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Journal of the Korean Mathematical Society
Journal Basic Information
pISSN :
0304-9914
eISSN :
2234-3008
Journal DOI :
10.4134/JKMS
Frequency :
Others
Publisher:
The Korean Mathematical Society
Editor in Chief :
Yun Sung Choi
Volume & Issues
Volume 43, Issue 6 - Nov 2006
Volume 43, Issue 5 - Sep 2006
Volume 43, Issue 4 - Jul 2006
Volume 43, Issue 3 - May 2006
Volume 43, Issue 2 - Mar 2006
Volume 43, Issue 1 - Jan 2006
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1
UNIFORM ASYMPTOTICS IN THE EMPIRICAL MEAN RESIDUAL LIFE PROCESS
Bae, Jong-Sic ; Kim, Sung-Yeun ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 225~239
DOI : 10.4134/JKMS.2006.43.2.225
Abstract
In [5], Csorgo and Zitikis exposed the strong
consistency, and weak
approximation of the empirical mean residual life process by employing weight functions. We carry on the uniform asymptotic behaviors of the empirical mean residual life process over the whole positive half line by representing the process as an integral form. We compare our results with those of Yang [15], Hall and Wellner [8], and Csorgo and Zitikis [5].
2
INVEXITY AS NECESSARY OPTIMALITY CONDITION IN NONSMOOTH PROGRAMS
Sach, Pham-Huu ; Kim, Do-Sang ; Lee, Gue-Myung ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 241~258
DOI : 10.4134/JKMS.2006.43.2.241
Abstract
This paper gives conditions under which necessary optimality conditions in a locally Lipschitz program can be expressed as the invexity of the active constraint functions or the type I invexity of the objective function and the constraint functions on the feasible set of the program. The results are nonsmooth extensions of those of Hanson and Mond obtained earlier in differentiable case.
3
NOTE ON COMMUTING TOEPLITZ OPERATORS ON THE PLURIHARMONIC BERGMAN SPACE
Choe, Boo-Rim ; Nam, Kye-Sook ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 259~269
DOI : 10.4134/JKMS.2006.43.2.259
Abstract
We obtain a characterization of commuting Toeplitz operators with holomorphic symbols acting on the pluriharmonic Bergman space of the polydisk. We also obtain a characterization of normal Toeplitz operators with pluriharmonic symbols. In addition, some results for special types of semi-commutators are included.
4
ON THE COMMUTATIVE PRODUCT OF DISTRIBUTIONS
Fisher Bring ; Tas Kenan ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 271~281
DOI : 10.4134/JKMS.2006.43.2.271
Abstract
The commutative products of the distributions
and of sgn x
are evaluated for
5
THE BOUNDEDNESS OF SOME BILINEAR SINGULAR INTEGRAL OPERATORS ON BESOV SPACES
Xu Ming ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 283~296
DOI : 10.4134/JKMS.2006.43.2.283
Abstract
In this paper we weaken the kernel conditions of bilinear Calderon-Zygmund operators and prove boundedness on Besov spaces.
6
BALANCEDNESS OF INTEGER DOMINATION GAMES
Kim, Hye-Kyung ; Fang Qizhi ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 297~309
DOI : 10.4134/JKMS.2006.43.2.297
Abstract
In this paper, we consider cooperative games arising from integer domination problem on graphs. We introduce two games,
game and its monotonic relaxed game, and focus on their cores. We first give characterizations of the cores and the relationship between them. Furthermore, a common necessary and sufficient condition for the balancedness of both games is obtained by making use of the technique of linear programming and its duality.
7
STRONG DIFFERENTIAL SUBORDINATION AND APPLICATIONS TO UNIVALENCY CONDITIONS
Antonino Jose- A. ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 311~322
DOI : 10.4134/JKMS.2006.43.2.311
Abstract
For the Briot-Bouquet differential equations of the form given in [1]
we can reduce them to
where
. In this paper we are going to give conditions in order that if u and v satisfy, respectively, the equations (1)
,
with certain conditions on the functions F and G applying the concept of strong subordination
given in [2] by the author, implies that
indicates subordination.
