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Impulse Control of Jump Diffusions

  • Bernt ØksendalEmail author
  • Agnès Sulem
Chapter
Part of the Universitext book series (UTX)

Abstract

Suppose that—if there are no interventions—the state \(Y(t)\in \mathbb {R}^k\) of the system we consider is a jump diffusion.

Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of OsloOsloNorway
  2. 2.Inria Research Center of ParisParisFrance

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