Impulse and absolutely continuous ergodic control of one-dimensional Ito diffusions
Jack, Andrew; and Zervos, Mihail
(2006)
Impulse and absolutely continuous ergodic control of one-dimensional Ito diffusions
In:
From Stochastic Calculus to Mathematical Finance: the Shiryaev Festschrift.
Springer Berlin / Heidelberg, Berlin, Germany, pp. 295-314.
ISBN 9783540307822
| Item Type | Chapter |
|---|---|
| Departments | Mathematics |
| Date Deposited | 02 Oct 2008 12:18 |
| URI | https://researchonline.lse.ac.uk/id/eprint/8966 |
ORCID: https://orcid.org/0000-0001-5194-6881