Localization for controlled random walks and martingales (Q743379)

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scientific article
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English
Localization for controlled random walks and martingales
scientific article

    Statements

    title
    Localization for controlled random walks and martingales (English)
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    DOI
    10.1214/ECP.v19-3081
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    author
    Ori Gurel-Gurevich
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    Yuval Peres
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    Ofer Zeitouni
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    publication date
    24 September 2014
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    Mathematics Subject Classification ID
    60G50
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    60G42
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    93E20
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    zbMATH DE Number
    6347288
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    zbMATH Keywords
    controlled random walks
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    martingales
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    localization
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    stochastic control
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    arXiv ID
    1309.4512
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    Wikidata QID
    Q128213494
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