Quadratic BSDEs with convex generators and unbounded terminal conditions

In a previous work, we proved an existence result for BSDEs with quadratic generators with respect to the variable z and with unbounded terminal conditions. However, no uniqueness result was stated in that work. The main goal of this paper is to fill this gap. In order to obtain a comparison theorem for this kind of BSDEs, we assume that the generator is convex with respect to the variable z. Under this assumption of convexity, we are also able to prove a stability result in the spirit of the a priori estimates stated in the article of N. El Karoui, S. Peng and M.-C. Quenez. With these tools in hands, we can derive the nonlinear Feynman--Kac formula in this context

Lp solutions of backward stochastic differential equations

AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDEs for short) under weak assumptions on the data. The first part of the paper is devoted to the development of some new technical aspects of stochastic calculus related to BSDEs. Then we derive a priori estimates and prove existence and uniqueness of solutions in Lp p>1, extending the results of El Karoui et al. (Math. Finance 7(1) (1997) 1) to the case where the monotonicity conditions of Pardoux (Nonlinear Analysis; Differential Equations and Control (Montreal, QC, 1998), Kluwer Academic Publishers, Dordrecht, pp. 503–549) are satisfied. We consider both a fixed and a random time interval. In the last section, we obtain, under an additional assumption, an existence and uniqueness result for BSDEs on a fixed time interval, when the data are only in L1

Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators

The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control

Time-integrated luminosity recorded by the BABAR detector at the PEP-II e+e- collider

This article is the Preprint version of the final published artcile which can be accessed at the link below.We describe a measurement of the time-integrated luminosity of the data collected by the BABAR experiment at the PEP-II asymmetric-energy e+e- collider at the ϒ(4S), ϒ(3S), and ϒ(2S) resonances and in a continuum region below each resonance. We measure the time-integrated luminosity by counting e+e-→e+e- and (for the ϒ(4S) only) e+e-→μ+μ- candidate events, allowing additional photons in the final state. We use data-corrected simulation to determine the cross-sections and reconstruction efficiencies for these processes, as well as the major backgrounds. Due to the large cross-sections of e+e-→e+e- and e+e-→μ+μ-, the statistical uncertainties of the measurement are substantially smaller than the systematic uncertainties. The dominant systematic uncertainties are due to observed differences between data and simulation, as well as uncertainties on the cross-sections. For data collected on the ϒ(3S) and ϒ(2S) resonances, an additional uncertainty arises due to ϒ→e+e-X background. For data collected off the ϒ resonances, we estimate an additional uncertainty due to time dependent efficiency variations, which can affect the short off-resonance runs. The relative uncertainties on the luminosities of the on-resonance (off-resonance) samples are 0.43% (0.43%) for the ϒ(4S), 0.58% (0.72%) for the ϒ(3S), and 0.68% (0.88%) for the ϒ(2S).This work is supported by the US Department of Energy and National Science Foundation, the Natural Sciences and Engineering Research Council (Canada), the Commissariat à l’Energie Atomique and Institut National de Physique Nucléaire et de Physiquedes Particules (France), the Bundesministerium für Bildung und Forschung and Deutsche Forschungsgemeinschaft (Germany), the Istituto Nazionale di Fisica Nucleare (Italy), the Foundation for Fundamental Research on Matter (The Netherlands), the Research Council of Norway, the Ministry of Education and Science of the Russian Federation, Ministerio de Ciencia e Innovación (Spain), and the Science and Technology Facilities Council (United Kingdom). Individuals have received support from the Marie-Curie IEF program (European Union) and the A.P. Sloan Foundation (USA)

Improved Limits on B0B^{0} decays to invisible (+γ)(+\gamma) final states

We establish improved upper limits on branching fractions for B0 decays to final States 10 where the decay products are purely invisible (i.e., no observable final state particles) and for final states where the only visible product is a photon. Within the Standard Model, these decays have branching fractions that are below the current experimental sensitivity, but various models of physics beyond the Standard Model predict significant contributions for these channels. Using 471 million BB pairs collected at the Y(4S) resonance by the BABAR experiment at the PEP-II e+e- storage ring at the SLAC National Accelerator Laboratory, we establish upper limits at the 90% confidence level of 2.4x10^-5 for the branching fraction of B0-->Invisible and 1.7x10^-5 for the branching fraction of B0-->Invisible+gammaComment: 8 pages, 3 postscript figures, submitted to Phys. Rev. D (Rapid Communications

Measurement of B(B-->X_s {\gamma}), the B-->X_s {\gamma} photon energy spectrum, and the direct CP asymmetry in B-->X_{s+d} {\gamma} decays

