The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Displaying similar documents to “A relative trace formula”

Harmonic analysis in value at risk calculations.

Claudio Albanese, Luis Seco (2001)

Revista Matemática Iberoamericana

Similarity:

Value at Risk is a measure of risk exposure of a portfolio and is defined as the maximum possible loss in a certain time frame, typically 1-20 days, and within a certain confidence, typically 95%. Full valuation of a portfolio under a large number of scenarios is a lengthy process. To speed it up, one can make use of the total delta vector and the total gamma matrix of a portfolio and compute a Gaussian integral over a region bounded by a quadric. We use methods from harmonic analysis...

The solution of the Kato problem in two dimensions.

Steve Hofmann, Alan McIntosh (2002)

Publicacions Matemàtiques

Similarity:

We solve, in two dimensions, the "square root problem of Kato". That is, for L ≡ -div (A(x)∇), where A(x) is a 2 x 2 accretive matrix of bounded measurable complex coefficients, we prove that L1/2: L1 2(R2) → L2(R2). [Proceedings of the 6th International Conference on Harmonic Analysis and Partial Differential Equations, El Escorial...

Ferromagnetic integrals, correlations and maximum principles

Johannes Sjöstrand (1994)

Annales de l'institut Fourier

Similarity:

For correlations of the form (0.2) we consider a critical case and prove power decay upper bounds in terms of the fundamental solution of a certain elliptic operator. This is achieved by improving the use of a maximum principle. We also formulate a general maximum principle and give two applications.