Marmi, S. (Stefano) 1963
Overview
Works:  54 works in 141 publications in 3 languages and 3,308 library holdings 

Genres:  Conference papers and proceedings 
Roles:  Author, Editor, htt, Other, Opponent, Thesis advisor 
Classifications:  QA3, 531.01515 
Publication Timeline
.
Most widely held works by
S Marmi
Analytical mechanics : an introduction by
A Fasano(
)
30 editions published between 2002 and 2013 in English and held by 1,734 WorldCat member libraries worldwide
Is the solar system stable? Is there a unifying 'economy' principle in mechanics? How can a pointmass be described as a 'wave'? This book offers students an understanding of the most relevant and far reaching results of the theory of Analytical Mechanics, including plenty of examples, exercises, and solved problems.  ;Analytical Mechanics is the investigation of motion with the rigorous tools of mathematics. Rooted in the works of Lagrange, Euler, Poincareacute; (to mention just a few), it is a very classical subject with fascinating developments and still rich of open problems. It addres
30 editions published between 2002 and 2013 in English and held by 1,734 WorldCat member libraries worldwide
Is the solar system stable? Is there a unifying 'economy' principle in mechanics? How can a pointmass be described as a 'wave'? This book offers students an understanding of the most relevant and far reaching results of the theory of Analytical Mechanics, including plenty of examples, exercises, and solved problems.  ;Analytical Mechanics is the investigation of motion with the rigorous tools of mathematics. Rooted in the works of Lagrange, Euler, Poincareacute; (to mention just a few), it is a very classical subject with fascinating developments and still rich of open problems. It addres
Quasianalytic monogenic solutions of a cohomological equation by
S Marmi(
)
14 editions published between 2001 and 2012 in English and held by 707 WorldCat member libraries worldwide
Introduction Monogenic properties of the solutions of the cohomological equation Carleman classes at diophantine points Resummation at resonances and constanttype points Conclusions and applications Appendix Bibliography
14 editions published between 2001 and 2012 in English and held by 707 WorldCat member libraries worldwide
Introduction Monogenic properties of the solutions of the cohomological equation Carleman classes at diophantine points Resummation at resonances and constanttype points Conclusions and applications Appendix Bibliography
Dynamical systems and small divisors : lectures given at the C.I.M.E. Summer School, held in Cetraro, Italy, June 1320, 1998 by
L. H Eliasson(
Book
)
18 editions published in 2002 in English and Undetermined and held by 499 WorldCat member libraries worldwide
Many problems of stability in the theory of dynamical systems face the difficulty of small divisors. The most famous example is probably given by KolmogorovArnoldMoser theory in the context of Hamiltonian systems, with many applications to physics and astronomy. Other natural small divisor problems arise considering circle diffeomorphisms or quasiperiodic Schroedinger operators. In this volume Hakan Eliasson, Sergei Kuksin and JeanChristophe Yoccoz illustrate the most recent developments of this theory both in finite and infinite dimension. A list of open problems (including some problems contributed by John Mather and Michel Herman) has been included
18 editions published in 2002 in English and Undetermined and held by 499 WorldCat member libraries worldwide
Many problems of stability in the theory of dynamical systems face the difficulty of small divisors. The most famous example is probably given by KolmogorovArnoldMoser theory in the context of Hamiltonian systems, with many applications to physics and astronomy. Other natural small divisor problems arise considering circle diffeomorphisms or quasiperiodic Schroedinger operators. In this volume Hakan Eliasson, Sergei Kuksin and JeanChristophe Yoccoz illustrate the most recent developments of this theory both in finite and infinite dimension. A list of open problems (including some problems contributed by John Mather and Michel Herman) has been included
Resurgence, physics and numbers by
F Fauvet(
)
17 editions published in 2017 in English and held by 245 WorldCat member libraries worldwide
This book is issued from a conference around resurgent functions in Physics and multiple zetavalues, which was held at the Centro di Ricerca Matematica Ennio de Giorgi in Pisa, on May 1822, 2015. This meeting originally stemmed from the impressive upsurge of interest for Jean Ecalle's alien calculus in Physics, in the last years  a trend that has considerably developed since then. The volume contains both original research papers and surveys, by leading experts in the field, reflecting the themes that were tackled at this event: Stokes phenomenon and resurgence, in various mathematical and physical contexts but also related constructions in algebraic combinatorics and results concerning numbers, specifically multiple zetavalues. .
