M. Papi

Rogue waves are intense and unexpected wavepackets ubiquitous in complex systems. In optics, they are promising as robust and noise-resistant beams for probing and manipulating the underlying material. Localizing large optical power is…

We propose a new model for the joint evolution of the European inflation rate, the European Central Bank official interest rate and the short-term interest rate, in a stochastic, continuous time setting. We derive the valuation equation for…

The new era of artificial intelligence demands large-scale ultrafast hardware for machine learning. Optical artificial neural networks process classical and quantum information at the speed of light, and are compatible with silicon…

This report describes the scientific aims and potentials as well as the preliminary technical design of IRIDE, an innovative tool for multi-disciplinary investigations in a wide field of scientific, technological and industrial…

In these notes, we present a general result concerning the Lipschitz regularity of a certain type of set-valued maps often found in constrained optimization and control problems. The class of multifunctions examined in this paper is…

This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…

We consider a possibly strongly degenerate parabolic semilinear problem which can be applied to a differential model for pricing financial derivatives. We prove the asked regularity for applying the Ito's formula which is used for building…

Using a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equations under rather generale assumtpions. The principle…