Impulse and Absolutely Continuous Ergodic Control of One-Dimensional Itô Diffusions

Andrew Jack () and Mihail Zervos ()
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Andrew Jack: King's College London, Department of Mathematics
Mihail Zervos: King's College London, Department of Mathematics

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 295-314 from Springer

Keywords: Brownian Motion; Central Bank; Impulse Control; Nominal Point; Impulsive Control (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-30788-4_15

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DOI: 10.1007/978-3-540-30788-4_15

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