82 citations
- Maxwell Institute for Mathematical SciencesGB21 papers
- Imperial College LondonGB2 papers
- Isaac Newton Institute for Mathematical SciencesGB2 papers
- King's College LondonGB2 papers
- Leibniz University HannoverDE2 papers
- Observatoire de la Côte d’AzurFR2 papers
- Perimeter InstituteCA2 papers
- Universidad de SevillaES2 papers
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- University of ViennaAT2 papers
- B. Verkin Institute for Low Temperature Physics and Engineering of the National Academy of Sciences of UkraineUA1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
Showing 2007 · math.PRShow all
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math.PR2007
A Singular Control Model with Application to the Goodwill Problem
Andrew J. F. Jack, Timothy C. Johnson, Mihail Zervos
We consider a stochastic system whose uncontrolled state dynamics are modelled by a general one-dimensional Itô diffusion. The control effort that can be applied to this system tak…
math.PR2007
Stationary flows and uniqueness of invariant measures
Francois Baccelli, Takis Konstantopoulos
In this short paper, we consider a quadruple ,where is a -algebra of subsets of , and is a measurable bijection from into itself that preserves the…