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Loewner Theory for Bernstein functions II: applications to inhomogeneous continuous-state branching processes
Pavel Gumenyuk, Takahiro Hasebe, José-Luis Pérez
This paper continues the research project launched in [Constr. Approx. (2025) https://doi.org/10.1007/s00365-023-09675-9] and aimed at studying time-inhomogeneous one-dimensional b…
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes
Dante Mata, Harold A. Moreno-Franco, Kei Noba +1
This paper studies the bailout optimal dividend problem with regime switching under the constraint that dividend payments can be made only at the arrival times of an independent Po…
Loewner Theory for Bernstein functions I: evolution families and differential equations
Pavel Gumenyuk, Takahiro Hasebe, José-Luis Pérez
One-parameter semigroups of holomorphic functions appear naturally in various applications of Complex Analysis, and in particular, in the theory of (temporally) homogeneous Markov…