• 대한수학회논문집
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• 제13권2호
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• pp.367-375
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• 1998

In this paper, we present the close solution for minimal hedging portofolis $II^*$ when payment f for American option admits the integral option.

• 대한수학회지
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• 제38권1호
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• pp.163-176
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• 2001

We examine Orlicz-type integral inequalities for operators and obtain as a corollary a characterization of such inequalities for the Hardy-Littlewood maximal operator extending the well-known L(sup)p-norm inequalities.

• 충청수학회지
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• 제12권1호
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• pp.95-101
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• 1999

In this paper we prove a controlled convergence theorem for the Henstock integral by using new conditions.

• 한국수학사학회지
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• 제13권2호
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• pp.65-72
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• 2000

In this paper we treat the Yeh-Wiener integral and the conditional Yeh-Wiener integral for vector-valued conditioning function which are examples of the function space integrals. Finally, we state the modified conditional Yeh-Wiener integral for vector-valued conditioning function.

• Journal of applied mathematics & informatics
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• 제14권1_2호
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• pp.213-223
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• 2004

Double integral inequalities of Simpson type are obtained. These inequalities are sharp. Applications in numerical integration are given.

• Korean Journal of Mathematics
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• 제20권4호
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• pp.381-393
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• 2012

In this paper, we introduce the Choquet-Pettis integral of set-valued mappings and investigate some properties and convergence theorems for the set-valued Choquet-Pettis integrals.

• 한국수학사학회지
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• 제12권2호
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• pp.41-46
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• 1999

In this paper we first introduce the Wiener integral which is one of the function space integrals. And then we treat the conditional Wiener integral and explain the simple formula for the conditional Wiener integral with an example.

• 한국원자력학회:학술대회논문집
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• 한국원자력학회 2005년도 춘계학술발표회
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• pp.693-694
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• 2005

• 호남수학학술지
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• 제28권3호
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• pp.395-398
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• 2006

In this note, for any given positive integer n, we determine all the continuous solutions f : R ${\rightarrow}$ R of the integral-functional equation $f^n(x)=n_{_o}{^x}f(t)dt$.

• East Asian mathematical journal
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• 제14권2호
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• pp.237-247
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• 1998

In this paper, we prove a translation theorem for the analytic Feynman integral for functions in $\mathcal{F}_{A_1,A_2}$(B) and show how this integral can be modified so as to be translation invariant.