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Per uno Stato indipendente croato. Le vicende storiche contemporanee jugoslave: ricostruzione ed utilizzo (1945-1990)
No full textJugoslavia 1945-1990: una necessaria premessa storiografica. Con gli occhi dell’emigrazione. L'Istituto per la storia del movimento operaio di Zagabria ed il "Veliki Direktor". Il "lungo silenzio croato": rappresentazioni storiche per una Croazia indipendente.Jugoslavia 1945-1990: una necessaria premessa storiografica. Con gli occhi dell’emigrazione. L'Istituto per la storia del movimento operaio di Zagabria ed il "Veliki Direktor". Il "lungo silenzio croato": rappresentazioni storiche per una Croazia indipendente.LUISS PhD Thesi
Estimates on degenerate jump-diffusion processes and regularity of the related valuation equation
No full textMany risk-neutral pricing problems proposed in the finance literature require
to be dealt with by solving the corresponding Partial Integro-Differential Equation. Unfortunately, neither the standard Sobolev spaces theory, or the present literature on viscosity
solution theory is able to deal with some problems of interest in finance. A recent result presented by Costantini, Papi and D’Ippoliti accepted for pubblication on Finance and
Stochastics [17], shows that, under general conditions on the coefficients of the stochastic
integro-differential equation, whenever a Lyapunov-type condition is satisfied, the stochastic process does not reach the boundary of the domain where is defined. Furthermore, in
the same work it has been proved that there exists a unique viscosity solution to the pricing
problem when we deal with the corresponding pricing problem for European-type derivatives. The viscosity solution theory ensures just the continuity of the solution, when data
are continuous, but does not guarantees that such a solution has some additional regularity.
The aim of this work is to improve, for the pure differential case, the results existing in
literature dealing with the regularity of both the solutions X of the underlying stochastic
differential equations, and the solutions of the corresponding PDE. In particular we will
provide some estimates related to dependence with respect to the initial data for the process
X. Furthermore, dealing with the pricing problem, we improve our understanding on the
assumptions that ensure the viscosity solution to have additional regularity properties beside
the mere continuity.
A Lipschitz-type dependence result with respect to initial data, until a stopping time τ ,
is shown whenever the coefficients are locally Lipschitz continuous, and a Lyapunov-type
condition is satisfied. Such a result can be improved if a suitable weight function is put in
place.
A standard result in PDE theory ensures that, if the assumptions we assume in our work are
satisfied, then in each compact subset where the diffusion matrix is positive defined, there
exists a unique classical solution to the localized problem if initial data are continuous (see
e.g. [35] or [9]). We make use of such a result in order to prove that this classical solution
coincides, in the same subset, with the unique viscosity solution found in [17].
We give an application of such results, applying our evidences to the stochastic volatility
model proposed by Ekstrom and Tysk in [29]. In such a case all the hypotheses we are ¨
currently assuming are satisfied, and the expression of the Lyapunov function can be explicitely provided for different final payoff. As a consequence, we are able to get the results
of the existence and uniqueness of a classical solution to the pricing problem presented in[29] in an independent way. Furthermore it is possible to consider weakened assumptions
on the final payoff. On the other hand we try to consider a generalization of the model,
allowing the process exhibits sudden jumps provided that the jump measure satisfies some
suitable properties. In such a case, the expression for the Lyapunov function is provided as
well, hence we are able to state that the considered valuation problem admits one and only
one viscosity solution.Many risk-neutral pricing problems proposed in the finance literature require
to be dealt with by solving the corresponding Partial Integro-Differential Equation. Unfortunately, neither the standard Sobolev spaces theory, or the present literature on viscosity
solution theory is able to deal with some problems of interest in finance. A recent result presented by Costantini, Papi and D’Ippoliti accepted for pubblication on Finance and
Stochastics [17], shows that, under general conditions on the coefficients of the stochastic
integro-differential equation, whenever a Lyapunov-type condition is satisfied, the stochastic process does not reach the boundary of the domain where is defined. Furthermore, in
the same work it has been proved that there exists a unique viscosity solution to the pricing
problem when we deal with the corresponding pricing problem for European-type derivatives. The viscosity solution theory ensures just the continuity of the solution, when data
are continuous, but does not guarantees that such a solution has some additional regularity.
The aim of this work is to improve, for the pure differential case, the results existing in
literature dealing with the regularity of both the solutions X of the underlying stochastic
differential equations, and the solutions of the corresponding PDE. In particular we will
provide some estimates related to dependence with respect to the initial data for the process
X. Furthermore, dealing with the pricing problem, we improve our understanding on the
assumptions that ensure the viscosity solution to have additional regularity properties beside
the mere continuity.
