Localization for controlled random walks and martingales
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Publication:743379
DOI10.1214/ECP.v19-3081zbMath1312.60053arXiv1309.4512WikidataQ128213494 ScholiaQ128213494MaRDI QIDQ743379
Yuval Peres, Ori Gurel-Gurevich, Ofer Zeitouni
Publication date: 24 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.4512
Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Optimal stochastic control (93E20)
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