• 제목/요약/키워드: mathematical change

검색결과 878건 처리시간 0.024초

CHANGE POINT TEST FOR DISPERSION PARAMETER BASED ON DISCRETELY OBSERVED SAMPLE FROM SDE MODELS

  • Lee, Sang-Yeol
    • 대한수학회보
    • /
    • 제48권4호
    • /
    • pp.839-845
    • /
    • 2011
  • In this paper, we consider the cusum of squares test for the dispersion parameter in stochastic differential equation models. It is shown that the test has a limiting distribution of the sup of a Brownian bridge, unaffected by the drift parameter estimation. A simulation result is provided for illustration.

A PROBABILISTIC APPROACH FOR VALUING EXCHANGE OPTION WITH DEFAULT RISK

  • Kim, Geonwoo
    • East Asian mathematical journal
    • /
    • 제36권1호
    • /
    • pp.55-60
    • /
    • 2020
  • We study a probabilistic approach for valuing an exchange option with default risk. The structural model of Klein [6] is used for modeling default risk. Under the structural model, we derive the closed-form pricing formula of the exchange option with default risk. Specifically, we provide the pricing formula of the option with the bivariate normal cumulative function via a change of measure technique and a multidimensional Girsanov's theorem.

THE MANHEIM AND LIOVILLE FORMULAE BY THE BLASCHKE VECTORS IN R31

  • Ozyilmaz, Emin
    • 호남수학학술지
    • /
    • 제36권4호
    • /
    • pp.739-753
    • /
    • 2014
  • In this study, it is aimed to analyze how relationship among Blaschke vectors that the obtained formulae in [2, 3] change if parameter ruled surfaces of the spacelike line congruence are not choosed as principle ruled surfaces. Moreover, using the relation among Blaschke vectors, we obtain Manheim's and Liouville's formulae. This new method can be applied to congruences. Thus, we can obtain new formulae in lines space.

ON A GENERALIZED UPPER BOUND FOR THE EXPONENTIAL FUNCTION

  • Kim, Seon-Hong
    • 충청수학회지
    • /
    • 제22권1호
    • /
    • pp.7-10
    • /
    • 2009
  • With the introduction of a new parameter $n{\geq}1$, Kim generalized an upper bound for the exponential function that implies the inequality between the arithmetic and geometric means. By a change of variable, this generalization is equivalent to exp $(\frac{n(x-1)}{n+x-1})\;\leq\;\frac{n-1+x^n}{n}$ for real ${n}\;{\geq}\;1$ and x > 0. In this paper, we show that this inequality is true for real x > 1 - n provided that n is an even integer.

  • PDF

위상수학 강좌의 새로운 지도 방안

  • 김주영
    • East Asian mathematical journal
    • /
    • 제26권2호
    • /
    • pp.219-232
    • /
    • 2010
  • The main purpose of this work is to suggest a new approach to teaching general topology to undergraduate students. First, we change the order of contents. Usually, we introduce definitions, examples, theorems, and problems in this order. But, showing familiar examples of some concept of topology prior to the definition of one is the best method so far as I know from teaching experience of topology, which students feel very hard because of its abstractness. For more efficiency, mathematics-clubs each consisting of three or four students in topology course are established. This makes students very positive in topology class.

Children's Representations of Numbers

  • Park, Han-Shick
    • 한국수학교육학회지시리즈D:수학교육연구
    • /
    • 제1권1호
    • /
    • pp.1-5
    • /
    • 1997
  • We discuss some aspects of mathematics for teachers such as algebra for teachers, geometry for teachers, statistics for teachers, etc., which can be taught in teacher preparation courses. Mathematics for teachers should consider the followings: (a) Various solutions for a problem, (b) The dynamics of a problem introduced by change of condition, (c) Relationship of mathematics to real life, (d) Mathematics history and historical issues, (e) The difference between pure mathematics and pedagogical mathematics, (f) Understanding of the theoretical backgrounds, and (g) Understanding advanced mathematics.

  • PDF

대학수학 수업에서의 유아 수학교육 -교양수학 과목 개발을 위한- (Infant Math Education at College Math Classes -for developing general mathematics subject-)

  • 김병무;박재명
    • 한국수학교육학회지시리즈A:수학교육
    • /
    • 제42권3호
    • /
    • pp.337-352
    • /
    • 2003
  • In this paper, we have studied the ways to enhance students' interest in infant math education. Firstly, we explain to the students the relation between the infant math skills and the college math contents. Next, the students practiced the subject about the infant education and the infant math education in real environment. Finally, the results of the practice are analyzed. From this study, we could find that the students got good experiences in infant math education activities and had the chance to change their mind in affirmative way for the infant math education and mathematics itself through performing given projects and investigations.

  • PDF

On increasing the homogeneity of the properties of epitaxial layers grown from the gas phase, taking into account natural convection and changes in the rate of chemical interaction between materials

  • Pankratov, E.L.
    • Advances in materials Research
    • /
    • 제9권2호
    • /
    • pp.155-170
    • /
    • 2020
  • In this paper, using the recently introduced analytical approach for the analysis of mass and heat transfer during film growth in reactors for epitaxy from the gas phase, these processes are analyzed taking into account natural convection and the possibility of changing the rate of chemical interaction between reagents. As a result of the analysis, the conditions under which the homogeneity of the grown epitaxial layers increases with a change in the values of the parameters of the growth process are formulated.

PORTFOLIO SELECTION WITH HYPERBOLIC DISCOUNTING AND INFLATION RISK

  • Lim, Byung Hwa
    • 충청수학회지
    • /
    • 제34권2호
    • /
    • pp.169-180
    • /
    • 2021
  • This paper investigates the time-inconsistent agent's optimal consumption and investment problem under inflation risk. The agents' discount factor is governed by hyperbolic discounting, which has a random time to change. We impose the inflation risk which plays a crucial role in long-term financial planning. We derive the semi-analytic solution to the problem of sophisticated agents when the time horizon is finite.