Jack, Andrew and Zervos, Mihail ORCID: 0000-0001-5194-6881
(2006)
Impulse and absolutely continuous ergodic control of one-dimensional Ito diffusions.
In: Kabanov, Yu, Lipster, R. and Stoyanov, J., (eds.)
From Stochastic Calculus to Mathematical Finance: the Shiryaev Festschrift.
Springer Berlin / Heidelberg, Berlin, Germany, pp. 295-314.
ISBN 9783540307822
Item Type: | Book Section |
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Official URL: | http://www.springer.com |
Additional Information: | © 2006 Springer |
Divisions: | Mathematics |
Subjects: | Q Science > QA Mathematics |
Date Deposited: | 02 Oct 2008 12:18 |
Last Modified: | 11 Dec 2024 17:08 |
URI: | http://eprints.lse.ac.uk/id/eprint/8966 |
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