• Title/Summary/Keyword: APPL1

Search Result 88, Processing Time 0.03 seconds

EQUIVALENCE BETWEEN SYMMETRIC DUAL PROGRAM AND MATRIX GAME

  • Kim, Moon-Hee
    • Journal of applied mathematics & informatics
    • /
    • v.25 no.1_2
    • /
    • pp.505-511
    • /
    • 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
    • Honam Mathematical Journal
    • /
    • v.38 no.1
    • /
    • pp.127-139
    • /
    • 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
    • /
    • v.27 no.1_2
    • /
    • pp.267-273
    • /
    • 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.

  • PDF

MAXIMAL INEQUALITIES AND AN APPLICATION UNDER A WEAK DEPENDENCE

  • HWANG, EUNJU;SHIN, DONG WAN
    • Journal of the Korean Mathematical Society
    • /
    • v.53 no.1
    • /
    • pp.57-72
    • /
    • 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
    • /
    • v.34 no.3
    • /
    • pp.239-248
    • /
    • 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
    • /
    • v.30 no.5_6
    • /
    • pp.809-820
    • /
    • 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
    • /
    • v.9 no.1
    • /
    • pp.125-133
    • /
    • 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
    • /
    • v.46 no.2
    • /
    • pp.185-188
    • /
    • 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.

  • PDF

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

  • Geum, Young Hee
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.24 no.2
    • /
    • pp.141-146
    • /
    • 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.