scholarly journals Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels

2019 ◽  
Vol 57 (2) ◽  
pp. 1516-1540 ◽  
Author(s):  
Ari Arapostathis ◽  
Luis Caffarelli ◽  
Guodong Pang ◽  
Yi Zheng
Author(s):  
Ari Arapostathis ◽  
Vivek S. Borkar ◽  
Mrinal K. Ghosh

2021 ◽  
Vol 58 (1) ◽  
pp. 1-21
Author(s):  
Harto Saarinen ◽  
Jukka Lempa

AbstractWe study an ergodic singular control problem with constraint of a regular one-dimensional linear diffusion. The constraint allows the agent to control the diffusion only at the jump times of an independent Poisson process. Under relatively weak assumptions, we characterize the optimal solution as an impulse-type control policy, where it is optimal to exert the exact amount of control needed to push the process to a unique threshold. Moreover, we discuss the connection of the present problem to ergodic singular control problems, and illustrate the results with different well-known cost and diffusion structures.


2020 ◽  
Vol 53 (1) ◽  
pp. 44-57
Author(s):  
Mohammed Ali ◽  
Qutaibeh Katatbeh

AbstractIn this article, we study the generalized parabolic parametric Marcinkiewicz integral operators { {\mathcal M} }_{{\Omega },h,{\Phi },\lambda }^{(r)} related to polynomial compound curves. Under some weak conditions on the kernels, we establish appropriate estimates of these operators. By the virtue of the obtained estimates along with an extrapolation argument, we give the boundedness of the aforementioned operators from Triebel-Lizorkin spaces to Lp spaces under weaker conditions on Ω and h. Our results represent significant improvements and natural extensions of what was known previously.


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