• Title/Summary/Keyword: non-existence information

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RISK-MINIMIZING HEDGING FOR A SPECIAL CONTINGENTS

  • YANG, JIANQI;JIANG, QIUYAN
    • Journal of Applied and Pure Mathematics
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    • v.4 no.5_6
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    • pp.287-297
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    • 2022
  • In this paper, we consider a risk-minimization hedging problem for a special European contingent claims. The existence and uniqueness of strategy are given constructively. Firstly, a non-standard European contingent is demonstrated as stochastic payment streams. Then the existence of the risk minimization strategy and also the uniqueness are proved under two kinds market information by using Galtchouk-Kunita-Watanabe decomposition and constructing a 0-achieving strategy risk-minimizing strategies in full information. And further, we have proven risk-minimizing strategies exists and is unique under restrict information by constructing a weakly mean-selffinancing strategy.

STATIONARY PATTERNS FOR A PREDATOR-PREY MODEL WITH HOLLING TYPE III RESPONSE FUNCTION AND CROSS-DIFFUSION

  • Liu, Jia;Lin, Zhigui
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.2
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    • pp.251-261
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    • 2010
  • This paper deals with a predator-prey model with Holling type III response function and cross-diffusion subject to the homogeneous Neumann boundary condition. We first give a priori estimates (positive upper and lower bounds) of positive steady states. Then the non-existence and existence results of non-constant positive steady states are given as the cross-diffusion coefficient is varied, which means that stationary patterns arise from cross-diffusion.

LOCAL APPROXIMATE SOLUTIONS OF A CLASS OF NONLINEAR DIFFUSION POPULATION MODELS

  • Yang, Guangchong;Chen, Xia;Xiao, Lan
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.1
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    • pp.83-92
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    • 2021
  • This paper studies approximate solutions for a class of nonlinear diffusion population models. Our methods are to use the fundamental solution of heat equations to construct integral forms of the models and the well-known Banach compression map theorem to prove the existence of positive solutions of integral equations. Non-steady-state local approximate solutions for suitable harvest functions are obtained by utilizing the approximation theorem of multivariate continuous functions.

PULLBACK ATTRACTORS FOR 2D g-NAVIER-STOKES EQUATIONS WITH INFINITE DELAYS

  • Quyet, Dao Trong
    • Communications of the Korean Mathematical Society
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    • v.31 no.3
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    • pp.519-532
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    • 2016
  • We consider the first initial boundary value problem for the 2D non-autonomous g-Navier-Stokes equations with infinite delays. We prove the existence of a pullback $\mathcal{D}$-attractor for the continuous process associated to the problem with respect to a large class of non-autonomous forcing terms.

A Preprocessor for Detecting Potential Races in Shared Memory Parallel Programs with Internal Nondeterminism (내부적 비결정성을 가진 공유 메모리 병렬 프로그램에서 잠재적 경합탐지를 위한 전처리기)

  • Kim, Young-Joo;Jung, Min-Sub;Jun, Yong-Kee
    • The KIPS Transactions:PartA
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    • v.17A no.1
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    • pp.9-18
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    • 2010
  • Races that occur in shared-memory parallel programs such as OpenMP programs must be detected for debugging because of causing unintended non-deterministic results. Previous works which verify the existence of these races on-the-fly are limited to the programs without internal non-determinism. But in the programs with internal non-determinism, such works need at least N! execution instances for each critical section to verify the existence of races, where N is the degree of maximum parallelism. This paper presents a preprocessor that statically analyzes the locations of non-deterministic accesses using program slicing and can detect apparent races as well as potential races through single execution using the analyzed information. The suggested tool can deterministically monitor non-deterministic accesses to occur in OpenMP programs so that this tool can verify the existence of races even if it is used any race detection protocol which can apply to programs with critical section. To prove empirically this tool, we have experimented using a set of benchmark programs such as synthetic programs that involve non-deterministic accesses, OpenMP Microbenchmark, NAS Parallel Benchmark, and OpenMP application programs.

D2D Power Control in the Cellular System: Non Cooperative Game Theoretic Approach

  • Oh, Changyoon
    • Journal of the Korea Society of Computer and Information
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    • v.23 no.3
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    • pp.25-31
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    • 2018
  • In this paper, we consider the game theoretic approach to investigate the transmit power optimization problem where D2D users share the uplink of the cellular system. Especially, we formulate the transmit power optimization problem as a non cooperative power control game. In the user wide sense, each user may try to select its transmit power level so as to maximize its utility in a selfish way. In the system wide, the transmit power levels of all users eventually converge to the unique point, called Nash Equilibrium. We first formulate the transmit power optimization problem as a non cooperative power control game. Next, we examine the existence of Nash Equilibrium. Finally, we present the numerical example that shows the convergence to the unique transmit power level.

S/W Cinderella for Student's mental Representation about Non-Euclidean Geometry (비유클리드 기하의 정신적 표상을 위한 S/W Cinderella)

  • Kye Younghee;Shin Kyunghee
    • The Mathematical Education
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    • v.44 no.2 s.109
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    • pp.297-306
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    • 2005
  • In this paper, we propose a computer environment class for student's mental representations about non-Euclidean geometry. Through the software Cinderella, students construct knowledge about non-Euclidean geometry and recognize differentness between Euclidean and non-Euclidean geometry. Also they recognize an existence of non-Euclidean geometry newly and its mental representations with images represented in Cinderella. In geometry class, we make students can use many representations systematically and can figure a visual internal image by emphasizing a transform process. And then students can reason about non-Euclidean geometry.

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A study on non-existence information of the information disclosure system : focused on the central administrative agencies (정보공개제도상의 정보부존재에 관한 고찰 중앙행정기관을 중심으로)

  • Kim, You-seung;Choi, Jeong Min
    • The Korean Journal of Archival Studies
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    • no.46
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    • pp.153-187
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    • 2015
  • This study aims to discuss issues about non-existent information of the information disclosure system and to provide alternative strategies for the issues. For the theoretical discussion it reviews the definitions and standards of non-existent information and analyzes legal aspects and statistical changes of non-existent information. Furthemore, in order to discuss a current status and problems of non-existent information at the central administrative agencies, it analyzes the cases of the non-existent information notification. According to analysis results, non-existent information status of the surveyed institutions is a total of 4,421 cases for three years and it shows the continuous increasing trend year after year. The number of institutions that have the number of non-existent information equal to the number of nondisclosures or over it reached about 40%. It means excluding non-existent information from the reasons of nondisclosure influenced disclose rates and nondisclosure rates of many agencies. In the type analysis of the non-existent information reasons, the most main reason, the case of not producing or receiving the requested information by public institutions takes over 75% among the whole reasons. The next reason is the case of collecting or processing information takes over 7-10%. This study found the operational issues, as analyzing notifications of non-existent information. The operational issues are 1) the incomplete explanation of non-existent information, 2) the unclear scope of the collection and processing, 3) the problem of the transfer processing, and 4) the problem of recording management. Therefore, this study suggested some improvements of the perspective and the technical and procedural aspects. First, information disclosure issues including non-existent information are to be understood as an extension of records management. Second, disclosure service should improve overall based on advanced understanding. Third, the management procedures of non-existent information should be improved. Fourth, specific guidelines for handling non-existent information should be developed.