N. Cufaro Petroni and P.
Sabino:
Fast simulation
of tempered stable Ornstein-Uhlenbeck processes
Comput. Stat. (2022)
doi.org/10.1007/s00180-022-01205-8
N. Cufaro Petroni and P.
Sabino:
Fast Pricing of
Energy Derivatives with Mean-reverting Jump Processes
App. Math. Fin. (2021)
doi.org/10.1080/1350486X.2021.1909488
N. Cufaro Petroni:
The falling
pencil: A Divertimento in four movements
research paper (2021)
arXiv:2101.05632
[physics.class-ph]
N. Cufaro Petroni and P.
Sabino:
Tempered
stable distributions and finite variation
Ornstein-Uhlenbeck processes
research paper (2020)
arXiv:2011.09147
[math.PR]
N. Cufaro Petroni:
Probability and Stochastic Processes for Physicists
Springer Nature (2020), pages XIII, 373
https://www.springer.com/in/book/9783030484071
N. Cufaro Petroni and P.
Sabino:
Gamma related
Ornstein-Uhlenbeck processes and their simulation
J. Stat. Comp. Sim. (2020) doi:
10.1080/00949655.2020.1842408
arXiv:2003.08810
[math.PR]
N. Cufaro Petroni:
Taking
rational numbers at random
research paper (2019)
arXiv:1908.06944
[math.PR]
N. Cufaro Petroni:
Thou shalt not say "at random" in vain:
Bertrand's paradox exposed
research paper (2018)
arXiv:1810.07805
[math.HO]
N. Cufaro Petroni and P.
Sabino:
Cointegrating
jumps: an application to energy facilities
research paper (2015)
arXiv:1509.01144
[q-fin.PR]
N. Cufaro Petroni and P.
Sabino:
Correlated
Poisson processes and self-decomposable laws
research paper (2015)
arXiv:1509.00629
[math.PR]
N. Cufaro Petroni and P.
Sabino:
Pricing and hedging Asian
Basket Options with Quasi-Monte Carlo simulations
Meth.
Comp. Appl. Prob. 15 (2013) 147 (IF 2013 = 0.778)
doi: 10.1007/s11009-011-9228-9
arXiv:0907.3092v1
[q-fin.PR]
N. Cufaro Petroni and P.
Sabino:
Multidimensional
Quasi-Montecarlo Malliavin Greeks
Decisions Econ Finan 36 (2013) 199 (SNIP 2013 = 0.627)
doi: 10.1007/s10203-011-0125-z
arXiv:1103.5722
[q-fin.CP]
N. Cufaro Petroni and M.
Pusterla:
Phenomenology from relativistic
Lévy-Schrödinger equations: possible: Application to neutrinos
research paper (2013)
arXiv:1209.6259v2
[hep-ph]
N. Cufaro Petroni and M.
Pusterla:
Mass spectrum from
stochastic Lévy-Schrödinger relativistic
equations: possible
qualitative predictions in QCD
Mod. Phys. Lett. A 27 (2012)
1250034 (IF 2013 = 1.338)
doi: 10.1142/S0217732312500344
arXiv:1111.2956v1
[quant-ph]
A. Andrisani and N.
Cufaro Petroni:
Markov processes and
generalized Schrödinger equations
J. Math. Phys. 52
(2011) 113509 (IF 2013 = 1.176)
doi: 10.1063/1.3663205
arXiv:1107:1337
[mathPR]
N. Cufaro Petroni:
Lévy-Schrödinger wave packets
J. Phys. A: Math. Theor. 44 (2011) 165305 (IF 2013 =
1.687)
doi: 10.1088/1751-8113/44/16/165305
arXiv:1006.1833v2
[math.PR]
N. Cufaro Petroni and M.
Pusterla:
Mass spectrum and
Lévy-Schrödinger relativistic equation
research paper (2011)
arXiv:1008.4255v3
[quant-ph]
