Local asymptotics for controlled martingales

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

zbMATH Keywords

nonlinear parabolic equationmartingalesstochastic control

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Nonlinear parabolic equations (35K55) Optimal stochastic control (93E20)

Related Items

Asymptotic behaviors of random walks on countable groups

Cites Work

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