• Journal of the Korean Mathematical Society
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• 제33권4호
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• pp.777-791
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• 1996

Let $S(R^d)$ be the Schwartz space of infinitely differentiable functions on $R^d$ which vanish at $\infty$ and $S'(R^d)$ be its dual space. The theory of stochastic differential equations(SDEs) governing processes that takes values in the dual of countably Hilbertian nuclear space such as $S'(R^d)$ studied by many authors(e.g [M],[KM]). Let M be a martingale measure defined by Walsh[W], then M can be considered as a $S'(R^d)$-valued process in a certain condition i.e. M has a version of $S'(R^d)$-valued martingale process. (See [W] for detailed discussion)

• Journal of the Korean Institute of Intelligent Systems
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• 제19권3호
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• pp.350-354
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• 2009

Y. R$\acute{e}$ball$\acute{e}$[Fuzzy Sets and Systems, vol.157, pp.3025-2039, 2006] discussed the representation of necessity measure through the Choquet integral criterian. He also considered a decision maker who ranks necessity measures related with Choquet integral representation. Our motivation of this paper is that a decision maker have an "ambiguity" necessity measure to present preferences. In this paper, we discuss the representation of interval-valued necessity measures through the Choquet integral criterian.

• Communications for Statistical Applications and Methods
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• 제27권2호
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• pp.177-187
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• 2020

This article is concerned with the issue of forecasting and evaluation of threshold-asymmetric volatility models for time series of count data. In particular, threshold integer-valued models with conditional Poisson and conditional negative binomial distributions are highlighted. Based on the parametric bootstrap method, some evaluation measures are discussed in terms of one-step ahead forecasting. A parametric bootstrap procedure is explained from which directional measure, magnitude measure and expected cost of misclassification are discussed to evaluate competing models. The cholera data in Bangladesh from 1988 to 2016 is analyzed as a real application.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 한국지능시스템학회 2007년도 추계학술대회 학술발표 논문집
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• pp.195-198
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• 2007

In this paper, we consider Lebesgue-type theorems in non-additive measure theory and then investigate interval-valued Choquet integrals and interval-valued fuzzy integral with respect to a additive monotone set function. Furthermore, we discuss the equivalence among the Lebesgue's theorems, the monotone convergence theorems of interval-valued fuzzy integrals with respect to a monotone set function and find some sufficient condition that the monotone convergence theorem of interval-valued Choquet integrals with respect to a monotone set function holds.

• Journal of the Korean Institute of Intelligent Systems
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• 제17권6호
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• pp.749-753
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• 2007

In this paper, we consider Lebesgue-type theorems in non-additive measure theory and then investigate interval valued Choquet integrals and interval-valued fuzzy integral with respect to a additive monotone set function. Furthermore, we discuss the equivalence among the Lebesgue's theorems, the monotone convergence theorems of interval-valued fuzzy integrals with respect to a monotone set function and find some sufficient condition that the monotone convergence theorem of interval-valued Choquet integrals with respect to a monotone set function holds.

• Communications of the Korean Mathematical Society
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• 제28권2호
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• pp.285-295
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• 2013

In this note we present sufficient conditions for the existence of Radon-Nikodym derivatives (RND) of operator valued measures with respect to scalar measures. The RND is characterized by the Bochner integral in the strong operator topology of a strongly measurable operator valued function with respect to a nonnegative finite measure. Using this result we also obtain a characterization of compact sets in the space of operator valued measures. An extension of this result is also given using the theory of Pettis integral. These results have interesting applications in the study of evolution equations on Banach spaces driven by operator valued measures as structural controls.

• The Pure and Applied Mathematics
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• 제9권1호
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• pp.73-79
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• 2002

In this paper, We Characterize the Pettis integrability for the Dunford integrable functions on a perfect finite measure space.

• Bulletin of the Korean Mathematical Society
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• 제21권2호
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• pp.99-106
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• 1984

J. Yeh has recently introduced the concept of conditional Wiener integrals which are meant specifically the conditional expectation E$^{w}$ (Z vertical bar X) of a real or complex valued Wiener integrable functional Z conditioned by the Wiener measurable functional X on the Wiener measure space (A precise definition of the conditional Wiener integral and a brief discussion of the Wiener measure space are given in Section 2). In [3] and [4] he derived some inversion formulae for conditional Wiener integrals and evaluated some conditional Wiener integrals E$^{w}$ (Z vertical bar X) conditioned by X(x)=x(t) for a fixed t>0 and x in Wiener space. Thus E$^{w}$ (Z vertical bar X) is a real or complex valued function on R$^{1}$. In this paper we shall be concerned with the random vector X given by X(x) = (x(s$_{1}$),..,x(s$_{n}$ )) for every x in Wiener space where 0=s$_{0}$ $_{1}$<..$_{n}$ =t. In Section 3 we will evaluate some conditional Wiener integrals E$^{w}$ (Z vertical bar X) which are real or complex valued functions on the n-dimensional Euclidean space R$^{n}$ . Thus we extend Yeh's results [4] for the random variable X given by X(x)=x(t) to the random vector X given by X(x)=(x(s$_{1}$).., x(s$_{n}$ )).

• Journal of the Korean Mathematical Society
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• 제39권4호
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• pp.559-577
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• 2002

It is known that the analytic operator-valued Feynman integral exists for some "potentials" which we so singular that they must be given by measures rather than by functions. Corresponding stability results involving monotonicity assumptions have been established by the author and others. Here in our main theorem we prove further stability theorem without monotonicity requirements.

• Journal of applied mathematics & informatics
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• 제22권1_2호
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• pp.209-222
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• 2006

Estimation of the spectral measure, covariance and spectral density functions of a strictly stationary r-vector valued time series is considered, under the assumption that some of the observations are missed. The modified periodograms are calculated using data window. The asymptotic normality is studied.