8
ON A GENERALIZED TRIF'S MAPPING IN BANACH MODULES OVER A C*-ALGEBRA
Park, Chun-Gil ; Rassias Themistocles M. ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 323~356
DOI : 10.4134/JKMS.2006.43.2.323
Abstract
Let X and Y be vector spaces. It is shown that a mapping
satisfies the functional equation
$(\ddagger)\;+mn_{mn-2}C_{k-1}\;\sum\limits_{i=1}^n\;f(\frac {x_{mi-m+1}+...+x_{mi}} {m}) =k\;{\sum\limits_{1{\leq}i_1<...
is additive, and we prove the Cauchy-Rassias stability of the functional equation
in Banach modules over a unital
. Let A and B be unital
or Lie
. As an application, we show that every almost homomorphism h :
of A into B is a homomorphism when
for all unitaries
, and d = 0,1,2,..., and that every almost linear almost multiplicative mapping
is a homomorphism when h(2x)=2h(x) for all
. Moreover, we prove the Cauchy-Rassias stability of homomorphisms in
or in Lie
, and of Lie
derivations in Lie
.
9
GENERALIZED BROWNIAN MOTIONS WITH APPLICATION TO FINANCE
Chung, Dong-Myung ; Lee, Jeong-Hyun ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 357~371
DOI : 10.4134/JKMS.2006.43.2.357
Abstract
Let
be a generalized Brownian motion(gBm) determined by mean function a(t) and variance function b(t). Let
denote the Hilbert space of square integrable functionals of
. In this paper we consider a class of nonlinear functionals of X of the form F(. + a) with
and discuss their analysis. Firstly, it is shown that such functionals do not enjoy, in general, the square integrability and Malliavin differentiability. Secondly, we establish regularity conditions on F for which F(.+ a) is in
and has its Malliavin derivative. Finally we apply these results to compute the price and the hedging portfolio of a contingent claim in our financial market model based on a gBm X.ഀĀ᐀會Ā᐀ﶖ⨀㡚�瀀ꀏ會Ā䁇ﶖ⨀⎞ऀĀ᐀會Ā᐀顇ﶖ⨀烛�Ā㰀會Ā㰀ﶖ⨀ࣜ�Ā㈀會Ā㈀䡈ﶖ⨀ꃜ�Ā᐀會Ā᐀ꁈﶖ⨀㣝�Ā᐀會Ā᐀ﶖ⨀택�Ā저會Ā저偉ﶖ⨀颵⎞ऀĀ저會Ā저ꡉﶖ⨀ザ⎞ഀĀ저會Ā저Jﶖ⨀좶⎞Ā저會Ā저塊ﶖ⨀࡙�Ā會Ā끊ﶖ⨀ꁙ�䬀Ā切會Ā切ࡋﶖ⨀µ⎞Ā搀會Ā搀恋ﶖ⨀䠤璮Ā저會Ā저롋ﶖ⨀ႛ蒥Ā저會Ā저၌ﶖ⨀耢璮ࠀĀࠀ會Āࠀ桌ﶖ⨀ᠣ璮Ā저會Ā저쁌ﶖ⨀뀣璮ጀĀ저會Ā저ᡍﶖ⨀ꢛ蒥
10
TOPOLOGICAL ENTROPY OF A SEQUENCE OF MONOTONE MAPS ON CIRCLES
Zhu Yuhun ; Zhang Jinlian ; He Lianfa ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 373~382
DOI : 10.4134/JKMS.2006.43.2.373
Abstract
In this paper, we prove that the topological entropy of a sequence of equi-continuous monotone maps
on circles is
. As applications, we give the estimation of the entropies for some skew products on annular and torus. We also show that a diffeomorphism f on a smooth 2-dimensional closed manifold and its extension on the unit tangent bundle have the same entropy.Ā搀會Ā搀肔�⨀烈ĀĀĀ會ĀĀ⨀䁩ĀĀĀ會ĀĀゕ�⨀预烈ЀĀЀ會ĀЀ袕�⨀㢅烈Ā會Ā�⨀�烈ࠀĀࠀ會Āࠀ㢖�⨀ạऀĀ᐀會Ā᐀邖�⨀䢫ạᄀĀ저會Ā저�⨀炆烈ఀĀ᐀會Ā᐀䂗�⨀烈ఀĀ᐀會Ā᐀颗�⨀킈烈瀀ꀏ會Ā�⨀ạऀĀ᐀會Ā᐀䢘�⨀碬ạĀ㰀
11
APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL
Wee, In-Suk ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 383~398
DOI : 10.4134/JKMS.2006.43.2.383
Abstract
We consider a geometric Levy process for an underlying asset. We prove first that the option price is the unique solution of certain integro-differential equation without assuming differentiability and boundedness of derivatives of the payoff function. Second result is to provide convergence rate for option prices when the small jumps are removed from the Levy process.
