书目名称 | Differentiability of Six Operators on Nonsmooth Functions and p-Variation |
编辑 | Richard M. Dudley,Rimas Norvaiša |
视频video | |
概述 | Includes supplementary material: |
丛书名称 | Lecture Notes in Mathematics |
图书封面 |  |
描述 | 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. |
出版日期 | Book 1999 |
关键词 | Composition; Hadamard differentiability; Riemann-Stieltjes integrals; convolution; product-integral; quan |
版次 | 1 |
doi | https://doi.org/10.1007/BFb0100744 |
isbn_softcover | 978-3-540-65975-4 |
isbn_ebook | 978-3-540-48814-9Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
issn_series | 0075-8434 |
copyright | Springer-Verlag Berlin Heidelberg 1999 |