32 citations · 34 across the 9 of their papers we have counts for
9 papers
The Spectral Gap of a Gaussian Quantum Markovian Generator
Franco Fagnola, Damiano Poletti, Emanuela Sasso +1
Gaussian quantum Markov semigroups are the natural non-commutative extension of classical Ornstein-Uhlenbeck semigroups. They arise in open quantum systems of bosons where canonica…
On non-centered maximal operators related to a non-doubling and non-radial exponential measure
Adam Nowak, Emanuela Sasso, Peter Sjögren +1
We investigate mapping properties of non-centered Hardy-Littlewood maximal operators related to the exponential measure in . The…
The Variance Gamma++ Process and Applications to Energy Markets
M. Gardini, P. Sabino, E. Sasso
The purpose of this article is to introduce a new Lévy process, termed Variance Gamma++ process, to model the dynamic of assets in illiquid markets. Such a process has the mathemat…
The general structure of the Decoherence-free subalgebra for uniformly continuous Quantum Markov semigroups
Emanuela Sasso, Veronica Umanità
By using the decomposition of the decoherence-free subalgebra N(T) in direct integrals of factors, we obtain a structure theorem for every uniformly continuous QMSs. Moreover we pr…
A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets
Matteo Gardini, Piergiacomo Sabino, Emanuela Sasso
Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays.…
Correlating Lévy processes with Self-Decomposability: Applications to Energy Markets
Matteo Gardini, Piergiacomo Sabino, Emanuela Sasso
Based on the concept of self-decomposability, we extend some recent multivariate Lévy models built using multivariate subordination with the aim of capturing situations in which a…