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Impulse control of one-dimensional Itô diffusions with an expected and a pathwise ergodic criterion

By Andrew Jack and Mihail Zervos
Topics: QA Mathematics
Publisher: Springer
Year: 2006
DOI identifier: 10.1007/s00245-005-0853-y
OAI identifier: oai:eprints.lse.ac.uk:15282
Provided by: LSE Research Online
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