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Bellman functions and continuous time - MaRDI portal

Bellman functions and continuous time

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Publication:6058165

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DOI10.1515/9783110775389-004zbMath1523.60078MaRDI QIDQ6058165

Komla Domelevo, Stefanie Petermichl

Publication date: 27 October 2023

Published in: Harmonic Analysis and Convexity (Search for Journal in Brave)

zbMATH Keywords

weight Bellman function differential subordination

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

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