Impulse control of one-dimensional Itô diffusions with an expected and a pathwise ergodic criterion

Jack, Andrew; and Zervos, MihailORCID logo (2006) Impulse control of one-dimensional Itô diffusions with an expected and a pathwise ergodic criterion. Applied Mathematics and Optimization, 54 (1). pp. 71-93. ISSN 0095-4616
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Item Type Article
Departments Mathematics
DOI 10.1007/s00245-005-0853-y
Date Deposited 15 Aug 2008 15:51
URI https://researchonline.lse.ac.uk/id/eprint/15282

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