The Bellman Function Technique in Harmonic Analysis
(Book #186 in the Cambridge Studies in Advanced Mathematics Series)
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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 Calder n-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.
Format:Hardcover
Language:English
ISBN:1108486894
ISBN13:9781108486897
Release Date:September 2020
Publisher:Cambridge University Press
Length:460 Pages
Weight:1.70 lbs.
Dimensions:1.1" x 7.4" x 8.8"
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