N. Cufaro Petroni and M.
Pusterla:
Lévy processes and
Schrödinger equation
Physica A 388 (2009)
824 (IF 2013 = 1.722)
doi: 10.1016/j.physa.2008.11.035
arXiv:0805.0503v2
[cond-mat.stat-mech]
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
Stationary distributions of
non Gaussian Ornstein-Uhlenbeck processes for beam
halos
Proceedings of the conference CYCLOTRONS 07 (Giardini Naxos, Italy,
1-5 October 2007);
INFN Catania (2008)
p. 424
N. Cufaro Petroni:
Selfdecomposability and
selfsimilarity: a concise primer
Physica A 387 (2008)
1875 (IF 2013 = 1.722)
doi: 10.1016/j.physa.2007.11.036
arXiv:0708.1239
[cond-mat.stat-mech]
N. Cufaro Petroni:
Mixtures in non stable
Lévy processes
J. Phys. A 40 (2007)
2227 (IF 2013 = 1.687)
doi: 10.1088/1751-8113/40/10/001
arXiv:math/0702058v1
[math.PR]
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
Lévy-Student processes
for a stochastic model of beam halos
Nucl. Instr. Meth. A 561 (2006)
23 (IF 2013 = 1.316)
doi: 10.1016/j.nima.2006.01.011
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
Lévy-Student
distributions for halos in accelerator beams
Phys. Rev. E 72 (2005)
066502 (IF 2013 =
2.326)
doi: 10.1103/PhysRevE.72.066502
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
Dynamical control of
the halo in particle beams: a stochastic hydrodynamic
approach
Int. J. Mod. Phys. B 18 (2004)
607 (IF 2013 = 0.455)
doi: 10.1142/S0217979204024227
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
Non Gaussian transverse
distributions in a stochastic model for beam halos
Proceedings of the conference EPAC04 (Lucerne, CH, July 2004);
EPS-AG/CERN (2004)
p. 2056
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
The halo formation in
charged particle beams: a stochastic hydrodynamic
approach
Proceedings of the conference Quantum Aspects of Beam
Physics (Hiroshima, Japan, January 2003);
Pisin Chen Ed., World Scientific (2004) p. 36
doi: 10.1142/9789812702333_0004
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
Stochastic-hydrodynamic
model of halo formation in charged particle beams
Phys. Rev. S.T.-A.B. 6 (2003) 034206 (IF 2013 = 1.517)
doi: 10.1103/PhysRevSTAB.6.034206
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
Controlled Stochastic
collective dynamics of particle beams
Proceedings of the conference Quantum Aspects of Beam
Physics 2K (Capri, Italy, October 2000);
Pisin Chen Ed., World Scientific (2002) p. 507
doi: 10.1142/9789812777447_0041
N. Cufaro Petroni and
J.-P. Vigier:
Remarks on observed
superluminal light propagation
Found. Phys. Lett. 14 (2001)
395 (IF 2006 = 0.629)
doi: 10.1023/A:1012321402475
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
Stochastic collective
dynamics of charged-particle beams in the stability
regime
Phys. Rev. E 63 (2001)
016501 (IF 2013 =
2.326)
doi: 10.1103/PhysRevE.63.016501
N. Cufaro Petroni and L.
Morato:
Entangled states in
stochastic mechanics
J. Phys. A 33 (2000)
5833 (IF 2013 = 1.687)
doi: 10.1088/0305-4470/33/33/304
N. Cufaro Petroni et al.
(21 signatures):
The EXPLODET project:
advanced nuclear techniques for humanitarian demining
Nucl. Instr. and Meth. A 422 (1999) 918 (IF 2013 = 1.316)
doi: 10.1016/S0168-9002(98)01046-8
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
Controlled quantum
evolutions and transitions
J. Phys. A 32 (1999)
7489 (IF 2013 = 1.687)
doi: 10.1088/0305-4470/32/43/305
N. Cufaro Petroni and M.
Nitti:
Regression functions by
neurocomputing
research paper, Bari University (1999)
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
A stochastic model for
the semiclassical collective dynamics of charged beams
in particle accelerators
Proceedings of the conference Quantum Aspects of Beam
Physics (Monterey, USA, January 4-9, 1998);
Pisin Chen Ed., World Scientific (1999) p. 710
ISBN: 9810235518
N. Cufaro Petroni et al.
(23 signatures):
Advanced nuclear techniques
for humanitarian demining
IEE CONFERENCE PUBLICATION, vol. 458 (1998) p.
157-159
ISSN: 0537-9989
doi: 10.1049/cp:19980710
N. Cufaro Petroni, S. De
Martino and S. De Siena:
Exact solutions of
Fokker-Planck equations associated to quantum wave
functions
Phys. Lett. A 245 (1998)
1 (IF 2013 = 1.626)
doi: 10.1016/S0375-9601(98)00430-7
N. Cufaro Petroni, S. De
Martino, S. De Siena and F. Illuminati:
Controlled quantum
evolutions and stochastic mechanics
Contribution to the conference on Mathematical and
conceptual foundations of modern physics,
Nottingham (UK) September 7-11, 1998
arXiv:quant-ph/9901054
N. Cufaro Petroni:
Identification of acoustic
signals by artificial neural networks
in Mathematical theory of networks and systems (MTNS-98),
A.Beghi et al Eds., Il Poligrafo (1998) p. 925
ISBN: 88-7115-117-8
N. Cufaro Petroni, S. De
Martino, S. De Siena, F. Illuminati, R. Fedele and S.
