• Bulletin of the Korean Mathematical Society
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• v.55 no.2
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• pp.561-572
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• 2018

In this paper we consider the concept of statistical causality in continuous time between flows of information, represented by filtrations. Then we relate the given concept of causality to the equivalent change of measure that plays an important role in mathematical finance. We give necessary and sufficient conditions, in terms of statistical causality, for extremality of measure in the set of martingale measures. Also, we have considered the extremality of measure which involves the stopping time and the stopped processes, and obtained similar results. Finally, we show that the concept of unique equivalent martingale measure is strongly connected to the given concept of causality and apply this result to the continuous market model.

• Nonlinear Functional Analysis and Applications
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• v.26 no.1
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• pp.137-155
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• 2021

In this paper, first, we prove some common fixed point theorems for the generalized contraction condition under newly defined modified simulation function which generalize and include many results in the literature. Second, we give two numerical examples with graphical representations for verifying the proposed results. Third, we discuss and study a set of common fixed point theorems for two pairs (finite families) of self-mappings. Finally, we give some applications of our results in discrete and functional fractional economic systems.

• Bulletin of the Korean Mathematical Society
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• v.61 no.4
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• pp.1033-1051
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• 2024

In this paper, we define a parametric variant of generalized Euler sums and construct contour integration to give some explicit evaluations of these parametric Euler sums. In particular, we establish several explicit formulas of (Hurwitz) zeta functions, linear and quadratic parametric Euler sums. Furthermore, we also give an explicit evaluation of alternating double zeta values ${\zeta}({\bar{2j}};\,2m+1)$ in terms of a combination of alternating Riemann zeta values by using the parametric Euler sums.

• Journal of the Korean Mathematical Society
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• v.55 no.4
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• pp.849-875
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• 2018

The purpose of this paper is to present an operator method of regularization for the problem of finding a solution of a system of nonlinear ill-posed equations with a monotone hemicontinuous mapping and N inverse-strongly monotone mappings in Banach spaces. A regularization parameter choice is given and convergence rate of the regularized solutions is estimated. We also give the convergence and convergence rate for regularized solutions in connection with the finite-dimensional approximation. An iterative regularization method of zero order in a real Hilbert space and two examples of numerical expressions are also given to illustrate the effectiveness of the proposed methods.

• Korean Journal of Mathematics
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• v.23 no.1
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• pp.205-230
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• 2015

A class of periodic type boundary value problems of coupled impulsive fractional differential equations are proposed. Sufficient conditions are given for the existence of solutions of these problems. We allow the nonlinearities p(t)f(t, x, y) and q(t)g(t, x, y) in fractional differential equations to be singular at t = 0, 1 and be involved a sup-multiplicative-like function. So both f and g may be super-linear and sub-linear. The analysis relies on a well known fixed point theorem. An example is given to illustrate the efficiency of the theorems.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.14 no.3
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• pp.181-187
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• 2014

Dealing with uncertainty is always a challenging problem. Intuitionistic fuzzy sets was presented to manage situations in which experts have some membership and non-membership value to assess an alternative. Hesitant fuzzy sets was used to handle such situations in which experts hesitate between several possible membership values to assess an alternative. In this paper, the concept of intuitionistic hesitant fuzzy set is introduced to provide computational basis to manage the situations in which experts assess an alternative in possible membership values and non-membership values. Distance measure is defined between any two intuitionistic hesitant fuzzy elements. Fuzzy technique for order preference by similarity to ideal solution is developed for intuitionistic hesitant fuzzy set to solve multi-criteria decision making problem in group decision environment. An example is given to illustrate this technique.

• Kyungpook Mathematical Journal
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• v.55 no.4
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• pp.997-1030
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• 2015

This paper is concerned with integral type boundary value problems of second order singular differential equations with quasi-Laplacian on whole lines. Sufficient conditions to guarantee the existence and non-existence of positive solutions are established. The emphasis is put on the non-linear term $[{\Phi}({\rho}(t)x^{\prime}(t))]^{\prime}$ involved with the nonnegative singular function and the singular nonlinearity term f in differential equations. Two examples are given to illustrate the main results.

• Journal of the Korean Mathematical Society
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• v.40 no.2
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• pp.225-239
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• 2003

(G, <) is an ordered group if'<'is a total order relation on G in which f < g implies that xfy < xgy for all f, g, x, y $\in$ G. We say that (G, <) is centrally ordered if (G, <) is ordered and ［G,D］ $\subseteq$ C for every convex jump C $\prec$ D in G. Equivalently, if $f^{-1}g f{\leq} g^2$ for all f, g $\in$ G with g > 1. Every order on a torsion-free locally nilpotent group is central. We prove that if every order on every two-generator subgroup of a locally soluble orderable group G is central, then G is locally nilpotent. We also provide an example of a non-nilpotent two-generator metabelian orderable group in which all orders are central.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.557-573
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• 2015

In this paper we develop a Bayesian inference for a multiplicative double seasonal autoregressive (DSAR) model by implementing a fast, easy and accurate Gibbs sampling algorithm. We apply the Gibbs sampling to approximate empirically the marginal posterior distributions after showing that the conditional posterior distribution of the model parameters and the variance are multivariate normal and inverse gamma, respectively. The proposed Bayesian methodology is illustrated using simulated examples and real-world time series data.

• Journal of applied mathematics & informatics
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• v.31 no.5_6
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• pp.711-732
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• 2013

In this paper, we are interested in finding explicit numerical formulas to evaluate defaultable bonds prices of firms. For this purpose, we use a default intensity whose values depend on the credit rating of these firms. Each credit rating corresponds to a state of the default intensity. Then, this regime switches as soon as one of the credit rating of a firm also changes. Moreover, this regime switching default intensity model allows us to capture well some market features or economics behaviors. Thus, we obtain two explicit different formulas to evaluate the conditional Laplace transform of a regime switching Cox Ingersoll Ross model. One using the property of semi-affine of the model and the other one using analytic approximation. We conclude by giving some numerical illustrations of these formulas and real data estimation results.