Bellman function in stochastic control and harmonic analysis

By Fedor Nazarov, Sergei Treil, Alexander Volberg. 2001

89 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/907b74cc52d016d5446883b3a3b4425c0d0d0076

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

1. S. Petermichl
2. V. Vasyunin
3. L. Slavin
4. C. P'erez
5. Tuomas Hytönen
6. Alexander Volberg

In Control and Systems Engineering

1. S. Petermichl
2. V. Vasyunin
3. L. Slavin
4. C. P'erez
5. Hongjie Dong
6. D. Cruz-Uribe
7. Vlad Vicol

In Finance

1. S. Petermichl
2. V. Vasyunin
3. L. Slavin
4. Tuomas Hytönen
5. Alexander Volberg

Citations in the corpus

• Sharp results in the integral-form John-Nirenberg inequality (2007, methodology): “We refer the reader to papers [7, 16], where the connection between the two incarnations of the method is explored.”
• Sharp weighted estimates of the dyadic shifts and $A_2$ conjecture (2010, background): “It was also proved in [23] that the constant 4 is optimal.”
• The sharp bound for the Hilbert transform on weighted Lebesgue spaces in terms of the classical A p characteristic (2007, methodology): “See [ 21 ] for an analysis of the connections between Bellman functions in optimal control and harmonic analysis.”