A Lipschitz-type dependence result with respect to initial data, until a stopping time τ ,
is shown whenever the coefficients are locally Lipschitz continuous, and a Lyapunov-type
condition is satisfied. Such a result can be improved if a suitable weight function is put in
place.
A standard result in PDE theory ensures that, if the assumptions we assume in our work are
satisfied, then in each compact subset where the diffusion matrix is positive defined, there
exists a unique classical solution to the localized problem if initial data are continuous (see
e.g. [35] or [9]). We make use of such a result in order to prove that this classical solution
coincides, in the same subset, with the unique viscosity solution found in [17].
We give an application of such results, applying our evidences to the stochastic volatility
model proposed by Ekstrom and Tysk in [29]. In such a case all the hypotheses we are ¨
currently assuming are satisfied, and the expression of the Lyapunov function can be explicitely provided for different final payoff. As a consequence, we are able to get the results
of the existence and uniqueness of a classical solution to the pricing problem presented in[29] in an independent way. Furthermore it is possible to consider weakened assumptions
on the final payoff. On the other hand we try to consider a generalization of the model,
allowing the process exhibits sudden jumps provided that the jump measure satisfies some
suitable properties. In such a case, the expression for the Lyapunov function is provided as
well, hence we are able to state that the considered valuation problem admits one and only
one viscosity solution.LUISS PhD Thesi
Freedom, Consent and Autonomy in Bioethics: justifications for Enforced Medical Treatment and its Refusal
No full textOn Autonomy. Anorexia Nervosa: enforcing medical treatment to keep a person alive. The Singleton case: enforcing medical treatment to put a person to death. The inconsistent use of Autonomy: additional cases and doubts. A more consistent notion of Autonomy in relation to refusal of treatment.On Autonomy. Anorexia Nervosa: enforcing medical treatment to keep a person alive. The Singleton case: enforcing medical treatment to put a person to death. The inconsistent use of Autonomy: additional cases and doubts. A more consistent notion of Autonomy in relation to refusal of treatment.LUISS PhD Thesi
The transformation of society and public service broadcasting
No full textRefereed Working Papers / of international relevanc
Multimedia Contents Provision Using Bluetooth for Cultural Heritage Applications: the MID-Blue Project
No full textThe paper describes the MID-Blue (Multimedia Information
Distribution over Bluetooth) system architecture as a dynamic guidance system
for museum visitors based on Bluetooth connection. It provides specific
contents related to the user position also using streaming video. This feature is
still not diffused among Bluetooth technologies and could be more useful than
other alternative solutions in museum contexts where it is necessary to delivery
short-range information. The architecture overview underlines the components
involved for supporting video streaming functionality over Bluetooth describing
the first prototype implementation.The paper describes the MID-Blue (Multimedia Information
Distribution over Bluetooth) system architecture as a dynamic guidance system
for museum visitors based on Bluetooth connection. It provides specific
contents related to the user position also using streaming video. This feature is
still not diffused among Bluetooth technologies and could be more useful than
other alternative solutions in museum contexts where it is necessary to delivery
short-range information. The architecture overview underlines the components
involved for supporting video streaming functionality over Bluetooth describing
the first prototype implementation.Uninvited Submission
Two Problems in Control Theory and Applications to Economics
No full textThe thesis is composed by two dierent parts, which are not related each other. The rst part is devoted to study a class of optimal control problems, where the state equation is an ordinary dierential equation with delay in the control variable. This class of problems arises in economic applications, in particular in optimal advertising problems. The control problem is embedded in a suitable Hilbert space and the associated Hamilton-Jacobi-Bellman
(HJB) equation considered in this space. It is proved that the value function is continuous with respect to a weak norm and that it solves in the viscosity sense the associated HJB equation. The main result is the proof of a directional C1-regularity result for the value function. This result represents the starting point to dene a feedback map in classical sense going towards a verication theorem yielding optimal feedback controls for the problem. In the second part of the thesis, the techniques of the Malliavin Calculus are applied to a stochastic dierential equation whose coecients depend on a control process, in particular in the special case of Markovian controls. It is calculated the stochastic derivative of the stochastic dierential equation and it is proved that the Malliavin matrix is strictly positive, assuring the results of existence and regularity of densities for the controlled process.The thesis is composed by two dierent parts, which are not related each other. The rst part is devoted to study a class of optimal control problems, where the state equation is an ordinary dierential equation with delay in the control variable. This class of problems arises in economic applications, in particular in optimal advertising problems. The control problem is embedded in a suitable Hilbert space and the associated Hamilton-Jacobi-Bellman
