: Free-Boundary AnalysisMar 25 2013Nov 12 2014We study a continuous-time, finite horizon, stochastic partially reversible investment problem for a firm producing a single good in a market with frictions. The production capacity is modeled as a one-dimensional, time-homogeneous, linear diffusion controlled ... More
Cosmic Rays and Interstellar Medium with Gamma-Ray Observations at MeV EnergiesMar 13 2019Latest precise cosmic-ray (CR) measurements and present gamma-ray observations have started challenging our understanding of CR transport and interaction in the Galaxy. Moreover, because the density of CRs is similar to the density of the magnetic field, ... More
On a capital allocation principle coherent with the Solvency 2 standard formulaJan 26 2018Solvency II Directive 2009/138/EC requires an insurance and reinsurance undertakings assessment of a Solvency Capital Requirement by means of the so-called "Standard Formula" or by means of partial or full internal models. Focusing on the first approach, ... More
The slingshot effect: a possible new laser-driven high energy acceleration mechanism for electronsSep 05 2013Nov 14 2014We show that under appropriate conditions the impact of a very short and intense laser pulse onto a plasma causes the expulsion of surface electrons with high energy in the direction opposite to the one of propagation of the pulse. This is due to the ... More
Subwavelength Diffraction ManagementJun 25 2008We study light propagation in nanoscale periodic structures composed of dielectric and metal in the visible range. We demonstrate that diffraction can be tailored both in magnitude and in sign by varying the geometric features of the waveguides. Diffraction ... More
Nash equilibria of threshold type for two-player nonzero-sum games of stoppingAug 17 2015Dec 01 2016This paper analyses two-player nonzero-sum games of optimal stopping on a class of linear regular diffusions with \emph{not non-singular} boundary behaviour (in the sense of It\^o and McKean (1974), p.\ 108). We provide sufficient conditions under which ... More
Data Mining in Gamma Astrophysics ExperimentsMar 24 2005Data mining techniques, including clustering and classification tasks, for the automatic information extraction from large datasets are increasingly demanded in several scientific fields. In particular, in the astrophysical field, large archives and digital ... More
Perspects in astrophysical databasesFeb 09 2004Astrophysics has become a domain extremely rich of scientific data. Data mining tools are needed for information extraction from such large datasets. This asks for an approach to data management emphasizing the efficiency and simplicity of data access; ... More
A Non Convex Singular Stochastic Control Problem and its Related Optimal Stopping BoundariesMay 10 2014Nov 12 2014Equivalences are known between problems of singular stochastic control (SSC) with convex performance criteria and related questions of optimal stopping, see for example Karatzas and Shreve [SIAM J. Control Optim. 22 (1984)]. The aim of this paper is to ... More
Nash equilibria of threshold type for two-player nonzero-sum games of stoppingAug 17 2015Aug 02 2017This paper analyses two-player nonzero-sum games of optimal stopping on a class of linear regular diffusions with not non-singular boundary behaviour (in the sense of It\^o and McKean (1974), p.\ 108). We provide sufficient conditions under which Nash ... More
Optimal Boundary Surface for Irreversible Investment with Stochastic CostsJun 17 2014Jan 08 2017This paper examines a Markovian model for the optimal irreversible investment problem of a firm aiming at minimizing total expected costs of production. We model market uncertainty and the cost of investment per unit of production capacity as two independent ... More
Nonlinear envelope equation for broadband optical pulses in quadratic mediaJan 12 2010We derive a nonlinear envelope equation to describe the propagation of broadband optical pulses in second order nonlinear materials. The equation is first order in the propagation coordinate and is valid for arbitrarily wide pulse bandwidth. Our approach ... More
Multidimensional data classification with artificial neural networksDec 06 2004Multi-dimensional data classification is an important and challenging problem in many astro-particle experiments. Neural networks have proved to be versatile and robust in multi-dimensional data classification. In this article we shall study the classification ... More
Sensitivity of Gamma Astroparticle Experiments to the Detection of Photon OscillationsJul 22 2003The mixing of the photon with a hypothetical sterile paraphotonic state would have consequences on the cosmological propagation of photons. Observations of gamma-rays from active galactic nuclei in GLAST and MAGIC will open a new domain in the search ... More