Open AccessErgodic control of reflected diffusions with jumps
Author(s) -
J. L. Menaldi,
Maurice Robin
Publication year - 1997
Publication title -
applied mathematics and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 51
eISSN - 1432-0606
pISSN - 0095-4616
DOI - 10.1007/bf02683323
Subject(s) - girsanov theorem , mathematics , ergodicity , ergodic theory , jump diffusion , bounded function , jump , boundary (topology) , domain (mathematical analysis) , diffusion , diffusion process , mathematical analysis , control theory (sociology) , control (management) , stochastic differential equation , statistics , knowledge management , physics , innovation diffusion , quantum mechanics , computer science , thermodynamics , management , economics
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