• Title/Summary/Keyword: MEASURE

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THE SIMPLE FORMULA OF CONDITIONAL EXPECTATION ON ANALOGUE OF WIENER MEASURE

  • Ryu, Kun-Sik
    • Honam Mathematical Journal
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    • v.30 no.4
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    • pp.723-732
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    • 2008
  • In this note, we establish the uniqueness theorem of conditional expectation on analogue of Wiener measure space for given distributions and prove the simple formula of conditional expectation on analogue of Wiener measure which is essentially similar to Park and Skoug's formula on the concrete Wiener measure.

A Measure of Agreement for Multivariate Interval Observations by Different Sets of Raters

  • Um, Yong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.957-963
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    • 2004
  • A new agreement measure for multivariate interval data by different sets of raters is proposed. The proposed approach builds on Um's multivariate extension of Cohen's kappa. The proposed measure is compared with corresponding earlier measures based on Berry and Mielke's approach and Janson and Olsson approach, respectively. Application of the proposed measure is exemplified using hypothetical data set.

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RISK MEASURE PRICING AND HEDGING IN THE PRESENCE OF TRANSACTION COSTS

  • Kim, Ju-Hong
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.293-310
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    • 2007
  • Recently a risk measure pricing and hedging is replacing a utility-based maximization problem in the literature. In this paper, we treat the optimal problem of risk measure pricing and hedging in the friction market, i.e. in the presence of transaction costs. The risk measure pricing is also verified with the contexts in the literature.

TOEPLITZ AND HANKEL OPERATORS WITH CARLESON MEASURE SYMBOLS

  • Park, Jaehui
    • Communications of the Korean Mathematical Society
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    • v.37 no.1
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    • pp.91-103
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    • 2022
  • In this paper, we introduce Toeplitz operators and Hankel operators with complex Borel measures on the closed unit disk. When a positive measure 𝜇 on (-1, 1) is a Carleson measure, it is known that the corresponding Hankel matrix is bounded and vice versa. We show that for a positive measure 𝜇 on 𝔻, 𝜇 is a Carleson measure if and only if the Toeplitz operator with symbol 𝜇 is a densely defined bounded linear operator. We also study Hankel operators of Hilbert-Schmidt class.

SOME PROPERTIES OF SUMMABLE IN MEASURE

  • Kim, Hwa-Joon
    • Journal of applied mathematics & informatics
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    • v.25 no.1_2
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    • pp.525-531
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    • 2007
  • We newly introduce the concept of summable in measure and investigate on some its properties. In addition to this, we consider a size of given series by means of we are giving Lebesgue measure to an associated series.

CONVERGENCE OF CHOQUET INTEGRAL

  • HONG DUG HUN;KIM KYUNG TAE
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.613-619
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    • 2005
  • In this paper, we consider various types of convergence theorems of Choquet integral. We also show that the autocontinuity of finite fuzzy measure is equivalent to a convergence theorem with respect to convergence in measure.