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"Maximum principles for jump diffusion processes with infinite horizon."

Sven Haadem, Bernt Øksendal, Frank Proske (2013)

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DOI: 10.1016/J.AUTOMATICA.2013.04.011

access: closed

type: Journal Article

metadata version: 2020-02-20

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Sven Haadem, Bernt Øksendal, Frank Proske:
Maximum principles for jump diffusion processes with infinite horizon. Autom. 49(7): 2267-2275 (2013)

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