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researcher

José Luis Pérez

4 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author3

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR4
ORCID 0000-0003-4300-1794

identity via Semantic Scholar / OpenAlex

activity
20102014
most citedOccupation times of refracted Lévy processes

8 citations · 16 across the 4 of their papers we have counts for

collaborators
Showing 2010Show all

1 paper · 1 filter

math.PR2010

Optimal control with absolutely continuous strategies for spectrally negative Levy processes

Andreas E. Kyprianou, Ronnie Loeffen, Jose-Luis Perez

In the last few years there has been renewed interest in the classical control problem of de Finetti for the case that underlying source of randomness is a spectrally negative Levy…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.