scientific article; zbMATH DE number 1751737

F. L. Nazarov, S. R. Treil', Alexander Volberg

Publication date: 2 December 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Bellman equation harmonic analysis existence and uniqueness Itô's formula Bellman's principle Burkholder's function optimal average gain

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Stochastic integrals (60H05) Stochastic integral equations (60H20)

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