• Bulletin of the Korean Mathematical Society
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• v.28 no.2
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• pp.147-161
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• 1991

In this paper we define the conditional generalized Wiener measure and then express the conditional generalized Wiener integral over this new measure. In particular we consider a conditional expectation of functionals of the generalized Brownian paths under the condition that the paths pass through the given points .xi.$_{1}$, .xi.$_{2}$, .., .xi.$_{n}$ at times t$_{1}$, t$_{2}$, .., t$_{n}$, respectively.ely.

• Bulletin of the Korean Mathematical Society
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• v.47 no.4
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• pp.793-803
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• 2010

In this note, we discuss measure theoretic characterizations for weighted composition operators in some operator classes on $L^2(\cal{F})$ such as, p-quasihyponormal, p-paranormal, p-hyponormal and weakly hyponormal. Some examples are then presented to illustrate that weighted composition operators lie between these classes.

• The Pure and Applied Mathematics
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• v.23 no.4
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• pp.339-345
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• 2016

The set of priors in the representation of Choquet expectation is expressed as the one of equivalent martingale measures under some conditions. We show that the set of priors, $\mathcal{Q}_c$ in (1.1) is the same set of $\mathcal{Q}^{\theta}$ in (1.3).

• Journal of the Korean Mathematical Society
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• v.41 no.1
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• pp.95-105
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• 2004

In this paper we will consider the weighted composition operators W = $uC_{\tau}$ between $L^{p}$$(X,\sum,\mu$) spaces and Orlicz spaces $L^{\phi}$$(X,\sum,\mu$) generated by measurable and non-singular transformations $\tau$ from X into itself and measurable functions u on X. We characterize the functions u and transformations $\tau$ that induce weighted composition operators between $L^{p}$ -spaces by using some properties of conditional expectation operator, pair (u,${\gamma}$) and the measure space $(X,\sum,\mu$). Also, some other properties of these types of operators will be investigated.

• Kyungpook Mathematical Journal
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• v.45 no.3
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• pp.423-431
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• 2005

Some recent inequalities for expectation and cumulative distribution function are improved.

• School Mathematics
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• v.13 no.3
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• pp.423-446
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• 2011

In school mathematics, concepts of definite integral and integration by substitution have mathematical connection with introduction of probability density function, expectation of continuous random variable, and standardization of normal distribution. However, we have difficulty in finding mathematical connection between integration and continuous probability distribution in the curriculum manual, 13 kinds of 'Basic Calculus and Statistics' and 10 kinds of 'Integration and Statistics' authorized textbooks, and activity books applied to the revised curriculum. Therefore, the purpose of this study is to provide a teaching method connected with mathematical concepts of integral in regard to three concepts in continuous probability distribution chapter-introduction of probability density function, expectation of continuous random variable, and standardization of normal distribution. To find mathematical connection between these three concepts and integral, we analyze a survey of student, the revised curriculum manual, authorized textbooks, and activity books as well as 13 domestic and 22 international statistics (or probability) books. Developed teaching method was applied to actual classes after discussion with a professional group. Through these steps, we propose the result by making suggestions to revise curriculum or change the contents of textbook.

• Journal of the Korean Mathematical Society
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• v.57 no.6
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• pp.1485-1508
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• 2020

In this paper, we investigate the complete f-moment convergence for extended negatively dependent (END, for short) random variables under sub-linear expectations. We extend some results on complete f-moment convergence from the classical probability space to the sub-linear expectation space. As applications, we present some corollaries on complete moment convergence for END random variables under sub-linear expectations.

• Bulletin of the Korean Mathematical Society
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• v.53 no.3
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• pp.903-924
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• 2016

In the present paper, using a simple formula for the conditional expectations given a generalized conditioning function over an analogue of vector-valued Wiener space, we prove that the analytic operator-valued Feynman integrals of certain classes of functions over the space can be expressed by the conditional analytic Feynman integrals of the functions. We then provide the conditional analytic Feynman integrals of several functions which are the kernels of the analytic operator-valued Feynman integrals.

• Journal of the Korean Mathematical Society
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• v.36 no.6
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• pp.1115-1132
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• 1999

We consider a supercritical multitype age dependent branching process. We define a stochastic process Zf(t) which is a functional of the empirical age distribution. When the limit of the expectation of this functional vanishes we4 find some sufficient conditions for the asymptotic normality of the mean of f with respect to the empirical age distribution at time t.

• Journal of the Chungcheong Mathematical Society
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• v.22 no.3
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• pp.579-586
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• 2009

Let $\varphi$ be a complete probability measure on $\mathbb{R}$, let $m_{\varphi}$ be the analogue of Wiener measure over paths on [0, T] and let f(t) be continuously differentiable on [0, T]. In this note, we give the analogue of Wiener measure $m_{\varphi}$ of {x in C[0, T]$\mid$x(0) < f(0) and $x(s_0){\geq}f(s_{0})$ for some $s_{0}$ in [0, T]} by use of integral equation techniques. This result is a generalization of Park and Paranjape's 1974 result[1].