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scientific article; zbMATH DE number 1751737
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scientific article; zbMATH DE number 1751737

    Statements

    author
    F. L. Nazarov
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    S. R. Treil'
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    Alexander Volberg
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    publication date
    2 December 2002
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    zbMATH Keywords
    Bellman equation
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    Burkholder's function
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    existence and uniqueness
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    optimal average gain
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    Bellman's principle
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    Itô's formula
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    harmonic analysis
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    Identifiers

    Mathematics Subject Classification ID
    60H20
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    49L20
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    60H05
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    90C39
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    zbMATH DE Number
    1751737
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