17 editions published in 2017 in English and held by 245 WorldCat member libraries worldwide
This book is issued from a conference around resurgent functions in Physics and multiple zetavalues, which was held at the Centro di Ricerca Matematica Ennio de Giorgi in Pisa, on May 1822, 2015. This meeting originally stemmed from the impressive upsurge of interest for Jean Ecalle's alien calculus in Physics, in the last years  a trend that has considerably developed since then. The volume contains both original research papers and surveys, by leading experts in the field, reflecting the themes that were tackled at this event: Stokes phenomenon and resurgence, in various mathematical and physical contexts but also related constructions in algebraic combinatorics and results concerning numbers, specifically multiple zetavalues. .
Meccanica analitica : con elementi di meccanica statistica e dei continui by
A Fasano(
Book
)
6 editions published between 1994 and 2015 in Italian and held by 32 WorldCat member libraries worldwide
6 editions published between 1994 and 2015 in Italian and held by 32 WorldCat member libraries worldwide
Caos by
Marco Malvaldi(
Book
)
2 editions published in 2019 in Italian and held by 10 WorldCat member libraries worldwide
2 editions published in 2019 in Italian and held by 10 WorldCat member libraries worldwide
Some aspects of the theory of dynamical systems : a tribute to JeanChristophe Yoccoz by
Sylvain Crovisier(
Book
)
1 edition published in 2020 in English and held by 9 WorldCat member libraries worldwide
This is the second of two volumes which celebrate the memory of JeanChristophe Yoccoz. These volumes present research articles on various aspects of the theory of dynamical systems and related topics that were dear to him
1 edition published in 2020 in English and held by 9 WorldCat member libraries worldwide
This is the second of two volumes which celebrate the memory of JeanChristophe Yoccoz. These volumes present research articles on various aspects of the theory of dynamical systems and related topics that were dear to him
Caos by
Marco Malvaldi(
Book
)
1 edition published in 2019 in Italian and held by 8 WorldCat member libraries worldwide
1 edition published in 2019 in Italian and held by 8 WorldCat member libraries worldwide
Diophantine conditions and KAM estimates for the Siegel theorem in CN [CN] by
S Marmi(
Book
)
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
1 edition published in 1988 in German and held by 4 WorldCat member libraries worldwide
Caos by
S Marmi(
Book
)
3 editions published between 2016 and 2019 in Italian and held by 4 WorldCat member libraries worldwide
3 editions published between 2016 and 2019 in Italian and held by 4 WorldCat member libraries worldwide
Dynamical Systems : Part II : topological, geometrical and ergodic properties of dynamical systems by
S Marmi(
Book
)
1 edition published in 2003 in English and held by 3 WorldCat member libraries worldwide
1 edition published in 2003 in English and held by 3 WorldCat member libraries worldwide
Dynamical Systems : Part I: Hamiltonian Systems and Celestial Mechanics by
S Marmi(
Book
)
1 edition published in 2003 in English and held by 3 WorldCat member libraries worldwide
1 edition published in 2003 in English and held by 3 WorldCat member libraries worldwide
First integrals and stability estimates for isochronous nonresonant symplectic maps by
A Bazzani(
)
2 editions published between 1990 and 1991 in English and held by 3 WorldCat member libraries worldwide
2 editions published between 1990 and 1991 in English and held by 3 WorldCat member libraries worldwide
Quasianalytic monogenic solutions of a cohomological equation(
)
1 edition published in 2003 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 2003 in English and held by 2 WorldCat member libraries worldwide
The Brjuno Functions and Their Regularity Properties by
S Marmi(
)
1 edition published in 1997 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 1997 in English and held by 2 WorldCat member libraries worldwide
Financial crisis forecasts and applications to systematic trading strategies by
Antoine Kornprobst(
)
1 edition published in 2017 in English and held by 2 WorldCat member libraries worldwide
