• Journal of the Korean Statistical Society
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• v.29 no.3
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• pp.315-318
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• 2000

In this note we use the Poisson Summation Formula to generalize a result of Harris and Park (1994) on lattice distributions induced by uniform (0,1) random variables to those generated by random variables with step functions as their probability functions.

• Journal of the Korean Statistical Society
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• v.32 no.1
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• pp.21-24
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• 2003

In the recent papers by Harris and Park (1994) and by Hui and Park (2000), a family of lattice distributions derived from a sum of independent identically distributed random variables is examined. In this paper we generalize a result of Hui and Park (2000) on lattice distributions on the torus using the Poisson summation formula.

• Bulletin of the Korean Mathematical Society
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• v.37 no.1
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• pp.77-84
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• 2000

The product of two localization operators with symbols F and G in some subspace of $L^2(C^n)$ is shown to be a localization operator with symbol in $L^2(C^n)$ and a formula for the symbol of the product in terms of F and G is given.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.115-117
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• 2002

In this paper, we obtain an explicit formula of the Laplace transform of the forward recurrence time at finite time t > 0 in an alternating renewal process, by adopting a Markovian approach. As a consequence, we obtain the first two moments of the forward recurrence time.

• Bulletin of the Korean Mathematical Society
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• v.53 no.3
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• pp.733-749
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• 2016

We aim to compute discretely monitored geometric Asian option prices under the Heston model. This method involves explicit formula for multivariate generalized Fourier transform of volatility process and their integrals over different time intervals using a recursive method. As numerical results, we illustrate efficiency and accuracy of our method. In addition, we simulate scenarios which show evidently practical importance of our work.

• Bulletin of the Korean Mathematical Society
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• v.56 no.5
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• pp.1355-1376
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• 2019

We investigate the valuation of participating life insurance policies with default risk under a geometric regime-switching jump-diffusion process. We derive explicit formula for the Laplace transform of the price of participating contracts by solving integro-differential system and then price them by inverting Laplace transforms.

• Journal of applied mathematics & informatics
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• v.37 no.1_2
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• pp.13-21
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• 2019

In the present research paper, we introduce a further extension of Hurwitz-Lerch zeta function by using the generalized extended Beta function defined by Parmar et al.. We investigate its integral representations, Mellin transform, generating functions and differential formula. In view of diverse applications of the Hurwitz-Lerch Zeta functions, the results presented here may be potentially useful in some related research areas.

• Journal of applied mathematics & informatics
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• v.30 no.3_4
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• pp.555-560
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• 2012

In this paper, differential transform method (DTM) is considered to obtain solution to the generalized Fisher's equation. This method is easy to apply and because of high level of accuracy can be used to solve other linear and nonlinear problems. Furthermore, is capable of reducing the size of computational work. In the present work, the generalization of the two-dimensional transform method that is based on generalized Taylor's formula is applied to solve the generalized Fisher equation and numerical example demonstrates the accuracy of the present method.

• Bulletin of the Korean Mathematical Society
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• v.51 no.6
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• pp.1561-1577
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• 2014

In this paper, we define a conditional transform with respect to the Gaussian process, the conditional convolution product and the first variation of functionals via the Gaussian process. We then examine various relationships of the conditional transform with respect to the Gaussian process, the conditional convolution product and the first variation for functionals F in $S_{\alpha}$ [5, 8].

• Korean Journal of Mathematics
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• v.23 no.1
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• pp.47-64
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• 2015

We express generalized Fourier-Feynman transform and convolution product of functionals in a Banach algebra $\mathcal{S}(L^2_{a,b}[0,T])$ as limits of function space integrals on $C_{a,b}[0,T]$. Moreover we obtain change of scale formulas for function space integrals related with generalized Fourier-Feynman transform and convolution product of these functionals.