• Journal of applied mathematics & informatics
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• v.25 no.1_2
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• pp.525-531
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• 2007

We newly introduce the concept of summable in measure and investigate on some its properties. In addition to this, we consider a size of given series by means of we are giving Lebesgue measure to an associated series.

• Communications for Statistical Applications and Methods
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• v.17 no.4
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• pp.575-589
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• 2010

Exponential L$\acute{e}$evy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a hedger wants to initially invest as little as possible, but wants to have the expected squared loss at the end not exceeding a certain constant. For this, we assume that the underlying price process follows a variance-gamma model and it converges to a geometric Brownian motion as its quadratic variation converges to a constant. In the limit, we use the mean-variance approach to find the asymptotic minimum investment with the expected squared loss bounded. Some numerical results are also provided.

• Journal of Advanced Marine Engineering and Technology
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• v.32 no.8
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• pp.1231-1239
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• 2008

The characteristics of flow on unventilated dual jets was experimentally investigated. The two nozzles each with an aspect ratio of 20 were separated by 6 nozzle widths. Reynolds number based on nozzle width was set to 5,000 by nozzle exit velocity. All measurements were made over a range of nozzle-to-nozzle angles from $0^{\circ}$ to $25^{\circ}$. The particle image velocimetry and pressure transducer were employed to measure turbulent velocity components and mean static pressure, respectively. It was shown that a recirculation zone with sub-atmospheric static pressure was bounded by the inner shear layers of the individual jets and the nozzles plated. As nozzle-to-nozzle inclined angles were decreased, it was found that the spanwise turbulent intensity is greater than the streamwise turbulent intensity in the merging region. In the combined region, the velocity of dual jets agree well with that of single jet, but the turbulence intensity of dual jets not agree with that of single jet.

• The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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• v.9 no.3
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• pp.137-152
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• 2004

The climatological characteristics of coastal zone over the southwestern coast of Korea peninsula were investigated using the data observed by AWS (automatic weather system) and 4 buoy points. Coastal zone is climatologically defined as the region bounded by the distinct contrast of temperature gradient and wind speed across coastline. In the southwest of peninsula four cross-lines consisted of AWS aligned with each buoy were selected as Geojedo buoy line, Geomundo buoy line, Chilbaldo buoy line and Dukjukdo buoy line. Analysis on the diurnal cycle and intra-month variation, monthly mean and maximum value, the temperature gradient with distance between buoy and each station and the accumulative frequency of wind speed were applied to find out the characteristics and the range of coast zone. The maximum ranges of coastal zone vary from offshore to Sanglim (about 34 km distance from coastline) for Geojedo buoy line, to Sunchun (about 52 km) for Geo-mundo buoy line, to Jaeundo (about 27 km) for chilbaldo buoy line and to Yongin (about 65 km) for Dukjukdo buoy line. The modification of coastal zone according to synoptic flow was investigated for the onshore, off-shore and calm cases. The ranges of coastal zone are significantly changed with the distance between 65∼90 km for the case of onshore. In addition, we tried to find out the variation of the wind and temperature and the wind ratio of wind speed at ocean to land stations along Geojedo buoy line during 12∼13 Sep. 2003 affected by typhoon (MAEMI).