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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 Calderon-Zygmund operators and end-point estimates. All necessary…mehr

Produktbeschreibung
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 Calderon-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.

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Autorenporträt
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.