Stefano Marmi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The Brjuno and Wilton functions
Mathematika
2026-01-28Paper
Price predictability at ultra-high frequency: entropy-based randomness test
Communications in Nonlinear Science and Numerical Simulation
2025-01-22Paper
Regularity properties of \(k\)-Brjuno and Wilton functions
Aequationes Mathematicae
2024-03-01Paper
Correction to: ``Regularity properties of \(k\)-Brjuno and Wilton functions
Aequationes Mathematicae
2024-03-01Paper
Unimodal maps perturbed by heteroscedastic noise: an application to financial systems
Journal of Statistical Physics
2023-11-06Paper
Random‐like properties of chaotic forcing
Journal of the London Mathematical Society
2023-08-22Paper
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks
SIAM Journal on Financial Mathematics
2023-07-04Paper
Uncertainty in firm valuation and a cross-sectional misvaluation measure
Annals of Finance
2023-04-04Paper
The Yoccoz-Birkeland livestock population model coupled with random price dynamics
Communications in Nonlinear Science and Numerical Simulation
2023-02-16Paper
Measuring market efficiency: the Shannon entropy of high-frequency financial time series
Chaos, Solitons and Fractals
2023-01-13Paper
Some arithmetical aspects of renormalization in Teichmüller dynamics: on the occasion of Corinna Ulcigrai winning the Brin Prize
Journal of Modern Dynamics
2022-07-04Paper
Analytic linearization of a generalization of the semi-standard map: radius of convergence and Brjuno sum
Discrete and Continuous Dynamical Systems
2022-06-01Paper
A convergence criterion for the unstable manifolds of the MacKay approximate renormalisation
Physica D
2022-05-20Paper
The Yoccoz-Birkeland livestock population model coupled with random price dynamics
(available as arXiv preprint)
2022-05-19Paper
The Brjuno functions of the by-excess, odd, even and odd-odd continued fractions and their regularity properties2021-11-26Paper
Cohomological equations for linear involutions
Dynamical Systems
2021-06-23Paper
On Roth type conditions, duality and central Birkhoff sums for i.e.m.
Astérisque
2021-05-11Paper
On the regularity of Mather's \(\beta\)-function for standard-like twist maps
Advances in Mathematics
2020-12-30Paper
Distribution of asset price movement and market potential
Journal of Statistical Mechanics: Theory and Experiment
2020-08-11Paper
Asymptotic results for the Fourier estimator of the integrated quarticity
Decisions in Economics and Finance
2020-01-31Paper
Long hitting time for translation flows and L-shaped billiards
Journal of Modern Dynamics
2019-06-27Paper
Coupling the Yoccoz–Birkeland population model with price dynamics: chaotic livestock commodities market cycles
Nonlinearity
2019-06-20Paper
When panic makes you blind: a chaotic route to systemic risk
Journal of Economic Dynamics and Control
2019-03-27Paper
Matching in a family of piecewise affine maps
Nonlinearity
2019-01-08Paper
A Stylized Model for Long-Run Index Return Dynamics
Essays in Economic Dynamics
2018-11-19Paper
Collective synchronization and high frequency systemic instabilities in financial markets
Quantitative Finance
2018-11-14Paper
scientific article; zbMATH DE number 6949605 (Why is no real title available?)2018-10-09Paper
Modelling systemic price cojumps with Hawkes factor models
Quantitative Finance
2018-09-19Paper
Modelling systemic price cojumps with Hawkes factor models
Quantitative Finance
2018-09-19Paper
Cohomological equation and local conjugacy class of Diophantine interval exchange maps2017-12-07Paper
When micro prudence increases macro risk: the destabilizing effects of financial innovation, leverage, and diversification
Operations Research
2016-12-20Paper
Hölder regularity of the solutions of the cohomological equation for Roth type interval exchange maps
Communications in Mathematical Physics
2016-06-09Paper
Erratum: ``Reducibility of quasiperiodic cocycles under a Brjuno-Rüssmann arithmetical condition
Journal of Modern Dynamics
2016-01-21Paper
There is only one KAM curve
Nonlinearity
2014-10-17Paper
Natural boundary for the susceptibility function of generic piecewise expanding unimodal maps
Ergodic Theory and Dynamical Systems
2014-06-27Paper
Bounded type interval exchange maps
Nonlinearity
2014-05-15Paper
Analytical mechanics. An introduction. Translated from the 2nd Italian edition by Beatrice Pelloni
Oxford Graduate Texts
2013-08-08Paper
Linearization of generalized interval exchange maps
Annals of Mathematics. Second Series
2013-01-03Paper
Reducibility of quasiperiodic cocycles under a Brjuno-Rüssmann arithmetical condition
Journal of Modern Dynamics
2012-06-25Paper
Hyperfunctions, formal groups and generalized Lipschitz summation formulas
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2012-05-04Paper
A quasianalyticity property for monogenic solutions of small divisor problems
Bulletin of the Brazilian Mathematical Society. New Series
2011-04-08Paper
Convergence radius in the Poincaré-Siegel problem
Discrete and Continuous Dynamical Systems. Series S
2011-01-19Paper
Some open problems related to small divisors.2010-11-05Paper
The entropy of α-continued fractions: numerical results
Nonlinearity
2010-10-21Paper
Affine interval exchange maps with a wandering interval
Proceedings of the London Mathematical Society
2010-05-17Paper
Generalized Brjuno functions associated to \(\alpha \)-continued fractions
Journal of Approximation Theory
2010-01-19Paper
Potts models on hierarchical lattices and renormalization group dynamics
Journal of Physics A: Mathematical and Theoretical
2009-03-20Paper
Linearization of germs: regular dependence on the multiplier
Bulletin de la Société mathématique de France
2009-03-16Paper
Linearization of germs: regular dependence on the multiplier
Bulletin de la Société mathématique de France
2009-03-16Paper
The recurrence time for interval exchange maps
Nonlinearity
2008-09-11Paper
scientific article; zbMATH DE number 5313716 (Why is no real title available?)2008-08-19Paper
On the entropy of Japanese continued fractions
Discrete and Continuous Dynamical Systems
2008-06-18Paper
Some properties of real and complex Brjuno functions2007-08-28Paper
Analytical mechanics. An introduction. Translated from the 2nd Italian edition by Beatrice Pelloni2006-05-31Paper
The cohomological equation for Roth-type interval exchange maps
Journal of the American Mathematical Society
2005-08-29Paper
On the cohomological equation for interval exchange maps.
