Boosting the H→H\to invisibles searches with ZZ boson polarization

It is argued that, in $H \to$ invisibles searches with $Z(\ell\ell)H$ associated production at the LHC, the signal efficiency can be sensibly improved via a detailed study of the $Z$ boson polarization, discriminating between the signal and the dominant-irreducible $Z(\ell\ell)Z(\nu\nu)$ background. We first present a comprehensive polarization study, obtaining the complete set of angular coefficients $A_i$ in the Collins-Soper reference frame and identifying the dominant phenomenological effects. Then, we show the results for a realistic Monte Carlo study to $H\to$ invisibles, taking the polarization analysis into account. We obtain about $20\%$ improvement in the upper bound for the branching ratio of the Higgs boson to invisible particles, assuming $300\ \mathrm{fb}^{-1}$ of data at the 13 TeV LHC.Comment: 6 pages, 5 figure

Corrigendum to "Weak Approximations for Wiener Functionals" [Ann. Appl. Probab. (2013), 23, 4, 1660-1691

The proofs of Theorem 3.1 and Corollary 4.1 in Le\~ao and Ohashi (2013) are incomplete. The reason is a wrong statement in Remark 2.2. The hypotheses and statements of Theorem 3.1 and Corollary 4.1 in Le\~ao and Ohashi (2013) remain unchanged but the proofs have to be modified. In this short note, we provide the details.Comment: Errata of the paper Weak approximations for Wiener functional

Constraining the Strength and CP Structure of Dark Production at the LHC: the Associated Top-Pair Channel

We consider the production of dark matter in association with a pair of top quarks, mediated by a scalar or pseudoscalar particle in a generic Simplified Model. We demonstrate that the difference of azimuthal angle between the two leptons $\Delta \phi_{ll}$, in the dileptonic top decay mode, can directly probe the CP-properties of the mediator. We estimate the constraints to strength and CP-structure of dark matter production for these well-motivated Simplified Models from the LHC Run II.Comment: 7 pages, 4 figure

Boosting the Direct CP Measurement of the Higgs-Top Coupling

Characterizing the 125 GeV Higgs is a critical component of the physics program at the LHC Run II. In this Letter, we consider $t\bar{t}H$ associated production in the dileptonic mode. We demonstrate that the difference in azimuthal angle between the leptons from top decays can directly reveal the CP-structure of the top-Higgs coupling with the sensitivity of the measurement substantiality enhanced in the boosted Higgs regime. We first show how to access this channel via $H \to b\bar{b}$ jet-substructure tagging, then demonstrate the ability of the new variable to measure CP. Our analysis includes all signal and background samples simulated via the MC@NLO algorithm including hadronization and underlying-event effects. Using boosted Higgs substructure with dileptonic tops, we find that the top-Higgs coupling strength and the CP structure can be directly probed with achievable luminosity at the 13 TeV LHC.Comment: v1: 6 pages, 5 figures and 1 table; v2: matches the PRL versio

Higgs Couplings at High Scales

We study the off-shell production of the Higgs boson at the LHC to probe Higgs physics at higher energy scales utilizing the process $g g \rightarrow h^{*} \rightarrow ZZ$. We focus on the energy scale dependence of the off-shell Higgs propagation, and of the top quark Yukawa coupling, $y_t (Q^2)$. Extending our recent study in arXiv:1710.02149, we first discuss threshold effects in the Higgs propagator due to the existence of new states, such as a gauge singlet scalar portal, and a possible continuum of states in a conformal limit, both of which would be difficult to discover in other traditional searches. We then examine the modification of $y_t (Q^2)$ from its Standard Model (SM) prediction in terms of the renormalization group running of the top Yukawa, which could be significant in the presence of large flat extra-dimensions. Finally, we explore possible strongly coupled new physics in the top-Higgs sector that can lead to the appearance of a non-local $Q^2$-dependent form factor in the effective top-Higgs vertex. We find that considerable deviations compared to the SM prediction in the invariant mass distribution of the $Z$-boson pair can be conceivable, and may be probed at a $2\sigma$-level at the high-luminosity 14 TeV HL-LHC for a new physics scale up to $\mathcal{O}(1 {~\rm TeV})$, and at the upgraded 27 TeV HE-LHC for a scale up to $\mathcal{O}(3 {~\rm TeV})$. For a few favorable scenarios, $5\sigma$-level observation may be possible at the HE-LHC for a scale of about $\mathcal{O}(1 {~\rm TeV})$.Comment: 23 pages, 10 figures, 1 table; v2: revised Figure-5, version to appear in PR

