Differentiability of Six Operators on Nonsmooth Functions and P-Variation

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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 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 ...

Differentiability of Six Operators on Nonsmooth Functions and P-Variation 1999, Springer, Berlin, Germany

ISBN-13: 9783540659754

1999 edition

Trade paperback

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