Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem

In this paper, we study a class of quadratic Backward Stochastic Differential Equations (BSDEs) which arises naturally when studying the problem of utility maximization with portfolio constraints. We first establish existence and uniqueness results for such BSDEs and then, we give an application to the utility maximization problem. Three cases of utility functions will be discussed: the exponential, power and logarithmic ones

Combination of searches for Higgs boson pairs in pp collisions at \sqrts = 13 TeV with the ATLAS detector

This letter presents a combination of searches for Higgs boson pair production using up to 36.1 fb(-1) of proton-proton collision data at a centre-of-mass energy root s = 13 TeV recorded with the ATLAS detector at the LHC. The combination is performed using six analyses searching for Higgs boson pairs decaying into the b (b) over barb (b) over bar, b (b) over barW(+)W(-), b (b) over bar tau(+)tau(-), W+W-W+W-, b (b) over bar gamma gamma and W+W-gamma gamma final states. Results are presented for non-resonant and resonant Higgs boson pair production modes. No statistically significant excess in data above the Standard Model predictions is found. The combined observed (expected) limit at 95% confidence level on the non-resonant Higgs boson pair production cross-section is 6.9 (10) times the predicted Standard Model cross-section. Limits are also set on the ratio (kappa(lambda)) of the Higgs boson self-coupling to its Standard Model value. This ratio is constrained at 95% confidence level in observation (expectation) to -5.0 &lt; kappa(lambda) &lt; 12.0 (-5.8 &lt; kappa(lambda) &lt; 12.0). In addition, limits are set on the production of narrow scalar resonances and spin-2 Kaluza-Klein Randall-Sundrum gravitons. Exclusion regions are also provided in the parameter space of the habemus Minimal Supersymmetric Standard Model and the Electroweak Singlet Model. For complete list of authors see http://dx.doi.org/10.1016/j.physletb.2019.135103</p

Searches for lepton-flavour-violating decays of the Higgs boson in s=13\sqrt{s}=13 TeV pp\mathit{pp} collisions with the ATLAS detector

This Letter presents direct searches for lepton flavour violation in Higgs boson decays, H → eτ and H → μτ , performed with the ATLAS detector at the LHC. The searches are based on a data sample of proton–proton collisions at a centre-of-mass energy √s = 13 TeV, corresponding to an integrated luminosity of 36.1 fb−1. No significant excess is observed above the expected background from Standard Model processes. The observed (median expected) 95% confidence-level upper limits on the leptonflavour-violating branching ratios are 0.47% (0.34+0.13−0.10%) and 0.28% (0.37+0.14−0.10%) for H → eτ and H → μτ , respectively.publishedVersio

Search for flavour-changing neutral currents in processes with one top quark and a photon using 81 fb⁻¹ of pp collisions at \sqrts = 13 TeV with the ATLAS experiment

A search for flavour-changing neutral current (FCNC) events via the coupling of a top quark, a photon, and an up or charm quark is presented using 81 fb−1 of proton–proton collision data taken at a centre-of-mass energy of 13 TeV with the ATLAS detector at the LHC. Events with a photon, an electron or muon, a b-tagged jet, and missing transverse momentum are selected. A neural network based on kinematic variables differentiates between events from signal and background processes. The data are consistent with the background-only hypothesis, and limits are set on the strength of the tqγ coupling in an effective field theory. These are also interpreted as 95% CL upper limits on the cross section for FCNC tγ production via a left-handed (right-handed) tuγ coupling of 36 fb (78 fb) and on the branching ratio for t→γu of 2.8×10−5 (6.1×10−5). In addition, they are interpreted as 95% CL upper limits on the cross section for FCNC tγ production via a left-handed (right-handed) tcγ coupling of 40 fb (33 fb) and on the branching ratio for t→γc of 22×10−5 (18×10−5). © 2019 The Author(s

Constraints on spin-0 dark matter mediators and invisible Higgs decays using ATLAS 13 TeV pp collision data with two top quarks and missing transverse momentum in the final state

This paper presents a statistical combination of searches targeting final states with two top quarks and invisible particles, characterised by the presence of zero, one or two leptons, at least one jet originating from a b-quark and missing transverse momentum. The analyses are searches for phenomena beyond the Standard Model consistent with the direct production of dark matter in pp collisions at the LHC, using 139 fb−1 of data collected with the ATLAS detector at a centre-of-mass energy of 13 TeV. The results are interpreted in terms of simplified dark matter models with a spin-0 scalar or pseudoscalar mediator particle. In addition, the results are interpreted in terms of upper limits on the Higgs boson invisible branching ratio, where the Higgs boson is produced according to the Standard Model in association with a pair of top quarks. For scalar (pseudoscalar) dark matter models, with all couplings set to unity, the statistical combination extends the mass range excluded by the best of the individual channels by 50 (25) GeV, excluding mediator masses up to 370 GeV. In addition, the statistical combination improves the expected coupling exclusion reach by 14% (24%), assuming a scalar (pseudoscalar) mediator mass of 10 GeV. An upper limit on the Higgs boson invisible branching ratio of 0.38 (0.30+0.13−0.09) is observed (expected) at 95% confidence level

