Local asymptotics for controlled martingales
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Publication:303951
DOI10.1214/15-AAP1123zbMath1346.60057arXiv1402.2402MaRDI QIDQ303951
Scott N. Armstrong, Ofer Zeitouni
Publication date: 23 August 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.2402
Martingales with discrete parameter (60G42) Nonlinear parabolic equations (35K55) Optimal stochastic control (93E20)
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