• Communications of the Korean Mathematical Society
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• v.19 no.4
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• pp.691-700
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• 2004

Let X and Y be operators acting on a Hilbert space and let (equation omitted) be a subspace lattice of orthogonal projections on the space containing 0 and I. We investigate normal interpolation problems in Alg(equation omitted): Given operators X and Y acting on a Hilbert space, when does there exist a normal operator A in Alg(equation omitted) such that AX = Y?

• Korean Journal of Mathematics
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• v.29 no.3
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• pp.639-647
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• 2021

In this paper, we consider the integral of a stochastic process with respect of a sequence of square integrable semimartingales. By this integrals, we construct a reproducing kernel Hilbert space and study the correspondence between this space with the concepts of arbitrage and viability in mathematical finance.

• Kyungpook Mathematical Journal
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• v.62 no.1
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• pp.69-88
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• 2022

In this work, the three-step intermixed iteration for two finite families of nonlinear mappings is introduced. We prove a strong convergence theorem for approximating a common fixed point of a strict pseudo-contraction and strictly pseudononspreading mapping in a Hilbert space. Some additional results are obtained. Finally, a numerical example in a space of real numbers is also given and illustrated.

• Korean Journal of Mathematics
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• v.16 no.1
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• pp.91-101
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• 2008

Let H be a Hilbert space. Assume that $0{\leq}{\alpha}$, ${\beta}{\leq}1$ and r(t) > 0 in I = [0, T]. By means of the fixed point theorem of Leray-Schauder type the existence principles of solutions for two point boundary value problems of the form $\array{(r(t)x^{\prime}(t))^{\prime}+f(t,x(t),r(t)x^{\prime}(t))=0,\;t{\in}I\\x(0)=x(T)=0}$ are established where f satisfies for positive constants a, b and c ${\mid}{f(t,x,y){\mid}{\leq}a{\mid}x{\mid}^{\alpha}+b{\mid}y{\mid}^{\beta}+c\;\;for\;all(t,x,y){\in}I{\times}H{\times}H$.

• Bulletin of the Korean Mathematical Society
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• v.55 no.2
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• pp.479-497
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• 2018

This paper deals with an optimal control on semilinear stochastic functional differential equations with Poisson jumps in a Hilbert space. The existence of an optimal control is derived by the solution of proposed system which satisfies weakly sequentially compactness. Also the stochastic maximum principle for the optimal control is established by using spike variation technique of optimal control with a convex control domain in Hilbert space. Finally, an application of retarded type stochastic Burgers equation is given to illustrate the theory.

• Journal of the Korean Statistical Society
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• v.28 no.1
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• pp.93-106
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• 1999

In this paper we consider estimation of a real valued parameter in the drift coefficient of a Hilbert space valued Ito stochastic differential equation. First we consider observation of the corresponding diffusion in a fixed time interval [0, T] and prove the Bernstein - von Mises theorem concerning the convergence of posterior distribution of the parameter given the observation, suitably normalised and centered at the MLE, to the normal distribution as Tlongrightarrow$\infty$. As a consequence, the Bayes estimator of the drift parameter becomes asymptotically efficient and asymptotically equivalent to the MLE as Tlongrightarrow$\infty$. Next, we consider observation in a random time interval where the random time is determined by a predetermined level of precision. We show that the sequential MLE is better than the ordinary MLE in the sense that the former is unbiased, uniformly normally distributed and efficient but is latter is not so.

• Communications of the Korean Mathematical Society
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• v.23 no.1
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• pp.133-140
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• 2008

Let {${\xi}_k,\;k\;{\in}\;{\mathbb{Z}}$} be a strictly stationary associated sequence of H-valued random variables with $E{\xi}_k\;=\;0$ and $E{\parallel}{\xi}_k{\parallel}^2\;<\;{\infty}$ and {$a_k,\;k\;{\in}\;{\mathbb{Z}}$} a sequence of linear operators such that ${\sum}_{j=-{\infty}}^{\infty}\;{\parallel}a_j{\parallel}_{L(H)}\;<\;{\infty}$. For a linear process $X_k\;=\;{\sum}_{j=-{\infty}}^{\infty}\;a_j{\xi}_{k-j}$ we derive that {$X_k} fulfills the functional central limit theorem.

• Korean Journal of Mathematics
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• v.27 no.3
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• pp.735-741
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• 2019

Let ${\mathcal{H}}$ be a complex Hilbert space and ${\mathcal{B}}({\mathcal{H}})$ the algebra of all bounded linear operators on ${\mathcal{H}}$. In this paper, we prove that if ${\varphi}:{\mathcal{B}}({\mathcal{H}}){\rightarrow}{\mathcal{B}}({\mathcal{H}})$ is a unital surjective bounded linear map, which preserves m- isometries m = 1, 2 in both directions, then there are unitary operators $U,V{\in}{\mathcal{B}}({\mathcal{H}})$ such that ${\varphi}(T)=UTV$ or ${\varphi}(T)=UT^{tr}V$ for all $T{\in}{\mathcal{B}}({\mathcal{H}})$, where $T^{tr}$ is the transpose of T with respect to an arbitrary but fixed orthonormal basis of ${\mathcal{H}}$.

• Kyungpook Mathematical Journal
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• v.62 no.3
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• pp.533-555
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• 2022

In this paper, we introduce a new algorithm for finding a solution of an equilibrium problem in a real Hilbert space. Our paper extends the single projection method to pseudomonotone variational inequalities, from a 2018 paper of Shehu et. al., to pseudomonotone equilibrium problems in a real Hilbert space. On the basis of the given algorithm for the equilibrium problem, we develop a new algorithm for finding a common solution of a equilibrium problem and fixed point problem. The strong convergence of the algorithm is established under mild assumptions. Several of fundamental experiments in finite (infinite) spaces are provided to illustrate the numerical behavior of the algorithm for the equilibrium problem and to compare it with other algorithms.

• Journal of applied mathematics & informatics
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• v.40 no.1_2
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• pp.153-171
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• 2022

In 1960, Schatten studied operators of the form $\sum_{n=1}^{{\infty}}\;{\lambda}_n(x_n{\otimes}{\bar{y_n}})$, where {x_n}n and {y_n}_n are orthonormal sequences in a Hilbert space, and {λ_n}n ∈ ℓ^∞(ℕ). Balazs generalized some of the results of Schatten in 2007. In this paper, we further generalize results of Balazs by studying the operators of the form $\sum_{n=1}^{{\infty}}\;{\lambda}_n(A^*_nx_n{\otimes}{\bar{B^*_ny_n}})$, where {A_n}n and {B_n}_n are operator-valued Bessel sequences, {x_n}_n and {y_n}_n are sequences in the Hilbert space such that {║x_n║║y_n║}_n ∈ ℓ^∞(ℕ). We also generalize the class of Hilbert-Schmidt operators studied by Balazs.