Singular ergodic control for multidimensional Gaussian–Poisson processes

Author: Menaldi J. L.   Robin M.  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.85, Iss.4, 2013-08, pp. : 682-691

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Abstract