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Your search keyword '"Noba, Kei"' showing total 34 results

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1. Scale functions of space-time changed processes with no positive jumps

2. Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions

3. Refraction strategies in stochastic control: optimality for a general L\'evy process model

4. Optimal dividends and capital injection: A general L\'evy model with extensions to regime-switching models

5. On stochastic control under Poisson observations: optimality of a barrier strategy in a general L\'evy model

6. On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes

7. On Boolean selfdecomposable distributions

9. On the optimality of the refraction--reflection strategy for L\'evy processes

10. On singular control for L\'evy processes

11. On the optimality of double barrier strategies for L\'evy processes

12. On the bail-out dividend problem for spectrally negative Markov additive models

14. Approximation and duality problems of refracted processes

15. On optimal periodic dividend and capital injection strategies for spectrally negative L\'evy models

16. Generalized scale functions of standard processes with no positive jumps

17. On optimal periodic dividend strategies for L\'evy risk processes

18. Generalized refracted L\'evy process and its application to exit problem

32. 一般化スケール関数と屈折過程

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