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排序方式: 共有919条查询结果,搜索用时 140 毫秒
1.
Murad Özaydin 《Journal of Functional Analysis》2004,215(1):241-252
We classify all functions on a locally compact, abelian group giving equality in an entropy inequality generalizing the Heisenberg Uncertainty Principle. In particular, for functions on a real line, we proof a conjecture of Hirschman published in 1957. 相似文献
2.
Lévy processes in matrix Lie groups are studied. Subordination (random time change) is used to show that quasi-invariance of the Brownian motion in a Lie group induces absolute continuity of the laws of the corresponding pure jump processes. These results are applied to several examples which are discussed in detail. 相似文献
3.
Jan Annaert Griselda Deelstra Michèle Vanmaele 《Insurance: Mathematics and Economics》2007,41(3):299-316
In this paper, we elaborate a formula for determining the optimal strike price for a bond put option, used to hedge a position in a bond. This strike price is optimal in the sense that it minimizes, for a given budget, either Value-at-Risk or Tail Value-at-Risk. Formulas are derived for both zero-coupon and coupon bonds, which can also be understood as a portfolio of bonds. These formulas are valid for any short rate model that implies an affine term structure model and in particular that implies a lognormal distribution of future zero-coupon bond prices. As an application, we focus on the Hull-White one-factor model, which is calibrated to a set of cap prices. We illustrate our procedure by hedging a Belgian government bond, and take into account the possibility of divergence between theoretical option prices and real option prices. This paper can be seen as an extension of the work of Ahn and co-workers [Ahn, D., Boudoukh, J., Richardson, M., Whitelaw, R., 1999. Optimal risk management using options. J. Financ. 54, 359-375], who consider the same problem for an investment in a share. 相似文献
4.
S?awomir Solecki 《Topology and its Applications》2007,154(12):2462-2464
Let I0 be the σ-ideal of subsets of a Polish group generated by Borel sets which have perfectly many pairwise disjoint translates. We prove that a Fubini-type theorem holds between I0 and the σ-ideals of Haar measure zero sets and of meager sets. We use this result to give a simple proof of a generalization of a theorem of Balcerzak-Ros?anowski-Shelah stating that I0 on N2 strongly violates the countable chain condition. 相似文献
5.
J.E. Lorenzo H. Requardt 《The European Physical Journal B - Condensed Matter and Complex Systems》2002,28(2):185-186
Eur. Phys. J. B 24, 315 (2001) Here we comment on a recently published paper on the presence of a phason contribution in the low temperature heat capacity data of the charge-density-wave compounds K0.3MoO3 and (TaSe4)2I. We have shown that the anomaly in the C
P
/
T
3
data reported by Odin et al. is straightforwardly interpreted in terms of low energy phonon modes resulting from the peculiar topology of these compounds.
Received 21 February 2002 Published online 19 July 2002 相似文献
6.
Using a density-functional method that employs linear combinations of atomic orbitals as basis sets, nonlocal norm-conserving pseudopotentials and the generalized gradient approximation for exchange and correlation, we found that at 0 K the atoms of an Fe monolayer on the Ni (111) surface occupy hcp rather than fcc sites, in keeping with previous predictions made using the ab initio all-electron full-potential linearized augmented plane wave method with the local spin density approximation. 相似文献
7.
8.
Michael J. Puls 《Archiv der Mathematik》2007,88(6):500-506
Let p be a real number greater than one. In this paper we study the vanishing and nonvanishing of the first L
p
-cohomology space of some groups that have one end. We also make a connection between the first L
p
-cohomolgy space and the Floyd boundary of the Cayley graph of a group. We apply the result about Floyd boundaries to show
that there exists a real number p such that the first L
p
-cohomology space of a nonelementary hyperbolic group does not vanish.
Received: 4 August 2006 Revised: 2 November 2006 相似文献
9.
We report on the reflectance of blue bronze crystals in the visible frequency range as a function of temperature. The observed large oscillations in the reflectance at all wavelengths at temperatures near the Peierls transition are interpreted as interference effects stemming from a surface layer. It is found that the surface layer, which appears to be tied to fluctuations, can be as much as 1.6 microns thick. 相似文献
10.
Pentacoordinate complex cations of the general formula [(C6F5)2SbL3]3+ stabilized as solid salts in combination with tetraphenylborate (BPh4), tetrafluorobroate (BF4) anions, where L=DMSO, Ph3AsO, PyO, DMF, α-, β- and γ-picoline have been isolated. The newly formed complexes were characterized by elemental analysis, molar conductance measurements, solid-state IR and and NMR. From these results, a five-fold coordination around antimony was required. 相似文献