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20152026
most citedAnalysis of the Impact of High-Frequency Trading on Artificial Market Liquidity

12 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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math.PR2023

A Subgeometric Convergence Formula for Total-variation Error of the Level-increment Truncation Approximation of M/G/1-type Markov Chains

Katsuhisa Ouchi, Hiroyuki Masuyama

This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is usually used to implement Ramaswami's recursi…

math.PR2015★ 8 cited

On the Refracted-Reflected Spectrally Negative Lévy Processes

José-Luis Pérez, Kazutoshi Yamazaki

We study a combination of the refracted and reflected Lévy processes. Given a spectrally negative Lévy process and two boundaries, it is reflected at the lower boundary while, when…