• 제목/요약/키워드: APPL1

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EQUIVALENCE BETWEEN SYMMETRIC DUAL PROGRAM AND MATRIX GAME

  • Kim, Moon-Hee
    • Journal of applied mathematics & informatics
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    • 제25권1_2호
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    • pp.505-511
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    • 2007
  • Recently, the equivalent relations between a symmetric dual problem and a matrix game B(x, y) were given in [6: D.S. Kim and K. Noh, J. Math. Anal. Appl. 298(2004), 1-13]. Using more simpler form of B(x, y) than one in [6], we establish the equivalence relations between a symmetric dual problem and a matrix game, and then give a numerical example illustrating our equivalence results.

A NEW ITERATION SCHEME FOR A HYBRID PAIR OF NONEXPANSIVE MAPPINGS

  • Uddin, Izhar;Imdad, Mohammad
    • 호남수학학술지
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    • 제38권1호
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    • pp.127-139
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    • 2016
  • In this paper, we construct an iteration scheme involving a hybrid pair of nonexpansive mappings and utilize the same to prove some convergence theorems. In process, we remove a restricted condition (called end-point condition) in Sokhuma and Kaewkhao's results [Sokhuma and Kaewkhao, Fixed Point Theory Appl. 2010, Art. ID 618767, 9 pp.].

THE PERTURBATION FOR THE DRAZIN INVERSE

  • Wu, Chi-Ye;Huang, Ting-Zhu
    • Journal of applied mathematics & informatics
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    • 제27권1_2호
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    • pp.267-273
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    • 2009
  • A representation for the Drazin inverse of an arbitrary square matrix in terms of the eigenprojection was established by Rothblum [SIAM J. Appl. Math., 31(1976) :646-648]. In this paper perturbation results based on the representation for the Darzin inverse $A^D\;=\;(A-X)^{-1}(I-X)$ are developed. Norm estimates of $\parallel(A+E)^D-A^D\parallel_2/\parallel A^D\parallel_2$ and $\parallel(A+E)^#-A^D\parallel_2/\parallel A^D\parallel_2$ are derived when IIEI12 is small.

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MAXIMAL INEQUALITIES AND AN APPLICATION UNDER A WEAK DEPENDENCE

  • HWANG, EUNJU;SHIN, DONG WAN
    • 대한수학회지
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    • 제53권1호
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    • pp.57-72
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    • 2016
  • We establish maximal moment inequalities of partial sums under ${\psi}$-weak dependence, which has been proposed by Doukhan and Louhichi [P. Doukhan and S. Louhichi, A new weak dependence condition and application to moment inequality, Stochastic Process. Appl. 84 (1999), 313-342], to unify weak dependence such as mixing, association, Gaussian sequences and Bernoulli shifts. As an application of maximal moment inequalities, a functional central limit theorem is developed for linear processes with ${\psi}$-weakly dependent innovations.

AN APPROXIMATED EUROPEAN OPTION PRICE UNDER STOCHASTIC ELASTICITY OF VARIANCE USING MELLIN TRANSFORMS

  • Kim, So-Yeun;Yoon, Ji-Hun
    • East Asian mathematical journal
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    • 제34권3호
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    • pp.239-248
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    • 2018
  • In this paper, we derive a closed-form formula of a second-order approximation for a European corrected option price under stochastic elasticity of variance model mentioned in Kim et al. (2014) [1] [J.-H. Kim, J Lee, S.-P. Zhu, S.-H. Yu, A multiscale correction to the Black-Scholes formula, Appl. Stoch. Model. Bus. 30 (2014)]. To find the explicit-form correction to the option price, we use Mellin transform approaches.

A COMMON FIXED POINT RESULT FOR A (${\psi}$, ${\varphi}$)-WEAK CONTRACTIVE CONDITION TYPE

  • Aydi, Hassen
    • Journal of applied mathematics & informatics
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    • 제30권5_6호
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    • pp.809-820
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    • 2012
  • We establish a coincidence and a common fixed point result for four mappings involving a (${\psi}$, ${\varphi}$)-weak contractive condition type on a complete metric space. We take on ${\psi}$ and ${\varphi}$ the same conditions given by Popescu [Fixed points for (${\psi}$, ${\varphi}$)-weak contractions, Appl. Math. Lett. 24 (2011), 1-4].

INEQUALITIES INVOLVING KHATRI-RAO PRODUCTS OF HERMITIAN MATRICES

  • Yang, Zhong-Peng;Zhang, Xian;Cao, Chong-Guang
    • Journal of applied mathematics & informatics
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    • 제9권1호
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    • pp.125-133
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    • 2002
  • Recently, Several inequalities Khatri-Rao Products of two four partitioned blocks positive definite real symmetry matrices are established by Liu in[Lin. Alg. Appl. 289(1999): 267-277]. We extend these results in two ways. First, the results are extended to two any partitioned blocks Hermitian matrices. Second, necessary and sufficient conditions under which these inequalities become equalities are presented.

Durrmyer Type Summation Integral Operators

  • Kumar, Niraj
    • Kyungpook Mathematical Journal
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    • 제46권2호
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    • pp.185-188
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    • 2006
  • In the present paper, we give the applications of the optimum bound for Bernstein basis functions. It is noted that using the optimum bound the main results of Aniol and Taberska [Ann. Soc. Math. Pol. Seri, Commentat. Math., 30(1990), 9-17], [Approx. Theory and its Appl. 11:2(1995), 94-105] and V. Gupta [Soochow J. Math., 23(1)(1997) 115-118] can be improved which were not pointed out earlier.

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A NOTE ON THE PAPER TITLED SOME VARIANTS OF OSTROWSKI'S METHOD WITH SEVENTH-ORDER CONVERGENCE

  • Geum, Young Hee
    • 충청수학회지
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    • 제24권2호
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    • pp.141-146
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    • 2011
  • Kou et al. presented a class of new variants of Ostrowski's method in their paper (J. of Comput. Appl. Math., 209(2007), pp.153-159) whose title is "Some variants of Ostrowski's method with seventh-order convergence". They proposed an incorrect error equation, although they showed a correct seventh-order of convergence. The main objective of this note is to establish the correct error equation of the method and confirm its validity via concrete numerical examples.