(HJB) equation considered in this space. It is proved that the value function is continuous with respect to a weak norm and that it solves in the viscosity sense the associated HJB equation. The main result is the proof of a directional C1-regularity result for the value function. This result represents the starting point to dene a feedback map in classical sense going towards a verication theorem yielding optimal feedback controls for the problem. In the second part of the thesis, the techniques of the Malliavin Calculus are applied to a stochastic dierential equation whose coecients depend on a control process, in particular in the special case of Markovian controls. It is calculated the stochastic derivative of the stochastic dierential equation and it is proved that the Malliavin matrix is strictly positive, assuring the results of existence and regularity of densities for the controlled process.LUISS PhD Thesi
The Discrete Charm of Bureaucracy: a Lacanian Theory of the Bureaucratic Mechanism
No full textBureaucracy From Hegel to Marx. Bureaucracy From Marx to Lacan. Lacan's Bureau. A Lacanian Theory of the Bureaucratic Mechanism.Bureaucracy From Hegel to Marx. Bureaucracy From Marx to Lacan. Lacan's Bureau. A Lacanian Theory of the Bureaucratic Mechanism.LUISS PhD Thesi
Regional identity building without liberal Democracy: the case of the ASEAN Community
No full textHere and there in the world, states have gathered to build regional communities of
countries, such as the European Union and the ASEAN Community. These communities
have changed or have the potential to change their regions’ politics, economy and society
significantly, not to mention the far-reaching impacts they have made or have the
potential to make outside their borders. This dissertation will try to develop a conceptual
framework of regional identity of the people in a regional community of countries, which
includes its conceptualization, as well as the reasons why and how it is built. Regional
identity of the people, I argue, is the prerequisite for the existence of a regional
community of people. Its defining essence is a shared identification of participating
actors with the collectivity which is acknowledged by others. It originates from the
expectation and/or belief of the inhabitants that by being a member, their individual
needs, especially basic survival needs and shared values are better fulfilled and promoted,
and the experience as well as interaction they have when participating in community
building.
The next focus is on the examination of regional identity building with and
without liberal democracy. The findings show that among non-democracy, illiberal
democracy and liberal democracy, the last is most suited to the building of a regional
identity of the people. At most, non-democracy helps build a regional identity of the
governing elite and that of the states, not a regional identity of the people which is,
however, facilitated by liberal democracy.
The next part of the dissertation is a case study of regional community building
without liberal democracy. It examines the ASEAN Community, which consists of 10
countries that are governed by illiberal democratic and non-democratic states.Here and there in the world, states have gathered to build regional communities of
countries, such as the European Union and the ASEAN Community. These communities
have changed or have the potential to change their regions’ politics, economy and society
significantly, not to mention the far-reaching impacts they have made or have the
potential to make outside their borders. This dissertation will try to develop a conceptual
framework of regional identity of the people in a regional community of countries, which
includes its conceptualization, as well as the reasons why and how it is built. Regional
identity of the people, I argue, is the prerequisite for the existence of a regional
community of people. Its defining essence is a shared identification of participating
actors with the collectivity which is acknowledged by others. It originates from the
expectation and/or belief of the inhabitants that by being a member, their individual
needs, especially basic survival needs and shared values are better fulfilled and promoted,
and the experience as well as interaction they have when participating in community
building.
The next focus is on the examination of regional identity building with and
without liberal democracy. The findings show that among non-democracy, illiberal
democracy and liberal democracy, the last is most suited to the building of a regional
identity of the people. At most, non-democracy helps build a regional identity of the
governing elite and that of the states, not a regional identity of the people which is,
however, facilitated by liberal democracy.
The next part of the dissertation is a case study of regional community building
without liberal democracy. It examines the ASEAN Community, which consists of 10
countries that are governed by illiberal democratic and non-democratic states.LUISS PhD Thesi
Popular politics, populism and the leaders: Access without participation? The cases of Italy and UK
No full textThe leader and the democratic control. The role of media. Parties and leaders in Italy. Need for participation? Parties and leaders in UK. Climate change and leadership.The leader and the democratic control. The role of media. Parties and leaders in Italy. Need for participation? Parties and leaders in UK. Climate change and leadership.Refereed Working Papers / of international relevanc