Tzenov:
Stochastic
control of beam dynamics
Proceedings of the conference EPAC98 (Stockholm ,
June 22-26, 1998),
S.Myers et al. Eds., IoP Publ. (1998) p. 1259
ISBN: 0750305797
N. Cufaro Petroni, S. De
Martino and S. De Siena:
Non-equilibrium
densities of Nelson processes
in New perspectives in the physics of mesoscopic
systems,
S. De Martino et al. Eds., World Scientific (1997) p.59
ISBN: 9810232365
N. Cufaro Petroni and M.
Tricarico:
Self-organizing
Neural Nets and the Perceptual Origin of the Circle of
Fifths
in Music, Gestalt and computing,
M. Leman Ed., Springer (1997),
p.169
ISBN: 3540635262, ISSN: 0302-9743
N. Cufaro Petroni:
Relaxation of Nelson
processes toward quantum states
Communication to the 4th World
Congress of the Bernoulli Society
Wien (August 1996), p. 162
N. Cufaro Petroni:
Lezioni di Calcolo delle
Probabilità
Edizioni dal Sud, Bari (1996),
405 pages
N. Cufaro Petroni:
Asymptotic behaviour of
densities for Nelson processes
in Quantum communications and measurement
V.P.Belavkin et al. Eds., Plenum Press (1995), p. 43
ISBN: 0-306-45128-X
N. Cufaro Petroni, M.
Guarino and G. Pasquariello:
Neural networks and pitch
detection in random acoustic signals
Proceedings of the International Conference on
Acoustics and Musical Research (CIARM'95),
F.Pedrielli ed. Ferrara (May 1995), p.119
N. Cufaro Petroni, M.
Guarino and G. Pasquariello:
Neural networks and pitch
detection in random acoustic signals
Proceedings of the conference on Engeneering
Applications of Artificial Neural Networks (EANN'95),
A.B.Bulsari et al. eds. Helsinki-Otaniemi (August 1995), p. 389
N. Cufaro Petroni end F.
Guerra:
Quantum mechanical states
as attractors for Nelson processes
Found. Phys. 25 (1995)
297 (IF 2013 = 1.144)
doi: 10.1007/BF02055209
N. Cufaro Petroni:
On the series of
Fermi random variables
Memorie di Matematica e Applicazioni,
Rendiconti dell'Accademia Nazionale delle Scienze detta
dei XL, 113° (1995)
XIX p. 273
N. Cufaro Petroni, F.
Degrassi and G. Pasquariello:
Detection of pitch in
random acoustic signals by neural networks
J. New Mus. Res. 23 (1994)
369 (IF 2013 = 0.519)
doi: 10.1080/09298219408570665
N. Cufaro Petroni, F.
Degrassi and G. Pasquariello:
Detection of pitch
and residue pitch in random acoustic signals
Proceedings of the Frist International Conference on
Cognitive Musicology
J. Laaksamo, J. Louhivuori eds. University of Jyväskylä
(August 1993), p. 20
N. Cufaro Petroni:
On the
Structure of the Quantum Mechanical Probability
Models
Found. Phys. 22
(1992) 1379 (IF 2013 =
1.144)
doi:
10.1007/BF0188366
N. Cufaro Petroni and J. P.
Vigier:
Single
particle trajectories and interferences in
Quantum Mechanics
Found. Phys. 22
(1992) 1 (IF 2013 = 1.144)
doi:
10.1007/BF01883379
N. Cufaro Petroni:
Conditioning in
Quantum Mechanics
Phys. Lett. A 160 (1991)
107 (IF 2013
= 1.626)
doi:
10.1016/0375-9601(91)90597-2
N. Cufaro Petroni:
Stochastic
mechanics and quantum interference
Phys. Lett.
A 141 (1989) 370 (IF 2013 = 1.626)
doi:
10.1016/0375-9601(89)90851-7
N. Cufaro Petroni:
Quantum
mechanics, classical analogs and causal
anomalies
in Problems
in quantum physics L. Kostro, A. Posiewnik, J.
Pykacz and M. Zukowsky eds. (World Scientific, Singapore,
1988), p. 43
ISBN:
9971-50-449-9
N. Cufaro Petroni:
Perspectives
of physical determinism
in The nature of quantum paradoxes G.