This thesis is constituted of three research papers and is articulated around the construction of financial crisis indicators, which produce signals, which are then applied to devise successful systematic trading strategies. The first paper deals with the establishment of a framework for the construction of our financial crisis indicators. Their predictive power is then demonstrated by using one of them to build an active protectiveput strategy, which is able to beat in terms of performance a passive strategy as well as, most of the time, multiple paths of a random strategy. The second paper goes further in the application of our financial crisis indicators to the elaboration of systematic treading strategies by using the aggregated signal produce by many of our indicators to govern a portfolio constituted of a mix of cash and ETF shares, replicating an equity index like the SP500. Finally, in the third paper, we build financial crisis indicators by using a completely different approach. By studying the dynamics of the evolution of the distribution of the spreads of the components of a CDS index like the ITRAXX Europe 125, a Bollinger band is built around the empirical cumulative distribution function of the distribution of the spreads, fitted on a basis constituted of two lognormal distributions, which have been chosen beforehand. The crossing by the empirical cumulative distribution function of either the upper or lower boundary of this Bollinger band is then interpreted in terms of risk and enables us to construct a trading signal
1 edition published in 2017 in English and held by 2 WorldCat member libraries worldwide
This thesis is constituted of three research papers and is articulated around the construction of financial crisis indicators, which produce signals, which are then applied to devise successful systematic trading strategies. The first paper deals with the establishment of a framework for the construction of our financial crisis indicators. Their predictive power is then demonstrated by using one of them to build an active protectiveput strategy, which is able to beat in terms of performance a passive strategy as well as, most of the time, multiple paths of a random strategy. The second paper goes further in the application of our financial crisis indicators to the elaboration of systematic treading strategies by using the aggregated signal produce by many of our indicators to govern a portfolio constituted of a mix of cash and ETF shares, replicating an equity index like the SP500. Finally, in the third paper, we build financial crisis indicators by using a completely different approach. By studying the dynamics of the evolution of the distribution of the spreads of the components of a CDS index like the ITRAXX Europe 125, a Bollinger band is built around the empirical cumulative distribution function of the distribution of the spreads, fitted on a basis constituted of two lognormal distributions, which have been chosen beforehand. The crossing by the empirical cumulative distribution function of either the upper or lower boundary of this Bollinger band is then interpreted in terms of risk and enables us to construct a trading signal
The Hannay angles : geometry, adiabaticity, and an example by Simon Golin(
Book
)
1 edition published in 1988 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 1988 in English and held by 2 WorldCat member libraries worldwide
On the cohomological equation for interval exchange maps by
S Marmi(
Book
)
2 editions published in 2003 in English and held by 2 WorldCat member libraries worldwide
2 editions published in 2003 in English and held by 2 WorldCat member libraries worldwide
Il sistema solare tra l'ordine e il caos by
S Marmi(
)
1 edition published in 2013 in Italian and held by 2 WorldCat member libraries worldwide
1 edition published in 2013 in Italian and held by 2 WorldCat member libraries worldwide
Symmetries, Hannay angles, and precession of orbits by Simon Golin(
Book
)
1 edition published in 1988 in English and held by 2 WorldCat member libraries worldwide
1 edition published in 1988 in English and held by 2 WorldCat member libraries worldwide
more
fewer
Audience Level
0 

1  
Kids  General  Special 
Related Identities
 Fasano, A. (Antonio) Author
 Sauzin, D. 1966 Editor
 Eliasson, L. H. (L. Hakan) 1952 Other Author Contributor
 Yoccoz, JeanChristophe Opponent Thesis advisor Contributor Editor
 Manchon, Dominique Editor
 Fauvet, F. (Frédéric) Author Editor
 Centro Internazionale Matematico Estivo Other
 Pelloni, Beatrice Translator
 Malvaldi, Marco 1974 Author
 SpringerLink (Online service) Other
Useful Links
Associated Subjects
Chaotic behavior in systems Continued fractions Differentiable dynamical systems Differential equations Differential equations, Partial Dynamics Ergodic theory Hamiltonian systems Mathematical physics Mathematics Mechanics, Analytic Monogenic functions Motion Operator theory Quantum theoryMathematics Quasianalytic functions Small divisors Stability