• 제목/요약/키워드: East Asian mathematics

검색결과 1,221건 처리시간 0.019초

ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL

  • Kim, Jai Heui;Veng, Sotheara
    • East Asian mathematical journal
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    • 제34권1호
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    • pp.1-16
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    • 2018
  • We study an optimization problem for hyperbolic absolute risk aversion (HARA) utility function under two-factor Heston's stochastic volatility model. It is not possible to obtain an explicit solution because our financial market model is complicated. However, by using asymptotic analysis technique, we find the explicit forms of the approximations of the optimal value function and the optimal strategy for HARA utility function.

FUZZY NONLINEAR RANDOM VARIATIONAL INCLUSION PROBLEMS INVOLVING ORDERED RME-MULTIVALUED MAPPING IN BANACH SPACES

  • Kim, Jong Kyu;Salahuddin, Salahuddin
    • East Asian mathematical journal
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    • 제34권1호
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    • pp.47-58
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    • 2018
  • In this paper, we consider a fuzzy nonlinear random variational inclusion problems involving ordered RME-multivalued mapping in ordered Banach spaces. By using the random relaxed resolvent operator and its properties, we suggest an random iterative algorithm. Finally both the existence of the random solution of the original problem and the convergence of the random iterative sequences generated by random algorithm are proved.

RECURRENCE RELATIONS FOR HIGHER ORDER MOMENTS OF A COMPOUND BINOMIAL RANDOM VARIABLE

  • Kim, Donghyun;Kim, Yoora
    • East Asian mathematical journal
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    • 제34권1호
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    • pp.59-67
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    • 2018
  • We present new recurrence formulas for the raw and central moments of a compound binomial random variable. Our approach involves relating two compound binomial random variables that have parameters with a difference of 1 for the number of trials, but which have the same parameters for the success probability for each trial. As a consequence of our recursions, the raw and central moments of a binomial random variable are obtained in a recursive manner without the use of Stirling numbers.

POLYNOMIAL INVARIANTS FOR VIRTUAL KNOTS VIA VIRTUALIZATION MOVES

  • Im, Young Ho;Kim, Sera
    • East Asian mathematical journal
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    • 제36권5호
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    • pp.537-545
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    • 2020
  • We investigate some polynomial invariants for virtual knots via virtualization moves. We define two types of polynomials WG(t) and S2G(t) from the definition of the index polynomial for virtual knots. And we show that they are invariants for virtual knots on the quotient ring Z[t±1]/I where I is an ideal generated by t2 - 1.

SYNCHRONIZATION OF UNIDIRECTIONAL RING STRUCTURED IDENTICAL FITZHUGH-NAGUMO NETWORK UNDER IONIC AND EXTERNAL ELECTRICAL STIMULATIONS

  • Ibrahim, Malik Muhammad;Jung, Il Hyo
    • East Asian mathematical journal
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    • 제36권5호
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    • pp.547-554
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    • 2020
  • Synchronization of unidirectional identical FitzHugh-Nagumo systems coupled in a ring structure under ionic and external electrical stimulations is investigated. In this network, each neuron is only connected and transmit signals to its next neuron via synaptic strength called gapjunctions. Adaptive control theory and Lyapunov stability theory are used to propose a unique control scheme with necessary and sufficient conditions which guarantee the synchronization of the neuronal network. Finally, the effectiveness of the proposed scheme is shown through numerical simulations.

2-DIMENSIONAL EXPANSION OF QUADRATIC FUZZY NUMBERS THROUGH CALCULATION AND GRAPH

  • Kim, Hyun;Yun, Yong Sik
    • East Asian mathematical journal
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    • 제36권5호
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    • pp.561-570
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    • 2020
  • We compute the extended four operations of the 2-dimensional quadratic fuzzy numbers. Then we calculate the intersection between a plane perpendicular to the x-axis, which passes through each vertex, and the resulting 2-dimensional quadratic fuzzy number. We confirm that the equations of the two intersections acquired in this way and the graphs are actually identical, respectively.