书目名称 | Concrete Functional Calculus |
编辑 | R. M. Dudley,R. Norvaiša |
视频video | http://file.papertrans.cn/236/235130/235130.mp4 |
概述 | Opens new possibilities to analysis of statistical functionals and gives an alternative (non-Ito) approach to stochastic calculus.Contains new material about the existence and smoothnesss of several n |
丛书名称 | Springer Monographs in Mathematics |
图书封面 |  |
描述 | .Concrete Functional Calculus. focuses primarily on differentiability of some nonlinear operators on functions or pairs of functions. This includes composition of two functions, and the product integral, taking a matrix- or operator-valued coefficient function into a solution of a system of linear differential equations with the given coefficients. For nonlinear integral equations with respect to possibly discontinuous functions having unbounded variation, existence and uniqueness of solutions are proved under suitable assumptions..Key features and topics:.* Extensive usage of p-variation of functions.* Applications to stochastic processes..This work will serve as a thorough reference on its main topics for researchers and graduate students with a background in real analysis and, for Chapter 12, in probability.. |
出版日期 | Book 2011 |
关键词 | Composition operator; Integration; Interval functions; Nemytskii operator; Nonlinear integral equations; |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4419-6950-7 |
isbn_softcover | 978-1-4614-2740-7 |
isbn_ebook | 978-1-4419-6950-7Series ISSN 1439-7382 Series E-ISSN 2196-9922 |
issn_series | 1439-7382 |
copyright | Springer Science+Business Media, LLC 2011 |