Narrow your search

Library

KBR (1)

UCLouvain (1)


Resource type

book (1)


Language

English (1)


Year
From To Submit

1999 (1)

Listing 1 - 1 of 1
Sort by
Differentiability of six operators on nonsmooth functions and p-variation
Authors: --- ---
ISSN: 00758434 ISBN: 3540659757 3540488146 9783540659754 Year: 1999 Volume: 1703 Publisher: Berlin ; Heidelberg ; New York Springer Verlag

Loading...
Export citation

Choose an application

Bookmark

Abstract

The book is about differentiability of six operators on functions or pairs of functions: composition (f of g), integration (of f dg), multiplication and convolution of two functions, both varying, and the product integral and inverse operators for one function. The operators are differentiable with respect to p-variation norms with optimal remainder bounds. Thus the functions as arguments of the operators can be nonsmooth, possibly discontinuous, but four of the six operators turn out to be analytic (holomorphic) for some p-variation norms. The reader will need to know basic real analysis, including Riemann and Lebesgue integration. The book is intended for analysts, statisticians and probabilists. Analysts and statisticians have each studied the differentiability of some of the operators from different viewpoints, and this volume seeks to unify and expand their results.

Listing 1 - 1 of 1
Sort by