Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
Arapostathis, Ari, Pang, Guodong, Zheng, YiJournal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2020.06.008
Date:
June, 2020
File:
PDF, 519 KB
2020