Differentiability of Six Operators on Nonsmooth Functions and p-Variation

R M Dudley author R Norvaiša author

Format:Paperback

Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Published:21st Jun '99

Currently unavailable, and unfortunately no date known when it will be back

Differentiability of Six Operators on Nonsmooth Functions and p-Variation cover

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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 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.

ISBN: 9783540659754

Dimensions: unknown

Weight: 920g

282 pages

1999 ed.