D. Mata, K. Noba, J. L. Pérez. On optimal periodic dividend and capital injection strategies for general Lévy models. (arXiv:2505.06554)
K. Noba, K. Yamato. Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions. (arXiv:2308.09935)
K. Noba. Scale functions of space-time changed processes with no positive jumps, Electron. Commun. Probab. 30 (2025), 12 pp. (arXiv:2309.09153)
K. Noba, J. L. Pérez, K. Yamazaki. Refraction strategies in stochastic control: optimality for a general Lévy process model, SIAM J. Control Optim. 63(2025), no. 2, 727--751. (arXiv:2308.08183)
K. Noba, K. Yamazaki. On stochastic control under Poisson observations: optimality of a barrier strategy in a general Lévy model, J. Appl. Probab. 62 (2025), no.2, 628--651. (arXiv:2210.00501)
D. Mata, K. Noba, J. L. Pérez, K. Yamazaki. Optimal dividends and capital injection: A general Lévy model with extensions to regime-switching models, Insurance Math. Econom. 119 (2024), 210--225. (arXiv:2306.12374)
T. Hasebe, K. Noba, N. Sakuma, Y. Ueda. On Boolean selfdecomposable distributions, Studia Math. 274 (2024), 129--151. (arXiv:2206.04932)
K. Noba, K. Yamazaki. On singular control for Lévy processes. Math. Oper. Res. 48 (2023), no. 3, 1213--1234. (arXiv:2008.03021)
K. Noba. On the optimality of the refraction--reflection strategy for Lévy processes. Stochastic Process. Appl. 160 (2023), 174--217. (arXiv:2110.09560)
D. Mata, H. A. Moreno-Franco, K. Noba, J. L. Pérez. On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes. Nonlinear Anal. Hybrid Syst. 48 (2023), Paper No. 101332. (arXiv:2207.01126)
K. Noba. On the optimality of double barrier strategies for Lévy processes. Stochastic Process. Appl. 131 (2021), 73--102. (arXiv:1908.05906)
K. Noba. Approximation and duality problems of refracted processes. Potential Anal. 53 (2020), no. 2, 591--612. (arXiv:1806.05433)
K. Noba, J. L. Perez, X. Yu. On the bail-out dividend problem for spectrally negative Markov additive models. SIAM J. Control Optim. 58 (2020), no. 2, 1049--1076. (arXiv:1901.03021)
K. Noba. Generalized scale functions of standard processes with no positive jumps. Electron. Commun. Probab. 25 (2020), Paper No. 8, 12 pp. (arXiv:1711.08194)
K. Noba, K. Yano. Generalized refracted Lévy process and its application to exit problem. Stochastic Process. Appl. 129 (2019), no. 5, 1697--1725. (arXiv:1608.05359)
K. Noba, J. L. Perez, K. Yamazaki, K. Yano. On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. J. Appl. Probab. 55 (2018), no. 4, 1272--1286. (arXiv:1801.00088)
K. Noba, J. L. Perez, K. Yamazaki, K. Yano. On optimal periodic dividend strategies for Lévy risk processes. Insurance Math. Econom. 80 (2018), 29--44. (arXiv:1708.01678)
K. Noba. Generalized scale functions and refracted processes. Kyoto University, (2019), DOI: 10.14989/doctor.k21534.