2 papers
q-fin.MF2025
De Finetti's problem with fixed transaction costs and regime switching
Wenyuan Wang, Zuo Quan Xu, Kazutoshi Yamazaki +2
In this paper, we examine a modified version of de Finetti's optimal dividend problem, incorporating fixed transaction costs and altering the surplus process by introducing two-val…
math.PR2025
Speed of coming down from infinity for -Fleming-Viot initial support
Huili Liu, Xiaowen Zhou
The -Fleming-Viot process is a probability measure-valued process that is dual to a -coalescent that allows multiple collisions. In this paper, we consider a class of -…