armstrong.zeitouni:16:local¶
BibTeX Entry:
@article{armstrong.zeitouni:16:local,
author = {Armstrong, Scott N. and Zeitouni, Ofer},
doi = {10.1214/15-AAP1123},
fjournal = {The Annals of Applied Probability},
issn = {1050-5164,2168-8737},
journal = {Ann. Appl. Probab.},
mrclass = {60G42 (93E20)},
mrnumber = {3513596},
mrreviewer = {Dominique\ L\'{e}pingle},
number = {3},
pages = {1467--1494},
title = {Local asymptotics for controlled martingales},
url = {https://doi.org/10.1214/15-AAP1123},
volume = {26},
year = {2016}
}