Tarozzi and A. van der Merwe eds. (Kluwer, Dordrecht,
1988), p.197
ISBN:
9027727031
N. Cufaro Petroni, Ph. Gueret
and J. P. Vigier:
Second-order
wave equations for spin-½
fields: 8-spinors and canonical
formulation
Found. Phys.
18 (1988) 1057 (IF 2013 = 1.144)
doi:
10.1007/BF01892948
N. Cufaro Petroni:
Toward
a causal interpretation of the relativistic
quantum mechanics of a spinning particle
in Quantum uncertainties
W. M. Honig, D. W. Kraft and
E. Panarella eds. (Plenum, New York, 1987)
p. 99
ISBN:
0306426706, ISSN: 0258-1221
N.Cufaro Petroni:
Classical
analogs for quantum systems
Phys. Lett. A
124 (1987) 475 (IF 2013 = 1.626)
doi:
10.1016/0375-9601(87)90047-8
N. Cufaro Petroni, C. Dewdney,
P. Holland, A. Kyprianidis and J. P. Vigier:
Einstein-Podolsky-Rosen
constraints on quantum action-at-a-distance: the
Sutherland paradox
Found. Phys. 17
(1987) 759 (IF 2013 = 1.144)
doi:
10.1007/BF00733265
N. Cufaro Petroni:
Non-positive
conserved densities in relativistic quantum
mechanics
in W.
Mückenheim: A review of extended probabilities
Phys. Rep. 133 (1986) 337 (IF 2013 = 22.929)
doi:
10.1016/0370-1573(86)90110-9
N. Cufaro Petroni, Ph. Gueret,
A. Kyprianidis and J. P. Vigier:
Second-order
wave equation for spin-½ fields – II . The
Hilbert space of the states
Phys. Rev. D 33
(1986) 1674 (IF 2013 =
4.691)
doi:
10.1103/PhysRevD.33.1674
N. Cufaro Petroni:
A causal fluidodynamical model
for the relativistic quantum mechanics
in Open
questions in quantum physics
G. Tarozzi and
A. van der Merwe eds. (Reidel, Dordrecht, 1985),
p. 199
ISBN:
90-277-1853-9
N. Cufaro Petroni, C. Dewdnwy,
P. Holland, A. Kyprianidis and J. P. Vigier:
Realistic
physical origin of the quantum observable
operator algebra in the frame of the causal
stochastic interpretation of quantum mechanics:
the relativistic spin-0 case
Phys. Rev. D 32
(1985) 1375 (IF
2013 = 4.691)
doi:
10.1103/PhysRevD.32.1375
N. Cufaro Petroni, Ph. Gueret,
A. Kyprianidis and J. P. Vigier:
Second-order
wave equation for spin-½ fields
Phys. Rev. D 31
(1985) 3157 (IF
2013 = 4.691)
doi:
10.1103/PhysRevD.31.3157
N. Cufaro Petroni, C. Dewdney,
P. Holland, A. Kyprianidis and J. P. Vigier:
Causal
space-time paths of individual
distinguishable particle motions in N-body
quantum systems: elimination of negative
probabilities
Lett.
N. Cim. 42 (1985) 285
doi:
10.1007/BF02722454
N. Cufaro Petroni, Ph. Gueret,
A. Kyprianidis and J. P. Vigier:
An
alternative derivation of the spin-dependent
quantum potential
Lett. N. Cim. 42
(1985) 362
doi:
10.1007/BF02747053
N. Cufaro Petroni and J. P.
Vigier:
Dirac's aether in relativistic
quantum mechanics
in Quantum, space and time –
the quest continues
A. Barut, A. van
der Merwe and J. P. Vigier eds. (Cambridge University
Press, Cambridge, 1984), p. 505
ISBN:
0521319110
N. Cufaro Petroni, C. Dewdney,
P. Holland, T. Kyprianidis and J. P. Vigier:
Elimination of
negative probabilities within the causal
stochastic interpretation of quantum mechanics
Phys. Lett. A
106 (1984) 368 (IF 2013 = 1.626)
doi:
10.1016/0375-9601(84)90918-6
N. Cufaro Petroni, Ph. Gueret
and J. P. Vigier:
Form of a
spin-dependent quantum potential
Phys. Rev. D 30
(1984) 495 (IF
2013 = 4.691)
doi:
10.1103/PhysRevD.30.495
N. Cufaro Petroni, Ph. Gueret
and J. P. Vigier:
A causal
stochastic theory of spin-½ fields
N. Cim. B 81 (1984)
243
doi:
10.1007/BF02721613
N. Cufaro Petroni, A.
Kyprianidis, Z. Marić, D. Sardelis and J. P.
