Noba Kei 野場啓

… Alternative Names

野場啓ノバケイ

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Researcher Number	00870487
Other IDs
Affiliation (Current)	2025: 大阪大学, 大学院理学研究科, 准教授
Affiliation (based on the past Project Information) *help	2023: 統計数理研究所, 統計基盤数理研究系, 助教 2021 – 2022: 統計数理研究所, 統計思考院, 助教
Review Section/Research Field	Principal Investigator Basic Section 12010:Basic analysis-related
Keywords	Principal Investigator 確率論 / ポテンシャル論 / ブール独立性 / Markov加法過程 / 周遊理論 / 確率制御 / スケール関数 / Levy過程 / 正の跳びを持たない確率過程

Research Projects
(1 results)
Research Products
(23 results)

On scale operators of spectrally negative Markov additive processesPrincipal Investigator
- Principal Investigator
  
  野場啓
- Project Period (FY)
  2021 – 2025
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 12010:Basic analysis-related
- Research Institution
  The Institute of Statistical Mathematics

All 2024 2023 2022 2021

All Journal Article Presentation

[Journal Article] On Boolean selfdecomposable distributions2024
- Author(s)
  Hasebe Takahiro、Noba Kei、Sakuma Noriyoshi、Ueda Yuki
- Journal Title
  
  Studia Mathematica
  
  Volume: 274 Issue: 2 Pages: 129-151
- DOI
  10.4064/sm221227-29-10
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K13807, KAKENHI-PROJECT-22K13925, KAKENHI-PROJECT-23K03133, KAKENHI-PROJECT-19K03515, KAKENHI-PROJECT-19K14546
[Journal Article] On the optimality of the refraction--reflection strategies for Levy processes2023
- Author(s)
  Noba Kei
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: 160 Pages: 174-217
- DOI
  10.1016/j.spa.2023.02.006
- Data Source
  KAKENHI-PROJECT-21K13807
[Journal Article] On Singular Control for Levy Processes2023
- Author(s)
  Noba Kei、Yamazaki Kazutoshi
- Journal Title
  
  Mathematics of Operations Research
  
  Volume: 48 Issue: 3 Pages: 1213-1234
- DOI
  10.1287/moor.2022.1298
- Data Source
  KAKENHI-PROJECT-21K13807
[Journal Article] On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes2023
- Author(s)
  Mata Dante、Moreno-Franco Harold A.、Noba Kei、Perez Jose-Luis
- Journal Title
  
