Osaka University · Faculty of Science / Graduate School of Science · 准教授

Research keywordsLevy processes・stochastic control・barrier strategies・refraction strategies・scale functions・Poissonian intervention・Gerber Shiu measure

This is a public-data preview. Personalized fit, contact angles, and saved workflows require sign-in.

• On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model2025 · Journal of Applied Probability p. 1-24 2025年1月9日 研究論文（学術雑誌）
• Refraction Strategies in Stochastic Control: Optimality for a General Lévy Process Model2025 · SIAM Journal on Control and Optimization Vol. 63 No. 2 p. 727-751 2025年3月13日 研究論文（学術雑誌）
• Scale functions of space-time changed processes with no positive jumps2025 · Electronic Communications in Probability Vol. 30 No. none 2025年7月10日 研究論文（学術雑誌）
• Optimal dividends and capital injection: A general Lévy model with extensions to regime-switching models2024 · Insurance: Mathematics and Economics Vol. 119 p. 210-225 2024年11月 研究論文（学術雑誌）

• Official profile