• Bulletin of the Korean Mathematical Society
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• v.56 no.4
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• pp.867-883
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• 2019

The canal surfaces foliated by pseudo spheres $\mathbb{S}_1^2$ along a space curve in Minkowski 3-space are studied. The geometric properties of such surfaces are shown by classifying the linear Weingarten canal surfaces, the developable, minimal and umbilical canal surfaces are discussed at the same time.

• Bulletin of the Korean Mathematical Society
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• v.56 no.4
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• pp.939-959
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• 2019

Using generalized graded crossed products, we give necessary and sufficient conditions for a simple algebra over a Henselian valued field (under some hypotheses) to have Kummer subfields. This study generalizes some known works. We also study many properties of generalized graded crossed products and conditions for embedding a graded simple algebra into a matrix algebra of a graded division ring.

• Bulletin of the Korean Mathematical Society
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• v.56 no.4
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• pp.977-992
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• 2019

Mittag-Leffler stability of nonlinear fractional nabla difference systems is defined and the Lyapunov direct method is employed to provide sufficient conditions for Mittag-Leffler stability of, and in some cases the stability of, the zero solution of a system nonlinear fractional nabla difference equations. For this purpose, we obtain several properties of the exponential and one parameter Mittag-Leffler functions of fractional nabla calculus. Two examples are provided to illustrate the applicability of established results.

• Bulletin of the Korean Mathematical Society
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• v.56 no.4
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• pp.1007-1025
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• 2019

In the present work, the complete convergence and complete moment convergence properties for arrays of rowwise extended negatively dependent (END) random variables are investigated. Some sharp theorems on these strong convergence for weighted sums of END cases are established. These main results not only generalize the known corresponding ones of Cai [2], Wang et al. [17] and Shen [14], but also improve them, respectively.

• Bulletin of the Korean Mathematical Society
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• v.56 no.2
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• pp.461-470
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• 2019

In this note, we consider the growth of solutions to second order and higher order linear complex differential equations on annuli instead of the complex plane. We establish several theorems that are analogues of the results in the complex plane.

• Bulletin of the Korean Mathematical Society
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• v.56 no.2
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• pp.535-547
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• 2019

In this paper, by using the lower bound of linear forms in logarithms of Matveev and the theory of continued fractions by means of a variation of a result of Dujella and $Peth{\ddot{o}}$, we find all generalized Fibonacci numbers which are Pell numbers. This paper continues a previous work that searched for Pell numbers in the Fibonacci sequence.

• Bulletin of the Korean Mathematical Society
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• v.56 no.2
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• pp.549-554
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• 2019

• Bulletin of the Korean Mathematical Society
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• v.56 no.2
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• pp.277-283
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• 2019

In this paper, we present a cube root algorithm using a recurrence relation. Additionally, we compare the implementations of the Pocklington and $Padr{\acute{o}}-S{\acute{a}}ez$ algorithm with the Adleman-Manders-Miller algorithm. With the recurrence relations, we improve the Pocklington and $Padr{\acute{o}}-S{\acute{a}}ez$ algorithm by using a smaller base for exponentiation. Our method can reduce the average number of ${\mathbb{F}}_q$ multiplications.

• Bulletin of the Korean Mathematical Society
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• v.56 no.5
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• pp.1099-1115
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• 2019

In the present paper, we establish certain $L^p$ bounds for the generalized parametric Marcinkiewicz integral operators associated to surfaces generated by polynomial compound mappings with rough kernels in Grafakos-Stefanov class ${\mathcal{F}}_{\beta}(S^{n-1})$. Our main results improve and generalize a result given by Al-Qassem, Cheng and Pan in 2012. As applications, the corresponding results for the generalized parametric Marcinkiewicz integral operators related to the Littlewood-Paley $g^*_{\lambda}$-functions and area integrals are also presented.

• Bulletin of the Korean Mathematical Society
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• v.56 no.5
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• pp.1129-1141
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• 2019

We propose a stochastic delay financial model which describes influences driven by historical events. The underlying is modeled by stochastic delay differential equation (SDDE), and the delay effect is modeled by a stopping time in coefficient functions. While this model makes good economical sense, it is difficult to mathematically deal with this. Therefore, we circumvent this model with similar delay effects but mathematically more tractable, which is by the backward time integration. We derive the option pricing equation and provide the option price and the perfect hedging portfolio.