4 papers
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…
Relationships between the decoherence-free algebra and the set of fixed points
F. Fagnola, E. Sasso, V. Umanita'
We show that, for a Quantum Markov Semigroup (QMS) with a faithful normal invariant state, the atomicity of the decoherence-free subalgebra and environmental decoherence are equiva…