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.
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.
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
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
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
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
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.
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
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
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
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
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
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
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
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
(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
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
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 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
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
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
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
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
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
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
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
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
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
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
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
Asymptotic effects of boundary perturbations in excitable systemsApr 14 2013A Neumann problem in the strip for the Fitzhugh Nagumo system is consid- ered. The transformation in a non linear integral equation permits to deduce a priori estimates for the solution. A complete asymptotic analysis shows that for large t the effects ... 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
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
Existence and uniqueness of solutions of a class of 3rd order dissipative problems with various boundary conditions describing the Josephson effectMay 11 2012We prove existence and uniqueness of solutions of a large class of initial-boundary-value problems characterized by a quasi-linear third order equation (the third order term being dissipative) on a finite space interval with Dirichlet, Neumann or pseudoperiodic ... 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
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
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
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
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
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
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
Automatic Classification using Self-Organising Neural Networks in Astrophysical ExperimentsJul 12 2003Jul 16 2003Self-Organising Maps (SOMs) are effective tools in classification problems, and in recent years the even more powerful Dynamic Growing Neural Networks, a variant of SOMs, have been developed. Automatic Classification (also called clustering) is an important ... 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
Analysing Multiple Epidemic Data SourcesAug 13 2018Evidence-based knowledge of infectious disease burden, including prevalence, incidence, severity and transmission, in different population strata and locations, and possibly in real time, is crucial to the planning and evaluation of public health policies. ... More
Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequalityJul 03 2012Jan 31 2015A finite horizon optimal stopping problem for an infinite dimensional diffusion $X$ is analyzed by means of variational techniques. The diffusion is driven by a SDE on a Hilbert space $\mathcal{H}$ with a non-linear diffusion coefficient $\sigma(X)$ and ... 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
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
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
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
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
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
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
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.
On the wrapping correction to single magnon energy in twisted N=4 SYMMar 04 2009Mar 13 2009We apply Zeilberger summation to derive a closed formula for the wrapping correction to one-impurity states in the su(2) sector of the beta-deformed N=4 SYM theory at beta=1/2. As an application depending heavily on the result, we compute the large volume ... More
Exact Ground State and Finite Size Scaling in a Supersymmetric Lattice ModelJul 29 2004We study a model of strongly correlated fermions in one dimension with extended N=2 supersymmetry. The model is related to the spin $S=1/2$ XXZ Heisenberg chain at anisotropy $\Delta=-1/2$ with a real magnetic field on the boundary. We exploit the combinatorial ... More
Nash equilibria of threshold type for two-player nonzero-sum games of stoppingAug 17 2015This paper analyses two-player nonzero-sum games of optimal stopping on a class of regular diffusions with singular boundary behaviour (in the sense of It\^o and McKean (1974), p. 108). We prove that Nash equilibria are realised by stopping the diffusion ... More
A solvable two-dimensional singular stochastic control problem with non convex costsNov 10 2014Oct 28 2015In this paper we provide a complete theoretical analysis of a two-dimensional degenerate non convex singular stochastic control problem. The optimisation is motivated by a storage-consumption model in an electricity market, and features a stochastic real-valued ... More
Analytical Pricing of American Bond Options in the Heath-Jarrow-Morton ModelDec 04 2012Mar 28 2014We study the optimal stopping problem of pricing an American Put option on a Zero Coupon Bond (ZCB) in the Musiela's parametrization of the Heath-Jarrow-Morton (HJM) model for forward interest rates. First we show regularity properties of the price function ... More
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
On random flights with non-uniformly distributed directionsOct 17 2011This paper deals with a new class of random flights $\underline{\bf X}_d(t),t>0,$ defined in the real space $\mathbb{R}^d, d\geq 2,$ characterized by non-uniform probability distributions on the multidimensional sphere. These random motions differ from ... More
Artinian level algebras of low socle degreeAug 16 2012In this paper we study Hilbert functions and isomorphism classes of Artinian level local algebras via Macaulay's inverse system. Upper and lower bounds concerning numerical functions admissible for level algebras of fixed type and socle degree are known. ... More
High-rank ternary forms of even degreeJun 14 2017We exhibit, for each even degree, a ternary form of rank strictly greater than the maximum rank of monomials. Together with an earlier result in the odd case, this gives the lower bound \[\operatorname{r_{max}}(3,d)\ge\left\lfloor\frac{d^2+2d+5}4\right\rfloor\] ... More
Stochastic models associated to a Nonlocal Porous Medium EquationFeb 04 2019The nonlocal porous medium equation considered in this paper is a degenerate nonlinear evolution equation involving a space pseudo-differential operator of fractional order. This space-fractional equation admits an explicit, nonnegative, compactly supported ... More
Experimental test of the no signaling theoremMay 14 2007May 17 2007In 1981 N. Herbert proposed a gedanken experiment in order to achieve by the ''First Laser Amplified Superluminal Hookup'' (FLASH) a faster than light communication (FTL) by quantum nonlocality. The present work reports the first experimental realization ... More
Every Ternary Quintic is a Sum of Ten Fifth PowersSep 26 2014Feb 17 2015To our knowledge at the time of writing, the maximum Waring rank for the set of all ternary forms of degree $d$ (with coefficients in an algebraically closed field of characteristic zero) is known only for $d\le 4$. The best upper bound that is known ... More
Stochastic velocity motions and processes with random timeDec 28 2009The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs. We study the ... More
A Proof that the Maximal Rank for Plane Quartics is SevenSep 25 2013At the time of writing, the general problem of finding the maximal Waring rank for homogeneous polynomials of fixed degree and number of variables (or, equivalently, the maximal symmetric rank for symmetric tensors of fixed order and in fixed dimension) ... More
A remark on Waring decompositions of some special plane quarticsApr 13 2012Apr 25 2012This work concerns Waring decompositions of a certain kind of plane quartics of high rank. The main result is the following. Let x, l_1, ...., l_7 be linear forms and q a quadratic form on a vector space of dimension 3. If x^2q=l_1^4+...+l_7^4 and the ... More
Parametric estimation for planar random flights observed at discrete timesMar 29 2007We deal with a planar random flight $\{(X(t),Y(t)),0<t\leq T\}$ observed at $n+1$ equidistant times $t_i=i\Delta_n,i=0,1,...,n$. The aim of this paper is to estimate the unknown value of the parameter $\lambda$, the underlying rate of the Poisson process. ... More