• Bulletin of the Korean Mathematical Society
• /
• v.55 no.2
• /
• pp.561-572
• /
• 2018

In this paper we consider the concept of statistical causality in continuous time between flows of information, represented by filtrations. Then we relate the given concept of causality to the equivalent change of measure that plays an important role in mathematical finance. We give necessary and sufficient conditions, in terms of statistical causality, for extremality of measure in the set of martingale measures. Also, we have considered the extremality of measure which involves the stopping time and the stopped processes, and obtained similar results. Finally, we show that the concept of unique equivalent martingale measure is strongly connected to the given concept of causality and apply this result to the continuous market model.

• Kyungpook Mathematical Journal
• /
• v.55 no.4
• /
• pp.885-892
• /
• 2015

In this paper, we mainly obtain the following assertions: (1) If T is a quasi-*-n-paranormal operator, then T is finite and simply polaroid. (2) If T or $T^*$ is a quasi-*-n-paranormal operator, then Weyl's theorem holds for f(T), where f is an analytic function on ${\sigma}(T)$ and is not constant on each connected component of the open set U containing ${\sigma}(T)$. (3) If E is the Riesz idempotent for a nonzero isolated point ${\lambda}$ of the spectrum of a quasi-*-n-paranormal operator, then E is self-adjoint and $EH=N(T-{\lambda})=N(T-{\lambda})^*$.

• Management Science and Financial Engineering
• /
• v.7 no.1
• /
• pp.27-39
• /
• 2001

The multi-projective model considers attributes and the relationships among attributes called projections. The critical features of the multi-projective model are the way of relating attributes in the description of the system, the way of reasoning incomplete projections, and the determination of connected patterns between projection. In order to get a full picture of the system, we build a set of projections. The multi-projective model can be thought of as projections of a multi-dimensional reality onto simplified “model space”. The multi-projective database modeling approach used in this paper unified the ideas and terminology of various database models. Most importantly, the multi-projective modeling is presented as a tool of database design in the relational and other database models.

• ETRI Journal
• /
• v.31 no.3
• /
• pp.327-329
• /
• 2009

In a network, broadcasting is the dissemination of a message from a source node holding a message to all the remaining nodes through a call. This letter proposes a one-to-all broadcasting algorithm in the Petersen-torus network PT(n, n) for the single-link-available and multiple-link-available models. A PT(n, n) is a regular network whose degree is 4 and number of nodes is $10n^2$, where the Petersen graph is set as a basic module, and the basic module is connected in the form of a torus. A broadcasting algorithm is developed using a divide-and-conquer technique, and the time complexity of the proposed algorithm approximates n+4, the diameter of PT(n, n), which is the lower bound of the time complexity of broadcasting.

• 제어로봇시스템학회:학술대회논문집
• /
• 2005.06a
• /
• pp.1545-1549
• /
• 2005

According as computer is supplied in a lot of homes and offices and Internet use increases, various service based on the Internet. Including wireless PDA in the future, many devices such as Internet telephone, TV, refrigerator and oven will be connected on the Internet and Internet address exhaustion will be raised to serious problem gradually. Today, the IPv4 address exhaustion problem has been solved partially using NAT (Network Address Translation) however, the transition to next Generation Internet will be accelerated because of advantages such as mobility, security service, QoS, and abundant IP addresses. In IPv6, all hosts are designed to create and set their address automatically without manager's intervention using Neighbor Discovery Protocol. But, when an IPv6 host sets its address automatically, there are serious security vulnerabilities. In this paper, we analysis security vulnerabilities in auto-configuration and provide security requirements for secure auto-configuration.

• 제어로봇시스템학회:학술대회논문집
• /
• 2005.06a
• /
• pp.1598-1601
• /
• 2005

In this paper, a heterogeneous home network control system using HNCP is proposed and implemented. A power line and 802.15.4 are used as media for the system. Information about home environment gathered by sensors is transferred to a power line connected device through the 802.15.4. HNCP stimulate the home network based on the both media. Sensor device definition for the HNCP address and message set is proposed. TinyOS supports the HNCP stack on the wireless sensor board. The home network control system implemented with these techniques has a benefit of user friendly operation of home appliances based on the sensing data. Implementation and experiment shows validity of the system.

• IEIE Transactions on Smart Processing and Computing
• /
• v.3 no.4
• /
• pp.191-194
• /
• 2014

This paper proposes a fast and efficient method to extract the skin and bone automatically in CT images. First, the images were smoothed by applying an anisotropic diffusion filter to remove noise. The whole body was then detected by thresholding, which was set automatically. In addition, the contour of the skin was segmented using morphological operators and connected component labeling (CCL). Finally, the bone was extracted by iterative thresholding.

• Proceedings of the Computational Structural Engineering Institute Conference
• /
• 1999.04a
• /
• pp.78-85
• /
• 1999

In this study, I-type girders used as main members of a two span continuous steel bridge, are optimally designed by a Load and Resistance Factor Design method(LRFD) using an numerical optimization method. The width, height web thickness and flange thickness of the main girder are set as design variables, and light weight design is attempted by choosing the cross-sectional area as an object function. The main program is coded with C++ and connected with optimization modul ADS, which is coded with FORTRAN. The results of the program show that the stress constraints of noncomposite section during the initial construction stage become active in the positive moment area and the service limit state constaints become active in the negative moment area.

• The KSFM Journal of Fluid Machinery
• /
• v.6 no.2 s.19
• /
• pp.15-22
• /
• 2003

Comprehensive study on a centrifugal blower for air-purifier involving a few physical filters for percolation process has been accomplished for an optimal design of the air handling system. The filtering media causes a flow resistance for induced flows by a rotating impeller. The present methodology is to adopt PIV system for velocity measurements and wind tunnel connected with an anechoic chamber for total performance test of the blower. Trial prototypes for the blades of a rotor and casing are presented for satisfaction of both flow rate and noise level set by design objectives. Tapered blades with a special casing for a fan show good performance data. The results of velocity fields also explain the reason of improvements of the blower performance.

• Journal of Communications and Networks
• /
• v.3 no.4
• /
• pp.351-360
• /
• 2001

This paper introduces an approach for providing Location Based Services (LBS) using Spatial Location (SLO) information within the Session Initiation Protocol (SIP). The aim of the paper is to set up the framework for providing LBS services in devices connected to wire and wireless IP networks. This method uses SIP as transport and the SLO as data formal inserted in the SIP pay-load. It analyses the relationship among the network elements involved in the architecture, and its functionality fur providing access to network services regardless of the user location. In conclusion, this proposal enables SIP to support location-related services such as messaging, location-based commerce, and any location-based computing. Furthermore, it describes the advantage of adding the user location information network resources optimization in mobile environments and future networks.