• 대한수학회지
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• 제59권6호
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• pp.1153-1170
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• 2022

In this paper, we investigate the portfolio optimization problem under the SVCEV model, which is a hybrid model of constant elasticity of variance (CEV) and stochastic volatility, by taking into account of minimum-entropy robustness. The Hamilton-Jacobi-Bellman (HJB) equation is derived and the first two orders of optimal strategies are obtained by utilizing an asymptotic approximation approach. We also derive the first two orders of practical optimal strategies by knowing that the underlying Ornstein-Uhlenbeck process is not observable. Finally, we conduct numerical experiments and sensitivity analysis on the leading optimal strategy and the first correction term with respect to various values of the model parameters.

• 한국수학사학회지
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• 제23권2호
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• pp.1-21
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• 2010

광무 9년(1905년) 12월5일 한국인 최초의 이학사인 유일선이 발행한 우리나라 첫 번째 수학 저널인 <수리학잡지 (數理學雜誌)> 가 사료로 최근 수학계에 그 존재를 알렸다. 이 저널은 매월 5일 발행한 정기간행물로 2년 정도 (광무10년 6월5일 제 7호까지) 발간된 후 폐간되었다. 발행은 유일선에 의해 1907년 설립된 정리사(精理舍) 가 위치한 서울 남대문 근처 상동 (尙洞) 의 '수리학잡지사' 를 통하여 이루어졌다. 그 내용은 근대수학의 기초 내용을 강론형식으로 서술한 '산술신강의' 와 '산술문제 해설' 및 '이과 (理科)' 로 구성되었다. 본 논문은 유일선이 발행한 한국 최초의 수학 저널 <수리학잡지> 의 창간호의 내용을 분석하고 그 내용을 구체적으로 소개하는데 그 목적이 있다.

• 한국수학교육학회지시리즈A:수학교육
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• 제46권1호
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• pp.53-67
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• 2007

During the recent years at a middle level Engineering School located at the local areas in Korea, more than 20 percent of freshmen had failed at their first College Mathematics. In consequence, many of them had hard time to survive at their major curriculums. The purpose of this study is to look for the main reasons of their failure and suggest an alternation of the present curriculum. Using the responses to the questionnaires and placement test scores, we studied the characteristics of the students' Mathematical abilities and analyzed how they were related to their grades of the First College Mathematics at the end of the first semester. The mathematical ability of the students at the middle level Engineering School turned out to range from bottom to top even though most of them revealed their interests towards Mathematics. The students with low scores at the placement test were more likely to fail at their first College Mathematics. Thus we suggest that the school should open a new preparation course ahead of the First College Mathematics for those who achieve low scores at the placement test and also professors should write proper books and develop ways of teaching.

• 대한수학회보
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• 제60권2호
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• pp.425-441
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• 2023

This paper is concerned with the value distribution for meromorphic solutions f of a class of nonlinear partial differential-difference equation of first order with small coefficients. We show that such solutions f are uniquely determined by the poles of f and the zeros of f - c, f - d (counting multiplicities) for two distinct small functions c, d.

• 한국수학교육학회지시리즈E:수학교육논문집
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• 제20권4호
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• pp.523-535
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• 2006

We surveyed statistically the freshmen's achievement of the first year mathematics courses in Kwangwoon University, which were opened at the first semester of academic year 2006. In doing so, we classified the freshmen according to the Mathematical Area 'ga' or 'na' and the Natural Science or Social Science Area of Korean Scholastic Aptitude Test(KSAT) which they have chosen. We found that the freshmen who have chosen the Mathematical Area 'na' and the Social Science Area have the serious problem in studying the freshmen's math courses.

• 대한수학회보
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• 제53권4호
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• pp.1113-1122
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• 2016

Let (M, g(t)) be a compact Riemannian manifold and the metric g(t) evolve by the Yamabe flow. In the paper we derive the evolution for the first eigenvalue of geometric operator $-{\Delta}_{\phi}+{\frac{R}{2}}$ under the Yamabe flow, where ${\Delta}_{\phi}$ is the Witten-Laplacian operator, ${\phi}{\in}C^2(M)$, and R is the scalar curvature with respect to the metric g(t). As a consequence, we construct some monotonic quantities under the Yamabe flow.

• 대한수학회논문집
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• 제32권1호
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• pp.47-53
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• 2017

Generalized integral formulas involving the generalized modified k-Bessel function $J^{b,c,{\gamma},{\lambda}}_{k,{\upsilon}}(z)$ of first kind are expressed in terms generalized Wright functions. Some interesting special cases of the main results are also discussed.

• 대한수학회논문집
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• 제15권4호
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• pp.683-689
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• 2000

The convergence rate of the expectation of the logarithm of the first return time R(sub)n with block length n has been investigated for Bernoulli processes. This idea is applied to check the randomness of the digits of the decimal expansion of $\pi$, e and √2.

• 대한수학회지
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• 제50권3호
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• pp.591-605
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• 2013

The underlying field is of characteristic $p$ > 2. In this paper, we first use the method of computing the homogeneous derivations to determine the first cohomology of the so-called odd contact Lie algebra with coefficients in the even part of the generalized Witt Lie superalgebra. In particular, we give a generating set for the Lie algebra under consideration. Finally, as an application, the derivation algebra and outer derivation algebra of the Lie algebra are completely determined.

• 대한수학회논문집
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• 제31권2호
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• pp.355-363
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• 2016

By employing a refined version of the $P{\acute{o}}lya$ type integral inequality and other techniques, the authors establish some inequalities and absolute monotonicity for modified Bessel functions of the first kind with nonnegative integer order.