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20172023
most citedFractional Cox--Ingersoll--Ross process with non-zero <<mean>>

26 citations · 60 across the 14 of their papers we have counts for

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math.OC2021

Optimal control in linear stochastic advertising models with memory

Michele Giordano, Anton Yurchenko-Tytarenko

This paper deals with a class of optimal control problems which arises in advertising models with Volterra Ornstein-Uhlenbeck process representing the product goodwill. Such choice…