Publications
Articles, books, patents, proceedings, etc. by members of the Department.
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A. Pascucci, Calcolo Stocastico per la Finanza, MILANO, Springer, 2007, pp. 520 (Unitext). [Research monograph]
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F. Ferrari, A Steiner formula in the Heisenberg group for Carnot-Charathéodory balls, in: Lecture Notes of Seminario Interdisciplinare di Matematica, POTENZA, Dipartimento di Matematica e Inf. dell'Università, 2007, IV, pp. 133 - 143 (atti di: Meeting on subelliptic PDE'S and applications to geometry and finance, Cortona (Italy), dal 12/6/2006 al 17/6/2006) [Contribution to conference proceedings]
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M. Di Francesco; A. Pascucci, A continuous dependence result for ultraparabolic equations in option pricing, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2007, 336, pp. 1026 - 1041 [Scientific article]
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A. Pascucci, Free boundary and optimal stopping problems for American Asian options, «FINANCE AND STOCHASTICS», 2007, XII (Issue 1), pp. 21 - 41 [Scientific article]
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M. Di Francesco; A. Pascucci; S. Polidoro, The obstacle problem for a class of hypoelliptic ultraparabolic equations, «PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON. SERIES A», 2007, 464, pp. 155 - 176 [Scientific article]
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P. Foschi; A. Pascucci, Kolmogorov equations arising in finance: direct and inverse problems, in: AAVV, Lecture Notes of Seminario Interdisciplinare di Matematica, Università degli Studi della Basilicata, VI, S.N., s.n, 2007, pp. 145 - 156 (atti di: Meeting and subelliptic PDEs and applications to geometry and finance http://www.subelliptic2006.dm.unibo.it/, Cortona, 12-17 giugno 2006) [Contribution to conference proceedings]
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F. Ferrari, Un risultato di regolarità delle frontiere libere piatte per problemi a due fasi, in: SEGRETERIA SCIENTIFICA DEL DIPARTIMENTO DI MATEMATICA DELL'UNIVERSITÀ DEGLI STUDI DI BARI, XVIII congresso UMI, BARI, Dip. di Matematica Università, 2007, pp. 77 - 77 (atti di: XVIII congresso unione matematica italiana, Bari 24-29 Settembre 2007, Bari, 24-29 Settembre 2007) [Abstract]
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E. Lanconelli; A. Montanari; S. Polidoro (a cura di): AUTORI VARI, Meeting on Subelliptic PDE’s and Applications to Geometry and Finance. Lecture Notes of Seminario Interdisciplinare di Matematica, VI, Seminario Interdisciplinare di Matematica (S.I.M.),, POTENZA, E. Barletta, 2007, pp. 241 (Lecture Notes of Seminario Interdisciplinare di Matematica, VI). [Editorship]
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A.Montanari (a cura di): AUTORI VARI, Seminario di Analisi Matematica, Dipartimento di Matematica dell’Università di Bologna: Anno Accademico 2005/2006., BOLOGNA, Tecnoprint, 2007, pp. 156 (Seminario Pini). [Editorship]
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F. Uguzzoni, Cone criterion for non-divergence equations modeled on Hormander vector fields, in: Lecture Notes of Seminario Interdisciplinare di Matematica, MATERA, Graficom, 2007, VI, pp. 227 - 241 (atti di: Subelliptic PDE's and applications to geometry and finance, Cortona, 12--17 6 2006) [Contribution to conference proceedings]
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A. Brini, Combinatorics, Superalgebras, Invariant Theory and Representation Theory, «SÉMINAIRE LOTHARINGIEN DE COMBINATOIRE», 2007, 55, pp. 1 - 117 [Scientific article]
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M.A. de Cataldo; L.Migliorini, Intersection forms, topology of maps and motivic decomposition for maps of threefolds,, in: Algebraic Cycles and Motives, CAMBRIDGE, Cambridge University Press, 2007, 1, pp. 102 - 137 (atti di: ALGEBRAIC CYCLES AND MOTIVES. A CONFERENCE IN HONOR OF J.MURRE 70TH BIRTHDAY, LEIDEN(NL), SETTEMBRE 2004) [Contribution to conference proceedings]
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S. Abenda; T. Grava, Reciprocal transformations and flat metrics on Hurwitz spaces, «JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL», 2007, 40, pp. 10769 - 10790 [Scientific article]
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A. Lanza; L. Di Stefano; J. Berclaz; F. Fleuret; P. Fua, Robust Multi-View Change Detection, in: Proceedings of the British Machine Vision Conference 2007, WARWICK, s.n, 2007, pp. 1 - 10 (atti di: British Machine Vision Conference 2007, Warwick, UK, 10-13 September 2007) [Contribution to conference proceedings]
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S.Morigi;L.Reichel;F.Sgallari, Orthogonal projection regularization operators, «NUMERICAL ALGORITHMS», 2007, 44, pp. 99 - 114 [Scientific article]
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P.Contucci; C.Giardina; C.Giberti; G.Parisi; C.Vernia, Ultrametricity in the Edwards Anderson Model, «PHYSICAL REVIEW LETTERS», 2007, 99, pp. 057206 - 057210 [Scientific article]
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P.Contucci; J. Lebowitz, Correlation inequalities for spin glasses, «ANNALES HENRI POINCARE'», 2007, Vol 8, N. 7, pp. 1303 - 1316 [Scientific article]
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P.Contucci; S.Graffi, Cortona Special Issue, AMSTERDAM, Spinger, 2007, pp. 280 (Journal of statistical physics). [Editorship]
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P.Contucci; S. Graffi; V.Capecchi, How can mathematics contibute to social science, AMSTERDAM, Spinger, 2007, pp. 131 (Quality and quantity). [Editorship]
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P.Contucci; S.Ghirlanda, Modeling Society with Statistical Mechanics: an Application to Cultural Contact and Immigration, «QUALITY & QUANTITY», 2007, 41, pp. 569 - 578 [Scientific article]