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Zapiski Nauchnykh Seminarov POMI, 2022, Volume 512, Pages 40–87
(Mi znsl7218)
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On locally concave functions on simplest nonconvex domain
P. B. Zatitskiy, D. M. Stolyarov Saint-Petersburg State University, Department of Mathematics and Computer Science
Abstract:
It is shown that certain Bellman functions of several variables are minimal locally concave functions. This generalizes earlier results about Bellman functions of two variables.
Key words and phrases:
Bellman function, martingale.
Received: 24.06.2022
Citation:
P. B. Zatitskiy, D. M. Stolyarov, “On locally concave functions on simplest nonconvex domain”, Investigations on linear operators and function theory. Part 50, Zap. Nauchn. Sem. POMI, 512, POMI, St. Petersburg, 2022, 40–87
Linking options:
https://www.mathnet.ru/eng/znsl7218 https://www.mathnet.ru/eng/znsl/v512/p40
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Statistics & downloads: |
Abstract page: | 78 | Full-text PDF : | 22 | References: | 15 |
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