• Journal of applied mathematics & informatics
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• v.5 no.2
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• pp.357-372
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• 1998

In this paper we introduce and study a new class of random completely generalized strongly nonlinear quasi -comple- mentarity problems with non-compact valued random fuzzy map-pings and construct some new iterative algorithms for this kind of random fuzzy quasi-complementarity problems. We also prove the existence of random solutions for this class of random fuzzy quasi-complementarity problems and the convergence of random iterative sequences generated by the algorithms.

• Journal of Applied and Pure Mathematics
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• v.4 no.3_4
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• pp.107-122
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• 2022

This manuscript aims to investigate the existence, uniqueness, and stability of non-local random impulsive neutral stochastic differential time delay equations (NRINSDEs) with Poisson jumps. First, we prove the existence of mild solutions to this equation using the Banach fixed point theorem. Next, we demonstrate the stability via continuous dependence initial value. Our study extends the work of Wang, and Wu [16] where the time delay is addressed by the prescribed phase space 𝓑 (defined in Section 3). To illustrate the theory, we also provide an example of our methods. Using our results, one could investigate the controllability of random impulsive neutral stochastic differential equations with finite/infinite states. Moreover, one could extend this study to analyze the controllability of fractional-order of NRINSDEs with Poisson jumps as well.

• Journal of Applied and Pure Mathematics
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• v.4 no.5_6
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• pp.233-247
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• 2022

This manuscript addressed, the existence and uniqueness result for random impulsive stochastic functional differential equations with finite time delays. The study of random impulsive stochastic system is a new area of research. We interpret the meaning of a stochastic derivative and how it differs from the classical derivative. We prove the existence and uniqueness of mild solutions to the equations by using the successive approximation method. We conclude the article with some interesting future extension. This work extends the work of [18, 12, 20]. Finally, an example is given to illustrate the theoretical result.

• Korean Journal of Mathematics
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• v.26 no.1
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• pp.129-141
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• 2018

In this slush pile, we introduce a new kind of variational inclusions problem stated as random extended generalized nonlinear variational inclusions for random fuzzy mappings. We construct an iterative scheme for the this variational inclusion problem and also discuss the existence of random solutions for the problem. Further, we show that the approximate solutions achieved by the generated scheme converge to the required solution of the problem.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.10
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• pp.523-530
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• 2020

The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

• Korean Journal of Mathematics
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• v.24 no.3
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• pp.447-467
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• 2016

We prove the existence of random attractors for the continuous random dynamical systems generated by stochastic damped plate equations with linear memory and additive white noise when the nonlinearity has a critically growing exponent.

• Korean Journal of Mathematics
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• v.26 no.4
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• pp.583-599
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• 2018

In this paper, we are concerned with the existence of random dynamics for stochastic non-autonomous reaction-diffusion equations driven by a Wiener-type multiplicative noise defined on the unbounded domains.

• Journal of the Korean Data and Information Science Society
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• v.2
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• pp.41-44
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• 1991

Petrov (1968) gave two theorems on the law of the iterated logarithm without any assumptions about the existence of moments of independent random variables. In the present paper we show that the same holds true for sign-invariant random variables.

• Kyungpook Mathematical Journal
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• v.56 no.2
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• pp.431-450
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• 2016

In this paper, the existence, uniqueness, stability via continuous dependence and Ulam stabilities of nonlinear integro-differential equations with random impulses are studied under sufficient condition. The results are obtained by using Leray-Schauder alternative fixed point theorem and Banach contraction principle.

• Journal of the Chungcheong Mathematical Society
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• v.18 no.1
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• pp.33-39
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• 2005

In this paper, we prove the existence of a common random fixed point of two random multivalued generalized contractions by using functional expressions.