372 citations
- University of BristolGB5 papers
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- Chalmers University of TechnologySE2 papers
- Laboratoire Paul PainlevéFR2 papers
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- Ames National LaboratoryUS1 paper
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6 papers · 1 filter
On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
R. L. Loeffen
We consider the classical optimal dividend control problem which was proposed by de Finetti [Trans. XVth Internat. Congress Actuaries 2 (1957) 433--443]. Recently Avram, Palmowski…
Topologically trapped vortex molecules in Bose-Einstein condensates
R. Geurts, M. V. Milošević, F. M. Peeters
In a numerical experiment based on Gross-Pitaevskii formalism, we demonstrate unique topological quantum coherence in optically trapped Bose-Einstein condensates (BECs). Exploring…
Abelianisation of orthogonal groups and the fundamental group of modular varieties
V. Gritsenko, K. Hulek, G. K. Sankaran
We study the commutator subgroup of integral orthogonal groups belonging to indefinite quadratic forms. We show that the index of this commutator is 2 for many groups that occur in…
The Hausdorff dimension of the double points on the Brownian frontier
Richard Kiefer, Peter Morters
The frontier of a planar Brownian motion is the boundary of the unbounded component of the complement of its range. In this paper we find the Hausdorff dimension of the set of doub…
Random networks with sublinear preferential attachment: Degree evolutions
Steffen Dereich, Peter Morters
We define a dynamic model of random networks, where new vertices are connected to old ones with a probability proportional to a sublinear function of their degree. We first give a…
Convexity and smoothness of scale functions and de Finetti's control problem
A. E. Kyprianou, V. Rivero, R. Song
Under appropriate conditions, we obtain smoothness and convexity properties of -scale functions for spectrally negative Lévy processes. Our method appeals directly to very recen…