Displaying similar documents to “A relative trace formula”

Harmonic analysis in value at risk calculations.

Claudio Albanese, Luis Seco (2001)

Revista Matemática Iberoamericana

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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

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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

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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.