• Journal of the Korean Statistical Society
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• v.20 no.2
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• pp.139-146
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• 1991

A generalization of an earlier diffusion model for system subject to continuous wear is presented. It is assumed that the state of the system is modelled by Brownian motion with negative drift and an absorbing barrier at the origin. A repairman arrives according to a stationary renewal process and increases the state of the system by a random amount if the state does not exceed a threshold. Various properties of this model are investigated including the distribution of the state of the system at time t, the first passage time to state 0 and the probability that the state of the system exceeds a certain level throughout a specified interval.

• Proceedings of the KSME Conference
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• 2007.05b
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• pp.2160-2164
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• 2007

In this study, the mechanism of enhanced thermal conductivity is elucidated on the bases of both electric double layer (EDL) and kinetic theory. A novel expression for the thermal conductivity of nanofluids is proposed and verified by applying to $Al_2O_3$ nanofluids with regard to various temperatures, volume fractions and particle sizes. In dilute nanofluids, the effects of Brownian motion and particle interaction on enhancing the thermal conductivity of nanofluids are quite comparable while the effect of particle interaction due to EDL is more prominent in dense nanofluids. The model presented in this paper shows that particle interaction due to the electrical double layer is the most responsible for the enhancement of thermal conductivity of nanofluids.

• Bulletin of the Korean Mathematical Society
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• v.50 no.1
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• pp.217-231
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• 2013

In this paper we establish a Fubini theorem for generalized analytic Feynman integral and $L_1$ generalized analytic Fourier-Feynman transform for the functional of the form $$F(x)=f({\langle}{\alpha}_1,\;x{\rangle},\;{\cdots},\;{\langle}{{\alpha}_m,\;x{\rangle}),$$ where {${\alpha}_1$, ${\cdots}$, ${\alpha}_m$} is an orthonormal set of functions from $L_{a,b}^2[0,T]$. We then obtain several generalized analytic Feynman integration formulas involving generalized analytic Fourier-Feynman transforms.

• Journal of the Chungcheong Mathematical Society
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• v.19 no.1
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• pp.79-99
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• 2006

In this paper, we define a class of functional defined on a very general function space $C_{a,b}[0,T]$ like a Fresnel class of an abstract Wiener space. We then define the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product of functionals on function space $C_{a,b}[0,T]$. Finally, we establish some relationships between the multiple $L_p$ analytic generalized Fourier-Feynman transform and the generalized convolution product for functionals in $\mathcal{F}(C_{a,b}[0,T])$.

• Journal of the Chungcheong Mathematical Society
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• v.23 no.1
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• pp.37-48
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• 2010

In this paper we use a generalized Brownian motion process to defined an analytic operator-valued generalized Feynman integral. We then obtain explicit formulas for the analytic operatorvalued generalized Feynman integrals for functionals of the form $$F(x)=f\({\int}^T_0{\alpha}_1(t)dx(t),{\cdots},{\int}_0^T{\alpha}_n(t)dx(t)\)$$, where x is a continuous function on [0, T] and {${\alpha}_1,{\cdots},{\alpha}_n$} is an orthonormal set of functions from ($L^2_{a,b}[0,T]$, ${\parallel}{\cdot}{\parallel}_{a,b}$).

• Journal of the Korean Mathematical Society
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• v.35 no.3
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• pp.713-725
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• 1998

Let X and Y be Ito processes with dX$_{s}$ = $\phi$$_{s}$dB$_{s}$ ＋ $\psi$$_{s}$ds and dY$_{s}$ = (equation omitted)dB$_{s}$ ＋ ξ$_{s}$ds. Burkholder obtained a sharp bound on the distribution of the maximal function of Y under the assumption that │Y$_{0}$│$\leq$│X$_{0}$│,│ζ│$\leq$│$\phi$│, │ξ│$\leq$│$\psi$│ and that X is a nonnegative local submartingale. In this paper we consider a wider class of Ito processes, replace the assumption │ξ│$\leq$│$\psi$│ by a more general one │ξ│$\leq$$\alpha$ │$\psi$│ , where a $\geq$ 0 is a constant, and get a weak-type inequality between X and the maximal function of Y. This inequality, being sharp for all a $\geq$ 0, extends the work by Burkholder.der.urkholder.der.

• Transactions of the Korean Society of Mechanical Engineers B
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• v.28 no.8 s.227
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• pp.968-975
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• 2004

Nanofluids have anomalously high thermal conductivities at very low fraction, strongly temperature-dependent and size-dependent conductivities, and three-fold higher critical heat flux than that of base fluids. Traditional conductivity theories such as the Maxwell or other macroscale approaches cannot explain why nanofluids have these intriguing features. So in this paper, we devise a theoretical model that accounts for the fundamental role of dynamic nanoparticles in nanofluids. The proposed model not only captures the concentration and temperature-dependent conductivity, but also predicts strongly size-dependent conductivity. Furthermore, we physically explain the new phenomena for nanofluids. In addition, based on a proposed model, the effects of various parameters such as the ratio of thermal conductivity of nanofluids to that of a base fluid, volume fraction, nanoparticle size, and temperature on the thermal conductivities of nanofluids are investigated.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.59-73
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• 2009

A floating-strike lookback call option gives the holder the right to buy at the lowest price of the underlying asset. Similarly, a floating-strike lookback put option gives the holder the right to sell at the highest price. This paper will propose an outside floating-strike lookback call (or put) option that gives the holder the right to buy (or sell) one underlying asset at some percentage of the lowest (or highest) price of the other underlying asset. In addition, this paper will derive explicit pricing formulas for these outside floating-strike lookback options. Sections 3 and 4 assume that the underlying assets pay no dividends. In contrast, Section 5 will derive explicit pricing formulas for these options when their underlying assets pay dividends continuously at a rate proportional to their prices. Some numerical examples will be discussed.

• Journal of Korean Society of Water and Wastewater
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• v.9 no.4
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• pp.63-72
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• 1995

The mean velocity gradient, G, has been used as a principal design and operation parameter for flocculation unit. This paper questions that significance. The physical and qualitative meaning of collision efficiency factors of each transport mechanism (Brownian motion, fluid shear, and differential sedimentation) are reviewed. The overall collision frequency function is calculated by summing up the collision frequency function of each mechanism. In the collision of two particles of different size, a diagram showing the dominant region in which each mechanism is important is developed and the meaning of the diagram is discussed. The primary ramification of this curvilinear, heterodisperse approach is that G is found to be not nearly so important. Previous experimental work in which the role of G has been examined is reviewed in light of this finding.

• Bulletin of the Korean Mathematical Society
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• v.48 no.2
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• pp.223-245
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• 2011

In this paper, we de ne an $L_p$ analytic generalized Fourier Feynman transform and a convolution product of functionals in a Ba-nach algebra $\cal{F}$($C_{a,b}$[0, T]) which is called the Fresnel type class, and in more general class $\cal{F}_{A_1;A_2}$ of functionals de ned on general functio space $C_{a,b}$[0, T] rather than on classical Wiener space. Also we obtain some relationships between the $L_p$ analytic generalized Fourier-Feynman transform and convolution product for functionals in $\cal{F}$($C_{a,b}$[0, T]) and in $\cal{F}_{A_1,A_2}$.