  Nonlinear Analysis: Hybrid Systems
  
  Volume: 48 Pages: 101332-101332
- DOI
  10.1016/j.nahs.2023.101332
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On stochastic control for running cost using Levy processes2023
- Author(s)
  Kei Noba
- Organizer
  CIMAT Finance Seminar
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] Refraction strategies in stochastic control: optimality for a general Levy process model2023
- Author(s)
  Kei Noba
- Organizer
  Seminario de Probabilidad
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On stochastic control under Poisson observations: optimality of a barrier strategy in a general Levy model.2023
- Author(s)
  Noba Kei
- Organizer
  ISI-ISM-ISSAS Joint Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On scale functions of standard processes with no positive jumps2023
- Author(s)
  野場啓
- Organizer
  確率解析とその周辺
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On the optimality of refraction--reflection strategies for Levy processes2022
- Author(s)
  野場啓
- Organizer
  Nonlocality in Analysis, Probability and Statistics
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On the optimality of refraction--reflection strategies for Levy processes2022
- Author(s)
  野場啓
- Organizer
  マルコフ過程とその周辺
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On the optimality of refraction--reflection strategies for Levy processes2022
- Author(s)
  野場啓
- Organizer
  岡山確率解析ワークショップ
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] 負スペクトル Markov 加法過程に対する Poisson 的配当支払の場合における資本注入を含む最適配当問題2022
- Author(s)
  野場啓
- Organizer
  無限分解可能過程に関連する諸問題
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On the optimality of refraction--reflection strategies for Levy processes2022
- Author(s)
  野場啓
- Organizer
  The Mexico--Japan Probability Seminar
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On optimality of classical or periodic barrier strategies for Levy processes2022
- Author(s)
  Noba Kei
- Organizer
  Mathematics of Risk
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On optimality of classical or periodic barrier strategies for Levy processes2022
- Author(s)
  Noba Kei
- Organizer
  SIMA
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] Levy過程に対する, 古典的反射戦略およびPoisson的反射戦略の最適性2022
- Author(s)
  野場啓
- Organizer
  統計数理セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On optimality of classical or periodic barrier strategies for Levy processes2022
- Author(s)
  野場啓
- Organizer
  立命館数理ファイナンスセミナー
- Invited
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On the optimality of refraction--reflection strategies for Levy processes2022
- Author(s)
  野場啓
- Organizer
  日本数学会年会
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On the optimality of refraction--reflection strategies for Levy processes2022
- Author(s)
  野場啓
- Organizer
  The ISI-ISM-ISSAS Joint Conference
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] Levy過程に対する古典的またはPoisson的バリア戦略の最適性2022
- Author(s)
  野場啓
- Organizer
  金融工学・数理計量ファイナンスの諸問題 2022
- Invited
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On the optimality of refraction--reflection strategies for Levy processes2021
- Author(s)
  野場啓
- Organizer
  確率解析とその周辺
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On the optimality of refraction--reflection strategies for Levy processes2021
- Author(s)
  野場啓
- Organizer
  無限分解可能過程に関連する諸問題
- Data Source
  KAKENHI-PROJECT-21K13807
[Presentation] On the optimality of refraction--reflection strategies for Levy processes2021
- Author(s)
  野場啓
- Organizer
  Stochastic Analysis and its Applications
- Data Source
  KAKENHI-PROJECT-21K13807

Noba Kei 野場 啓

野場 啓 ノバ ケイ

Research Projects

Research Products

On scale operators of spectrally negative Markov additive processesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

[Journal Article] On Boolean selfdecomposable distributions2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On the optimality of the refraction--reflection strategies for Levy processes2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On Singular Control for Levy Processes2023

Author(s)

Journal Title

DOI

Data Source

[Journal Article] On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes2023

Author(s)

Journal Title

DOI

Data Source

[Presentation] On stochastic control for running cost using Levy processes2023

Author(s)

Organizer

Data Source

[Presentation] Refraction strategies in stochastic control: optimality for a general Levy process model2023

Author(s)

Organizer

Data Source

[Presentation] On stochastic control under Poisson observations: optimality of a barrier strategy in a general Levy model.2023

Author(s)

Organizer

Data Source

[Presentation] On scale functions of standard processes with no positive jumps2023

Author(s)

Organizer

Data Source

[Presentation] On the optimality of refraction--reflection strategies for Levy processes2022

Author(s)

Organizer

Data Source

[Presentation] On the optimality of refraction--reflection strategies for Levy processes2022

Author(s)

Organizer

Data Source

[Presentation] On the optimality of refraction--reflection strategies for Levy processes2022

Author(s)

Organizer

Data Source

[Presentation] 負スペクトル Markov 加法過程に対する Poisson 的配当支払 の場合における資本注入を含む最適配当問題2022

Author(s)

Organizer

Data Source

[Presentation] On the optimality of refraction--reflection strategies for Levy processes2022

Author(s)

Organizer

Data Source

[Presentation] On optimality of classical or periodic barrier strategies for Levy processes2022

Author(s)

Organizer

Data Source

[Presentation] On optimality of classical or periodic barrier strategies for Levy processes2022

Author(s)

Organizer

Data Source

[Presentation] Levy過程に対する, 古典的反射戦略およびPoisson的反射戦略の最適性2022

Author(s)

Organizer

Data Source

[Presentation] On optimality of classical or periodic barrier strategies for Levy processes2022

Author(s)

Noba Kei 野場啓

野場啓ノバケイ

[Presentation] 負スペクトル Markov 加法過程に対する Poisson 的配当支払の場合における資本注入を含む最適配当問題2022