Vigier:
Causal
stochastic interpretation of Fermi-Dirac
statistics in terms of distinguishable
non-locally correlated particles
Phys. Lett. A
101 (1984) 4 (IF 2013 = 1.626)
doi:
10.1016/0375-9601(84)90078-1
N. Cufaro Petroni and J. P.
Vigier:
Random
motions at the velocity of light and
relativistic quantum mechanics
J.
Phys. A 17 (1984) 599 (IF
2013 = 1.766)
doi:
10.1088/0305-4470/17/3/021
N. Cufaro Petroni and J. P.
Vigier:
Stochastic interpretation of
relativistic quantum equations
in Old and new questions in
physics, cosmology philosophy and theoretical biology
A.van der Merwe
ed. (Plenum, New York, 1983), p. 325
ISBN
0-306-40962-3
N. Cufaro Petroni and J. P.
Vigier:
Causal
action-at-a-distance interpretation of the
Aspect-Rapisarda experiments
Phys. Lett. A 93
(1983) 383 (IF 2013 = 1.626)
doi:
10.1016/0375-9601(83)90465-6
N. Cufaro Petroni and J. P.
Vigier:
Dirac's
aether in relativistic quantum mechanics
Found. Phys. 13
(1983) 253 (IF 2013 = 1.144)
doi:
10.1007/BF01889484
N. Cufaro Petroni and J. P.
Vigier:
Stochastic
model for the motion of correlated
photon pairs
Phys.
Lett. A 88 (1982) 272 (IF 2013 = 1.626)
doi:
10.1016/0375-9601(82)90066-4
N. Cufaro Petroni, Ph.
Droz-Vincent and J. P. Vigier:
Action-at-a-distance
and causality in the stochastic interpretation
of quantum mechanics
Lett.
N. Cim. 31 (1981) 415
doi:
10.1007/BF02776147
N. Cufaro Petroni and J. P.
Vigier:
Stochastic
derivation of the Dirac equation in terms of a
fluid of spinning tops endowed with random
fluctuations at the velocity of light
Phys. Lett. A 81
(1981) 12 (IF 2013 = 1.626)
doi:
10.1016/0375-9601(81)90290-5
N. Cufaro Petroni, Z. Marić,
Dj. Živanović and J. P. Vigier:
Stable states
of a relativistic bilocal stochastic oscillator:
a new quark-lepton model
J.
Phys. A 14 (1981) 501 (IF 2013 = 1.766)
doi:
10.1088/0305-4470/14/2/025
N. Cufaro Petroni, Z. Marić,
Dj. Živanović and J. P. Vigier:
Baryon octet
magnetic moments in an integer-charged-quark
oscillator model
Lett. N. Cim. 29
(1980) 565
doi:
10.1007/BF02743211
N. Cufaro Petroni, A.
Garuccio, F. Selleri and J. P. Vigier:
Sur la
contradiction entre la théorie quantique
classique (idéalisée) de la mesure et la
conservation du carré du moment angulaire total
dans le paradoxe de Einstein, Podolski et Rosen
C. R. Acad. Sci.
Paris 290 (1980) 111
N. Cufaro Petroni and J. P.
Vigier:
Causal
superluminal interpretation of the
Einstein-Podolsky-Rosen paradox
Lett.
N. Cim. 26 (1979) 149
doi:
10.1007/BF02746601
N. Cufaro Petroni and J. P.
Vigier:
Markov
process at the velocity of light: the
Klein-Gordon statistic
Int. J.
Th. Phys. 18 (1979) 807 (IF 2013 = 1.086)
doi:
10.1007/BF006704590
N. Cufaro Petroni and J. P.
Vigier:
Stochastic
derivation of Proca's equation in terms of a
fluid of Weyssenhoff tops endowed with random
fluctuations at the velocity of light
Phys. Lett. A 73
(1979) 289 (IF 2013 = 1.626)
doi:
10.1016/0375-9601(79)90536-X
N. Cufaro Petroni and J. P.
Vigier:
On two
conflicting physical interpretations of the
breaking of restricted relativistic einsteinian
causality by quantum mechanics
Lett. N. Cim. 25
(1979) 151
doi:
10.1007/BF02782799
N. Cufaro Petroni:
On the
observable differences between proper and
improper mixtures - II
N. Cim. B 40 (1977)
381
doi:
10.1007/BF02728221
N. Cufaro Petroni:
On the
observable differences between proper and improper
mixtures - I
N. Cim.
B 40 (1977) 235
doi:
10.1007/BF02739195