Impulse and absolutely continuous ergodic control of one-dimensional Ito diffusions
Jack, A. & Zervos, M.
(2006).
Impulse and absolutely continuous ergodic control of one-dimensional Ito diffusions.
In
Kabanov, Y., Lipster, R. & Stoyanov, J.
(Eds.),
From Stochastic Calculus to Mathematical Finance: the Shiryaev Festschrift
(pp. 295-314).
Springer Berlin / Heidelberg.
| Item Type | Chapter |
|---|---|
| Copyright holders | © 2006 Springer |
| Departments | LSE > Academic Departments > Mathematics |
| Date Deposited | 02 Oct 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/8966 |
ORCID: https://orcid.org/0000-0001-5194-6881