• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1998.06a
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• pp.380-386
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• 1998

In this paper we introduce the concept of fuzzy integrals for set-valued mappings, which is an extension of fuzzy integrals for single-valued functions defined by Sugeno. And we give some properties including convergence theorems on fuzzy integrals for set-valued mappings.

• Bulletin of the Korean Mathematical Society
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• v.53 no.3
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• pp.903-924
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• 2016

In the present paper, using a simple formula for the conditional expectations given a generalized conditioning function over an analogue of vector-valued Wiener space, we prove that the analytic operator-valued Feynman integrals of certain classes of functions over the space can be expressed by the conditional analytic Feynman integrals of the functions. We then provide the conditional analytic Feynman integrals of several functions which are the kernels of the analytic operator-valued Feynman integrals.

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.4
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• pp.499-503
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• 2009

Y. R$\acute{e}$ball$\acute{e}$ [11] discussed the representation of necessity measure through the Choquet integral criterian. He also consider a decision maker who ranks necessity measures related with Choquet integral representation. In this paper, we consider a decision maker have an "ambiguity"(say, interval-valued) necessity measure according to their Choquet's expected utility. Furthermore, we prove two theorems which are weak Choquet integral representation of preferences with a monotone set function for interval-valued necessity measures and strong Choquet integral representation of preferences with an interval-valued utility function for necessity measures.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2006.05a
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• pp.370-373
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• 2006

In this paper, we consider set-valued aggregation operators and investigate some properties of them. Moreover, we define interval-valued Choquet integral aggregation operators and discuss their characterizations.

• Bulletin of the Korean Mathematical Society
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• v.40 no.1
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• pp.139-147
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• 2003

In this paper, we consider Choquet integrals of interval number-valued functions(simply, interval number-valued Choquet integrals). Then, we prove a convergence theorem for interval number-valued Choquet integrals with respect to an autocontinuous fuzzy measure.

• Honam Mathematical Journal
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• v.32 no.4
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• pp.633-642
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• 2010

In this note, we introduce the definition of the generalized analogue of Wiener measure on the space C[a, b] of all real-valued continuous functions on the closed interval [a, b], give several examples of it and investigate some important properties of it - the Fernique theorem and the existence theorem of scale-invariant measurable subsets on C[a, b].

• Communications of the Korean Mathematical Society
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• v.37 no.3
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• pp.749-763
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• 2022

Let C[0, T] denote an analogue of Weiner space, the space of real-valued continuous on [0, T]. In this paper, we investigate the translation of time interval [0, T] defining the analogue of Winer space C[0, T]. As applications of the result, we derive various relationships between the analogue of Wiener space and its product spaces. Finally, we express the analogue of Wiener measures on C[0, T] as the analogue of Wiener measures on C[0, s] and C[s, T] with 0 < s < T.

• Journal of the Chungcheong Mathematical Society
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• v.9 no.1
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• pp.129-136
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• 1996

We will investigate conditions of smooth measure ${\mu}$ for which analytic operator-valued Feynman integral associated with ${\mu}$ exist.

• Journal of the Korean Mathematical Society
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• v.35 no.4
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• pp.999-1018
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• 1998

In this paper, we prove stability theorems for the operator-valued Feynman integral of certain functionals involving some Borel measures on (0, t) as a bounded linear operator from L$_1$(R) to $C_{0}$(R).

• Journal of the Korean Mathematical Society
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• v.33 no.4
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• pp.763-775
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• 1996

For $Q = [0,S] \times [0,T]$ let C(Q) denote Yeh-Wiener space, i.e., the space of all real-valued continuous functions x(s,t) on Q such that x(0,t) = x(s,0) = 0 for every (s,t) in Q. Yeh [10] defined a Gaussian measure $m_y$ on C(Q) (later modified in [13]) such that as a stochastic process ${x(s,t), (s,t) \epsilon Q}$ has mean $E[x(s,t)] = \smallint_{C(Q)} x(s,t)m_y(dx) = 0$ and covariance $E[x(s,t)x(u,\upsilon)] = min{s,u} min{t,\upsilon}$. Let $C_\omega \equiv C[0,T]$ denote the standard Wiener space on [0,T] with Wiener measure $m_\omega$. Yeh [12] introduced the concept of the conditional Wiener integral of F given X, E(F$\mid$X), and for case X(x) = x(T) obtained some very useful results including a Kac-Feynman integral equation.