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Pal, Chandan and Pradhan, Somnath (2019) Risk sensitive control of pure jump processes on a general state space. In: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 91 (2). pp. 155-174.
Ghosh, Mrinal K and Pradhan, Somnath (2018) Risk-sensitive stochastic differential games with reflecting diffusions. In: STOCHASTIC ANALYSIS AND APPLICATIONS, 36 (1). pp. 1-27.