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2003-09-15Paper
Quasianalytic monogenic solutions of a cohomological equation
Memoirs of the American Mathematical Society
2003-08-03Paper
scientific article; zbMATH DE number 1790492 (Why is no real title available?)
(available as arXiv preprint)
2003-03-06Paper
Scaling near resonances and complex rotation numbers for the standard map
Nonlinearity
2001-08-26Paper
Complex Brjuno functions
Journal of the American Mathematical Society
2001-07-05Paper
Limit at resonances of linearizations of some complex analytic dynamical systems
Ergodic Theory and Dynamical Systems
2001-04-01Paper
Continued fractions and Brjuno functions
Journal of Computational and Applied Mathematics
2001-01-23Paper
An Introduction To Small Divisors2000-09-27Paper
scientific article; zbMATH DE number 1464660 (Why is no real title available?)2000-06-25Paper
scientific article; zbMATH DE number 1464660 (Why is no real title available?)2000-06-25Paper
Linearization of analytic and non-analytic germs of diffeomorphisms of $({\mathbb C},0)$
Bulletin de la Société mathématique de France
2000-06-22Paper
Linearization of analytic and non-analytic germs of diffeomorphisms of $({\mathbb C},0)$
Bulletin de la Société mathématique de France
2000-06-22Paper
Linearization of analytic and non-analytic germs of diffeomorphisms of $({\mathbb C},0)$
Bulletin de la Société mathématique de France
2000-06-22Paper
Linearization of analytic and non-analytic germs of diffeomorphisms of $({\mathbb C},0)$
Bulletin de la Société mathématique de France
2000-06-22Paper
The Brjuno functions and their regularity properties
Communications in Mathematical Physics
1997-08-18Paper
Scaling, perturbative renormalization and analyticity for the standard map and some generalizations
Chaos, Solitons and Fractals
1995-07-31Paper
On the semiclassical density of states of quasi-integrable mechanical systems
Meccanica
1994-12-08Paper
scientific article; zbMATH DE number 590052 (Why is no real title available?)1994-07-11Paper
scientific article; zbMATH DE number 66274 (Why is no real title available?)1992-09-27Paper
On the standard map critical function
Nonlinearity
1992-09-27Paper
scientific article; zbMATH DE number 66262 (Why is no real title available?)1992-09-27Paper
scientific article; zbMATH DE number 61971 (Why is no real title available?)1992-09-27Paper
scientific article; zbMATH DE number 61971 (Why is no real title available?)1992-09-27Paper
The Hannay angles: Geometry, adiabaticity, and an example
Communications in Mathematical Physics
1992-06-25Paper
Nekhoroshev estimate for isochronous non resonant symplectic maps
Celestial Mechanics and Dynamical Astronomy
1990-01-01Paper
Critical functions for complex analytic maps
Journal of Physics A: Mathematical and General
1990-01-01Paper
scientific article; zbMATH DE number 4162345 (Why is no real title available?)1990-01-01Paper
A class of systems with measurable Hannay angles
Nonlinearity
1990-01-01Paper
scientific article; zbMATH DE number 4192170 (Why is no real title available?)1989-01-01Paper
scientific article; zbMATH DE number 4198700 (Why is no real title available?)1989-01-01Paper
Critical KAM circles and the Brjuno function
Journal of Physics A: Mathematical and General
1989-01-01Paper
A method for accurate stability bounds in a small denominator problem
Journal of Physics A: Mathematical and General
1988-01-01Paper
Diophantine conditions and K.A.M. estimates for the Siegel theorem in \(C^ N\)
Meccanica
1988-01-01Paper
Global and local minima of $\alpha$-Brjuno functions
(available as arXiv preprint)
N/APaper


Research outcomes over time


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