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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 4, Pages 681–698 (Mi tvp3847)  

This article is cited in 4 scientific papers (total in 4 papers)

Martingale methods for random walks in a one-dimensional random environment

A. A. Butov

Ulyanovsk State University, Faculty of Mathematics and Mechanics
Full-text PDF (847 kB) Citations (4)
Abstract: One-dimensional random walk processes in a random environment of a general functional type are considered. The study is carried out by the natural scale method. We obtain conditions of existence of the natural scale, conditions of existence of the processes and a theorem on the representation of the local time as the compensator of the modulus of the martingale which is the random walk in the natural scale. The work is performed in martingale terms and contains a number of examples.
Keywords: random walk, random environment, natural scale, semimartingale, compensator.
Received: 06.05.1991
English version:
Theory of Probability and its Applications, 1994, Volume 39, Issue 4, Pages 558–572
DOI: https://doi.org/10.1137/1139043
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Butov, “Martingale methods for random walks in a one-dimensional random environment”, Teor. Veroyatnost. i Primenen., 39:4 (1994), 681–698; Theory Probab. Appl., 39:4 (1994), 558–572
Citation in format AMSBIB
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\by A.~A.~Butov
\paper Martingale methods for random walks in a one-dimensional random environment
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\yr 1994
\vol 39
\issue 4
\pages 681--698
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\transl
\jour Theory Probab. Appl.
\yr 1994
\vol 39
\issue 4
\pages 558--572
\crossref{https://doi.org/10.1137/1139043}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1995TR71500003}
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  • https://www.mathnet.ru/eng/tvp/v39/i4/p681
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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