• Journal of applied mathematics & informatics
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• 제25권1_2호
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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.

• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.575-589
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• 2010

Exponential L$\acute{e}$evy models have become popular in modeling price processes recently in mathematical finance. Although it is a relatively simple extension of the geometric Brownian motion, it makes the market incomplete so that the option price is not uniquely determined. As a trial to find an appropriate price for an option, we suppose a situation where a hedger wants to initially invest as little as possible, but wants to have the expected squared loss at the end not exceeding a certain constant. For this, we assume that the underlying price process follows a variance-gamma model and it converges to a geometric Brownian motion as its quadratic variation converges to a constant. In the limit, we use the mean-variance approach to find the asymptotic minimum investment with the expected squared loss bounded. Some numerical results are also provided.

• Journal of Advanced Marine Engineering and Technology
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• 제32권8호
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• pp.1231-1239
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• 2008

The characteristics of flow on unventilated dual jets was experimentally investigated. The two nozzles each with an aspect ratio of 20 were separated by 6 nozzle widths. Reynolds number based on nozzle width was set to 5,000 by nozzle exit velocity. All measurements were made over a range of nozzle-to-nozzle angles from $0^{\circ}$ to $25^{\circ}$. The particle image velocimetry and pressure transducer were employed to measure turbulent velocity components and mean static pressure, respectively. It was shown that a recirculation zone with sub-atmospheric static pressure was bounded by the inner shear layers of the individual jets and the nozzles plated. As nozzle-to-nozzle inclined angles were decreased, it was found that the spanwise turbulent intensity is greater than the streamwise turbulent intensity in the merging region. In the combined region, the velocity of dual jets agree well with that of single jet, but the turbulence intensity of dual jets not agree with that of single jet.

• 한국해양학회지:바다
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• 제9권3호
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• pp.137-152
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• 2004

한반도 남서해안에서 연안지대의 기후학적 특성을 조사하기 위해 AWS(automatic weather system)와 4개 지점의 부이자료를 사용하였다. 연안지대를 기후학적으로 정의하였는데 해안선을 가로지르는 풍속과 온도의 기울기에 있어서 뚜렷이 대비가 나타나는 지대로 정의하였고, 연안지대가 고정적인 것이 아니라 종관풍에 따라 변동될 수 있다는 것을 보였다. 한반도의 남해와 서해에서 부이와 나란한 AWS지점으로 구성된 4개의 단면도선을 거제도부이라인, 거문도부이라인, 칠발도부이라인, 덕적도부이라인으로 선택하였다. 일주기와 월변동의 분석에서 월별평균과 극값, 부이와 각 지점간의 온도경도와 풍속의 누적빈도수가 연안의 범위와 특징을 조사하는데 응용되었다. 그 결과 연안지대의 최대범위는 거제도부이라인은 offshore에서 생림(해안선에서 약 34 km), 거문도부이라인은 순천(약 52 km), 칠발도부이라인은 자은도(약 27 km), 덕적도부이라인은 용인(약 65 km)으로 분석되었다. 종관풍에 따른 연안지대의 변동을 onshore, offshore, calm에 대해 조사하였다. 그 결과 onshore 일 때 연안지대의 범위는 65∼90 km로 변화한다. 더욱 우리는 태풍(MAEMI)에 의해 영향을 받은 2003년 9월 12일∼13일 동안에 거제도부이라인에 대한 풍속과 온도의 변화와 해상과 육상의 풍속비를 알기 위해 조사하였다.