On unitarizability in the case of classical p-adic groups

In the introduction of this paper we discuss a possible approach to the unitarizability problem for classical p-adic groups. In this paper we give some very limited support that such approach is not without chance. In a forthcoming paper we shall give additional evidence in generalized cuspidal rank (up to) three.Comment: This paper is a merged and revised version of ealier preprints arXiv:1701.07658 and arXiv:1701.07662. The paper is going to appear in the Proceedings of the Simons Symposium on Geometric Aspects of the Trace Formul

FROM AN INTUITIONISTIC POINT OF VIEW

Abstract. In this paper, we consider determinacy in Brouwerian intuitionistic mathematics. We give some examples of games such that the character of this mathematical setting—the lack of the law of excluded middle and the adoption of continuity principle—makes the behavior of determinacy drastically different from that on the classical setting. 1

Brothers And Beloved WifeAcknowledgements First of all, all thanks and praise are due to Almighty Allah, Who in His

Hamburg. I wish here to express my sincere thanks and appreciation to my Ph.D. advisor, Prof. Dr. Detlef Geffken for the opportunity to work in his research group, for your supervision, encouragement and guidance. Sincere thanks are also due to Prof. Dr. Claudia S. Leopold for her excellent editorial revision of my thesis. I would also like to thank Prof. Dr. Till Opatz and Priv.- Doz. Dr. Wulf Schultze for having chaired the examination committee. Special thanks to Prof. Dr. Jürgen Kopf and Ms. Isabelle Nevoigt for their valuable help in the preparation of the X-ray crystal structures. My warmest thanks go to Prof. Dr. Gerd Dannhardt (Institute of Pharmacy, University of Mainz) for carrying out the biological studies. I am grateful to Ms. Michaela Seeger and Ms. Barbara Freund for their careful reading of my manuscript and revising the language of my thesis. Finally, I am forever indebted to my family. My parents Yasser and Maha, my brothers Adib, Amin, Yahia and my wife Walaa were always encouraging, supporting and helping me to complete this work. Thank you all from the deepest of my heart

MODELING TERM STRUCTURE DYNAMICS:

Motivated by stylized statistical properties of interest rates, we propose a modeling approach in which the forward rate curve is described as a stochastic process in a space of curves. After decomposing the movements of the term structure into the variations of the short rate, the long rate and the deformation of the curve around its average shape, this deformation is described as the solution of a stochastic evolution equation in an infinite dimensional space of curves. In the case where deformations are local in maturity, this equation reduces to a stochastic PDE, of which we give the simplest example. We discuss the properties of the solutions and show that they capture in a parsimonious manner the essential features of yield curve dynamics: imperfect correlation between maturities, mean reversion of interest rates, the structure of principal components of forward rates and their variances. In particular we show that a flat, constant volatility structures already captures many of the observed properties. Finally, we discuss parameter estimation issues and show that the model parameters have a natural interpretation in terms of empirically observed quantities