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ArticleInvariant Measure for Diffusions with Jumps

J. L. Menaldi1999

Article1999

Invariant Measure for Diffusions with Jumps

23 citations·0/0 files stored·Applied Mathematics & Optimization

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Stochastic processes and statistical mechanics

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References

2005Controlled Markov Processes and Viscosity Solutions 2006Stochastic Differential Equations 1983Long-term average cost control problems for continuous time Markov processes: A survey 1987Optimal impulse control problems for degenerate diffusions with jumps

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2013On the Impulse Control of Jump Diffusions

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Details

Year1999

Typearticle

Published1999-07-02

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations23

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s002459900118

openalex_workW2015311965

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