12
EQUATIONS AX = Y AND Ax = y IN ALGL
Jo, Young-Soo ; Kang, Joo-Ho ; Park, Dong-Wan ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 399~411
DOI : 10.4134/JKMS.2006.43.2.399
Abstract
Let L be a subspace lattice on a Hilbert space H and X and Y be operators acting on a Hilbert space H. Let P be the projection onto
, where RX is the range of X. If PE = EP for each
, then there exists an operator A in AlgL such that AX = Y if and only if $$sup\{{\parallel}E^{\bot}Yf{\parallel}/{\parallel}E^{\bot}Xf{\parallel}\;:\;f{\in}H,\; E{\in}L}=K\;<\;\infty$$ Moreover, if the necessary condition holds, then we may choose an operator A such that AX = Y and
Let x and y be vectors in H and let
be the projection onto the singlely generated space by x. If
for each
, then the assertion that there exists an operator A in AlgL such that Ax = y is equivalent to the condition $$K_0\;:\;=\;sup\{{\parallel}E^{\bot}y{\parallel}/{\parallel}E^{\bot}x\;:\;E{\in}L}=<\;\infty$$ Moreover, we may choose an operator A such that
whose norm is
under this case.
13
APPROXIMATION BY INTERPOLATING POLYNOMIALS IN SMIRNOV-ORLICZ CLASS
Akgun Ramazan ; Israfilov Daniyal M. ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 413~424
DOI : 10.4134/JKMS.2006.43.2.413
Abstract
Let
be a bounded rotation (BR) curve without cusps in the complex plane
and let G := int
. We prove that the rate of convergence of the interpolating polynomials based on the zeros of the Faber polynomials
to the function of the reflexive Smirnov-Orlicz class
is equivalent to the best approximating polynomial rate in
.
14
GEOMETRIC AND APPROXIMATION PROPERTIES OF GENERALIZED SINGULAR INTEGRALS IN THE UNIT DISK
Anastassiou George A. ; Gal Sorin G. ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 425~443
DOI : 10.4134/JKMS.2006.43.2.425
Abstract
The aim of this paper is to obtain several results in approximation by Jackson-type generalizations of complex Picard, Poisson-Cauchy and Gauss-Weierstrass singular integrals in terms of higher order moduli of smoothness. In addition, these generalized integrals preserve some sufficient conditions for starlikeness and univalence of analytic functions. Also approximation results for vector-valued functions defined on the unit disk are given.
15
EXISTENCE AND EXPONENTIAL STABILITY OF ALMOST PERIODIC SOLUTIONS FOR CELLULAR NEURAL NETWORKS WITH CONTINUOUSLY DISTRIBUTED DELAYS
Liu Bingwen ; Huang Lihong ;
Journal of the Korean Mathematical Society, volume 43, issue 2, 2006, Pages 445~459
DOI : 10.4134/JKMS.2006.43.2.445
Abstract
In this paper cellular neural networks with continuously distributed delays are considered. Sufficient conditions for the existence and exponential stability of the almost periodic solutions are established by using fixed point theorem, Lyapunov functional method and differential inequality technique. The results of this paper are new and they complement previously known results.