Displaying similar documents to “A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.”

Bellman approach to some problems in harmonic analysis

Alexander Volberg (2001-2002)

Séminaire Équations aux dérivées partielles

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The stochastic optimal control uses the differential equation of Bellman and its solution - the Bellman function. Recently the Bellman function proved to be an efficient tool for solving some (sometimes old) problems in harmonic analysis.

Overlapping Pfaffians.

Knuth, Donald E. (1996)

The Electronic Journal of Combinatorics [electronic only]

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