Study of Z → llγ decays at √s = 8 TeV with the ATLAS detector

This paper presents a study of Z → llγ decays with the ATLAS detector at the Large Hadron Collider. The analysis uses a proton–proton data sample corresponding to an integrated luminosity of 20.2 fb−1 collected at a centre-ofmass energy √s = 8 TeV. Integrated fiducial cross-sections together with normalised differential fiducial cross-sections, sensitive to the kinematics of final-state QED radiation, are obtained. The results are found to be in agreement with stateof-the-art predictions for final-state QED radiation. First measurements of Z → llγ γ decays are also reported

Evidence for the production of three massive vector bosons with the ATLAS detector

A search for the production of three massive vector bosons in proton-proton collisions is performed using data at $\sqrt{s} = 13$ TeV recorded with the ATLAS detector at the Large Hadron Collider in the years 2015-2017, corresponding to an integrated luminosity of $79.8$ fb$^{-1}$. Events with two same-sign leptons $\ell$ (electrons or muons) and at least two reconstructed jets are selected to search for $WWW \to \ell \nu \ell \nu qq$. Events with three leptons without any same-flavour opposite-sign lepton pairs are used to search for $WWW \to \ell \nu \ell\nu \ell \nu$, while events with three leptons and at least one same-flavour opposite-sign lepton pair and one or more reconstructed jets are used to search for $WWZ \to \ell \nu qq \ell \ell$. Finally, events with four leptons are analysed to search for $WWZ \to \ell \nu \ell \nu \ell \ell$ and $WZZ \to qq \ell \ell \ell \ell$. Evidence for the joint production of three massive vector bosons is observed with a significance of 4.1 standard deviations, where the expectation is 3.1 standard deviations.Comment: 38 pages in total, author list starting page 22, 6 figures, 5 tables, matching published paper in Phys. Lett. B. All figures including auxiliary figures are available at http://atlas.web.cern.ch/Atlas/GROUPS/PHYSICS/PAPERS/STDM-2017-2

Software performance of the ATLAS track reconstruction for LHC run 3

Charged particle reconstruction in the presence of many simultaneous proton–proton (pp) collisions in the LHC is a challenging task for the ATLAS experiment’s reconstruction software due to the combinatorial complexity. This paper describes the major changes made to adapt the software to reconstruct high-activity collisions with an average of 50 or more simultaneous pp interactions per bunch crossing (pileup) promptly using the available computing resources. The performance of the key components of the track reconstruction chain and its dependence on pile-up are evaluated, and the improvement achieved compared to the previous software version is quantified. For events with an average of 60 pp collisions per bunch crossing, the updated track reconstruction is twice as fast as the previous version, without significant reduction in reconstruction efficiency and while reducing the rate of combinatorial fake tracks by more than a factor two

Search for heavy Majorana or Dirac neutrinos and right-handed W gauge bosons in final states with charged leptons and jets in pp collisions at √s = 13 TeV with the ATLAS detector

A search for heavy right-handed Majorana or Dirac neutrinos NR and heavy right-handed gauge bosons WR is performed in events with energetic electrons or muons, with the same or opposite electric charge, and energetic jets. The search is carried out separately for topologies of clearly separated final-state products (“resolved” channel) and topologies with boosted final states with hadronic and/or leptonic products partially overlapping and reconstructed as a large-radius jet (“boosted” channel). The events are selected from pp collision data at the LHC with an integrated luminosity of 139 fb−1 collected by the ATLAS detector at √s = 13 TeV. No significant deviations from the Standard Model predictions are observed. The results are interpreted within the theoretical framework of a left-right symmetric model, and lower limits are set on masses in the heavy righthanded WR boson and NR plane. The excluded region extends to about m(WR) = 6.4 TeV for both Majorana and Dirac NR neutrinos at m(NR) < 1 TeV. NR with masses of less than 3.5 (3.6) TeV are excluded in the electron (muon) channel at m(WR) = 4.8 TeV for the Majorana neutrinos, and limits of m(NR) up to 3.6 TeV for m(WR) = 5.2 (5.0) TeV in the electron (muon) channel are set for the Dirac neutrinos. These constitute the most stringent exclusion limits to date for the model considered

Deep generative models for fast photon shower simulation in ATLAS

The need for large-scale production of highly accurate simulated event samples for the extensive physics programme of the ATLAS experiment at the Large Hadron Collider motivates the development of new simulation techniques. Building on the recent success of deep learning algorithms, variational autoencoders and generative adversarial networks are investigated for modelling the response of the central region of the ATLAS electromagnetic calorimeter to photons of various energies. The properties of synthesised showers are compared with showers from a full detector simulation using geant4. Both variational autoencoders and generative adversarial networks are capable of quickly simulating electromagnetic showers with correct total energies and stochasticity, though the modelling of some shower shape distributions requires more refinement. This feasibility study demonstrates the potential of using such algorithms for ATLAS fast calorimeter simulation in the future and shows a possible way to complement current simulation techniques