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Publications by Jukka Lempa

Bounded Variation Control of Itô Diffusions With Exogenously Restricted Intervention Times

Advances in Applied Probability
Applied MathematicsStatisticsProbability
2014English

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A New Finite-Time Bounded Control of Stochastic Itô Systems With (X,u,V)-Dependent Noise: Different Quadratic Function Approach

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Optimal Control of Diffusions With Hard Terminal State Restrictions

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Optimal Stopping With Random Intervention Times

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Functions With Bounded Variation in Locally Convex Space

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Bounded Variation and Invariant Measures

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