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Differentiability of Six Operators on Nonsmooth Functions and P-Variation

Differentiability of Six Operators on Nonsmooth Functions and P-Variation

Paperback

Series: Lecture Notes in Mathematics, Book 1703

CalculusGeneral Mathematics

ISBN10: 3540659757
ISBN13: 9783540659754
Publisher: Springer
Published: Jun 21 1999
Pages: 282
Weight: 0.92
Height: 0.62 Width: 6.14 Depth: 9.21
Language: English
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.

Also from

Dudley, R. M.

Also in

Calculus