Impulse control of one-dimensional Itô diffusions with an expected and a pathwise ergodic criterion
Jack, A. & Zervos, M.
(2006).
Impulse control of one-dimensional Itô diffusions with an expected and a pathwise ergodic criterion.
Applied Mathematics and Optimization,
54(1), 71-93.
https://doi.org/10.1007/s00245-005-0853-y
| Item Type | Article |
|---|---|
| Copyright holders | © 2006 Springer |
| Departments | LSE > Academic Departments > Mathematics |
| DOI | 10.1007/s00245-005-0853-y |
| Date Deposited | 15 Aug 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/15282 |
Explore Further
- https://www.scopus.com/pages/publications/33744767160 (Scopus publication)
- http://www.springer.com/math/journal/245 (Official URL)
ORCID: https://orcid.org/0000-0001-5194-6881