The photon spectrum in B --> X_s {\gamma} decay, where X_s is any strange hadronic state, is studied using a data sample of (382.8\pm 4.2) \times 10^6 e^+ e^- --> \Upsilon(4S) --> BBbar events collected by the BABAR experiment at the PEP-II collider. The spectrum is used to measure the branching fraction B(B --> X_s \gamma) = (3.21 \pm 0.15 \pm 0.29 \pm 0.08)\times 10^{-4} and the first, second, and third moments = 2.267 \pm 0.019 \pm 0.032 \pm 0.003 GeV,, )^2> = 0.0484 \pm 0.0053 \pm 0.0077 \pm 0.0005 GeV^2, and )^3> = -0.0048 \pm 0.0011 \pm 0.0011 \pm 0.0004 GeV^3, for the range E_\gamma > 1.8 GeV, where E_{\gamma} is the photon energy in the B-meson rest frame. Results are also presented for narrower E_{\gamma} ranges. In addition, the direct CP asymmetry A_{CP}(B --> X_{s+d} \gamma) is measured to be 0.057 \pm 0.063. The spectrum itself is also unfolded to the B-meson rest frame; that is the frame in which theoretical predictions for its shape are made.Comment: 37 pages, 19 postscript figures, submitted to Phys. Rev. D. No analysis or results have changed from previous version. Some changes to improve clarity based on interactions with Phys. Rev. D referees, including one new Figure (Fig. 13), and some minor wording/punctuation/spelling mistakes fixe

Precise Measurement of the e+ e- --> pi+ pi- (gamma) Cross Section with the Initial-State Radiation Method at BABAR

A precise measurement of the cross section of the process $e^+e^-\to\pi^+\pi^-(\gamma)$ from threshold to an energy of 3GeV is obtained with the initial-state radiation (ISR) method using 232fb$^{-1}$ of data collected with the BaBar detector at $e^+e^-$ center-of-mass energies near 10.6GeV. The ISR luminosity is determined from a study of the leptonic process $e^+e^-\to\mu^+\mu^-(\gamma)\gamma_{\rm ISR}$, which is found to agree with the next-to-leading-order QED prediction to within 1.1%. The cross section for the process $e^+e^-\to\pi^+\pi^-(\gamma)$ is obtained with a systematic uncertainty of 0.5% in the dominant $\rho$ resonance region. The leading-order hadronic contribution to the muon magnetic anomaly calculated using the measured $\pi\pi$ cross section from threshold to 1.8GeV is $(514.1 \pm 2.2({\rm stat}) \pm 3.1({\rm syst}))\times 10^{-10}$.Comment: 58 pages, 56 figures, to be submitted to Phys. Rev.

Search for lepton-number violating processes in B+ -> h- l+ l+ decays

We have searched for the lepton-number violating processes B+ -> h- l+ l+ with h- = K-/pi- and l+ = e+/mu+, using a sample of 471+/-3 million BBbar events collected with the BaBar detector at the PEP-II e+e- collider at the SLAC National Accelerator Laboratory. We find no evidence for these decays and place 90% confidence level upper limits on their branching fractions Br(B+ -> pi- e+ e+) K- e+ e+) pi- mu+ mu+) K- mu+ mu+) < 6.7 x 10^{-8}.Comment: 8 pages, 4 postscript figures, submitted to Phys. Rev. D. R

Measurement of the Time-Dependent CP Asymmetry of Partially Reconstructed B0->D*+D*- Decays

We present a new measurement of the time-dependent CP asymmetry of B0->D*+D*- decays using (471+-5) million BBbar pairs collected with the BaBar detector at the PEP-II B Factory at the SLAC National Accelerator Laboratory. Using the technique of partial reconstruction, we measure the time-dependent CP asymmetry parameters S=-0.34+-0.12+-0.05$ and C=+0.15+-0.09+-0.04. Using the value for the CP-odd fraction R_perp=0.158+-0.028+-0.006, previously measured by BaBar with fully reconstructed B0->D*+D*- events, we extract the CP-even components S+=-0.49+-0.18+-0.07+-0.04 and C+=+0.15+-0.09+-0.04. In each case, the first uncertainty is statistical and the second is systematic; the third uncertainty on S+ is the contribution from the uncertainty on R_perp. The measured value of the CP-even component S+ is consistent with the value of sin(2Beta) measured in b->(ccbar)s transitions, and with the Standard Model expectation of small penguin contributions.Comment: 17 pages, 7 figures, submitted to Physical Review

Observation of time-reversal violation in the B0 meson system

The individually named authors work collectively as The BABAR Collaboration. Copyright @ 2012 American Physical Society.Although CP violation in the B meson system has been well established by the B factories, there has been no direct observation of time-reversal violation. The decays of entangled neutral B mesons into definite flavor states (B0 or B¯¯¯0), and J/ψK0L or cc¯K0S final states (referred to as B+ or B−), allow comparisons between the probabilities of four pairs of T-conjugated transitions, for example, B¯¯¯0→B− and B−→B¯¯¯0, as a function of the time difference between the two B decays. Using 468×106 BB¯¯¯ pairs produced in Υ(4S) decays collected by the BABAR detector at SLAC, we measure T-violating parameters in the time evolution of neutral B mesons, yielding ΔS+T=−1.37±0.14(stat)±0.06(syst) and ΔS−T=1.17±0.18(stat)±0.11(syst). These nonzero results represent the first direct observation of T violation through the exchange of initial and final states in transitions that can only be connected by a T-symmetry transformation.DOE and NSF (USA), NSERC (Canada), CEA and CNRS-IN2P3 (France), BMBF and DFG(Germany), INFN (Italy), FOM (The Netherlands), NFR (Norway), MES (Russia), MINECO (Spain), STFC (United Kingdom). Individuals have received support from the Marie Curie EIF (European Union), the A. P. Sloan Foundation (USA) and the Binational Science Foundation (USA-Israel)