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

Jack, Andrew and Zervos, Mihail ORCID: 0000-0001-5194-6881 (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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Identification Number: 10.1007/s00245-005-0853-y
Item Type: Article
Official URL: http://www.springer.com/math/journal/245
Additional Information: © 2006 Springer
Divisions: Mathematics
Subjects: Q Science > QA Mathematics
Date Deposited: 15 Aug 2008 15:51
Last Modified: 11 Dec 2024 22:59
URI: http://eprints.lse.ac.uk/id/eprint/15282

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