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OPTIMAL CONTROL WITH ABSOLUTELY CONTINUOUS STRATEGIES FOR SPECTRALLY NEGATIVE LÉVY PROCESSES
ANDREAS E. KYPRIANOU, RONNIE LOEFFEN and JOSÉ-LUIS PÉREZVolume:
49
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/41713757
Date:
March, 2012
File:
PDF, 1.20 MB
english, 2012