Bellman Function Technique in Harmonic Analysis

A comprehensive reference on the Bellman function method and its applications to various topics in probability and harmonic analysis.

Sommario

Introduction; 1. Examples of Bellman functions; 2. What you always wanted to know about Stochastic Optimal Control, but were afraid to ask; 3. Conformal martingales models. Stochastic and classical Ahlfors-Beurling operators; 4. Dyadic models. Application of Bellman technique to upper estimates of singular integrals; 5. Application of Bellman technique to the end-point estimates of singular integrals.

Info autore

Vasily Vasyunin is a Leading Researcher at the St Petersburg Department of the Steklov Mathematical Institute of Russian Academy of Sciences and Professor of Saint-Petersburg State University. His research interests include linear and complex analysis, operator models, and harmonic analysis. Vasyunin has taught at universities in Europe, and the United States. He has authored or co-authored over sixty articles.Alexander L. Volberg is a Distinguished Professor of Mathematics at Michigan State University. He was the recipient of the Onsager Medal as well as the Salem Prize, awarded to a young researcher in the field of analysis. Along with teaching at institutions in Paris and Edinburgh, Volberg also served as a Humboldt senior researcher, Clay senior researcher, and a Simons fellow. He has co-authored 179 papers, and is the author of Calderon-Zygmund Capacities and Operators on Non-Homogenous Spaces (2004).

Riassunto

From two leading experts, this is the first book on the Bellman function method and its applications to many topics in probability and harmonic analysis, and a reference for graduate students and researchers. Beginning with basic concepts, the examples increase in sophistication, culminating with Calderón–Zygmund operators and end-point estimates.

Dettagli sul prodotto

• Autori: Vasily Vasyunin, Vasily Volberg Vasyunin, Alexander Volberg, Alexander (Michigan State University) Volberg, Alexander L. (Michigan State University) Volberg, Volberg Alexander
• Editore: Cambridge University Press ELT
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 31.03.2020
• EAN: 9781108486897
• ISBN: 978-1-108-48689-7
• Pagine: 460
• Serie: Cambridge Studies in Advanced Mathematics; Cambridge Studies in Advanced
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica; MATHEMATICS / Mathematical Analysis, Probability & statistics, Calculus & mathematical analysis, Probability and statistics, Calculus and mathematical analysis