The Bellman Function Technique in Harmonic Analysis

The Bellman function, a powerful tool originating in control theory, can be used successfully in a large class of difficult harmonic analysis problems and has produced some notable results over the last thirty years. This book by two leading experts is the first devoted to the Bellman function method and its applications to various topics in probability and harmonic analysis. Beginning with basic concepts, the theory is introduced step-by-step starting with many examples of gradually increasing sophistication, culminating with Calderón–Zygmund operators and end-point estimates. All necessary techniques are explained in generality, making this book accessible to readers without specialized training in non-linear PDEs or stochastic optimal control. Graduate students and researchers in harmonic analysis, PDEs, functional analysis, and probability will find this to be an incisive reference, and can use it as the basis of a graduate course. INDICE: 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.

• ISBN: 978-1-108-48689-7
• Editorial: Cambridge University Press
• Encuadernacion: Cartoné
• Páginas: 460
• Fecha Publicación: 06/08/2020
• Nº Volúmenes: 1
• Idioma: Inglés