Ergodic control of diffusions with compound Poisson jumps...

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Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis

Arapostathis, Ari, Pang, Guodong, Zheng, Yi
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Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2020.06.008
Date:
June, 2020
File:
PDF, 519 KB
2020
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