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researcher

Kei Noba

21 papers hereh-index 7141 citations23 works total

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

author position
  • sole author7
  • first author10
  • middle author4

Across the 21 of 21 papers where every author was matched, so the position is known.

fields
  • math.PR17
  • math.OC3
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20162026
most citedOn optimal periodic dividend and capital injection strategies for spectrally negative Lévy models

2 citations · 6 across the 16 of their papers we have counts for

collaborators
Showing 2018 · math.PRShow all

1 paper · 2 filters

math.PR2018

Approximation and duality problems of refracted processes

Kei Noba

For given two standard processes with no positive jumps, we construct, using the excursion theory, a Markov process whose positive and negative motions have the same law as the two…

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