Jack, Andrew and Zervos, Mihail (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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.springer.com/math/journal/245 |
| Additional Information: | © 2006 Springer |
| Library of Congress subject classification: | Q Science > QA Mathematics |
| Sets: | Departments > Mathematics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/15282/ |
Actions (login required)
 |
Record administration - authorised staff only |
