People

Kei NOBA

Email	knoba(@math.sci.osaka-u.ac.jp)
Research	Probability theory
Keywords	Lévy processes, fluctuation theory, stochastic control
URL	https://sites.google.com/view/knoba

I specialize in probability theory. One of the key topics in this field is the study of stochastic processes, which are models that describe the random evolution of phenomena over time. I am particularly interested in both fundamental and applied research related to the fluctuation theory of Lévy processes, a type of stochastic process. To be more specific, in my fundamental research, I focus on characterizing the behavior of real-valued stochastic processes with no positive jumps using scale functions. On the applied side, I study stochastic control for models that employ Lévy processes.