Discrete-type approximations for non-Markovian optimal stopping problems: Part I

In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy suitable variational inequalities which allow us to construct $\epsilon$-optimal stopping times and optimal values in full generality. Explicit rates of convergence are presented for optimal values based on reward functionals of path-dependent SDEs driven by fractional Brownian motion. In particular, the methodology allows us to design concrete Monte-Carlo schemes for non-Markovian optimal stopping time problems as demonstrated in the companion paper by Bezerra, Ohashi and Russo.Comment: Final version to appear in Journal of Applied Probabilit

Stochastic Near-Optimal Controls for Path-Dependent Systems

In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this paper is the development of a concrete pathwise method for characterizing and computing near-optimal controls for abstract controlled Wiener functionals. The theory does not require ad hoc functional differentiability assumptions on the value process and elipticity conditions on the diffusion components. The analysis is pathwise over suitable finite dimensional spaces and it is based on the weak differential structure introduced by Le\~ao, Ohashi and Simas jointly with measurable selection arguments. The theory is applied to stochastic control problems based on path-dependent SDEs where both drift and possibly degenerated diffusion components are controlled. Optimal control of drifts for path-dependent SDEs driven by fractional Brownian motion is also discussed. We finally provide an application in the context of financial mathematics. Namely, we construct near-optimal controls in a non-Markovian portfolio optimization problem.Comment: We shorten some of the proofs, the Introduction was updated and a concrete example to Mathematical Finance is presente

Mono-top Signature from Supersymmetric ttˉHt \bar t H Channel

We point out that a distinctive mono-top signature is present in Natural SUSY scenarios when a scalar top-quark and higgsinos are almost mass degenerate. This signature originates from a supersymmetric counter part of the $t \bar t H$ process, i.e. $pp \to \tilde t t \tilde h$. Unlike mono-jet signatures exploiting initial state radiation, this channel can be regarded as a smoking gun signature of a light stop and higgsinos, allowing a direct probe of the stop and neutralino sectors. The production rate of this channel largely depends on the up-type higgsino components in the neutralinos while the stop sector is sensitive to angular distributions of top-quark's decay products. We develop an optimal search strategy to capture the supersymmetric $t \bar t H$ process and find that a high luminosity LHC can probe the stop and higgsino sectors with $m_{\tilde t_1} \lesssim 380$ GeV and $m_{\tilde t_1} - m_{\tilde \chi_1^0} \lesssim m_W$. Additionally, we propose a kinematic variable with which one can measure the stop mixing in this channel.Comment: 22 pages, 11 Figure

Off-shell Higgs Probe to Naturalness

Examining the Higgs sector at high energy scales through off-shell Higgs production can potentially shed light on the naturalness problem of the Higgs mass. We propose such a study at the LHC by utilizing a representative model with a new scalar field ($S$) coupled to the Standard Model Higgs doublet ($H$) in a form $|S|^2 |H|^2$. In the process $p p \rightarrow h^* \rightarrow ZZ$, the dominant momentum-dependent part of the one-loop scalar singlet corrections, especially above the new threshold at $2m_S$, leads to a measurable deviation in the differential distribution of the $Z$-pair invariant mass, in accordance with the quadratic divergence cancellation to the Higgs mass. We find that it is conceivable to probe such new physics at the $5\sigma$ level at the high-luminosity LHC, improving further with the upgraded $27$ TeV LHC, without requiring the precise measurement of the Higgs boson total width. The discovery of such a Higgs portal could also have important implications for thermal dark matter as well as for electroweak baryogenesis.Comment: 5 pages, 4 figures; v2: results for 27 TeV LHC upgrade included and scale dependence of couplings specified; v3: revised figures, main conclusions unchange

A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility

In this work, we introduce a Monte Carlo method for the dynamic hedging of general European-type contingent claims in a multidimensional Brownian arbitrage-free market. Based on bounded variation martingale approximations for Galtchouk-Kunita-Watanabe decompositions, we propose a feasible and constructive methodology which allows us to compute pure hedging strategies w.r.t arbitrary square-integrable claims in incomplete markets. In particular, the methodology can be applied to quadratic hedging-type strategies for fully path-dependent options with stochastic volatility and discontinuous payoffs. We illustrate the method with numerical examples based on generalized Follmer-Schweizer decompositions, locally-risk minimizing and mean-variance hedging strategies for vanilla and path-dependent options written on local volatility and stochastic volatility models.Comment: Some typos are corrected in Section