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20152023
most citedJump Type Stochastic Differential Equations with Non-Lipschitz Coefficients: Non Confluence, Feller and Strong Feller Properties, and Exponential Ergodicity

6 citations · 8 across the 8 of their papers we have counts for

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math.OC2021

On an Ergodic Two-Sided Singular Control Problem

Khwanchai Kunwai, Fubao Xi, George Yin +1

Motivated by applications in natural resource management, risk management, and finance, this paper is focused on an ergodic two-sided singular control problem for a general one-dim…