Differentiability of Six Operators on Nonsmooth Functions and P-Variation

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...

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Hauptverfasser: Dudley, R. M, Norvaisa, Rimas, Qian, J, Takens, F, Teissier, Bernard
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Norvaisa, Rimas
Qian, J
Takens, F
Teissier, Bernard
description 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.
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subjects Differential operators
Functions of bounded variation
Global analysis
Global Analysis and Analysis on Manifolds
Integrals
Mathematics
Mathematics and Statistics
Operator Theory
Real Functions
title Differentiability of Six Operators on Nonsmooth Functions and P-Variation
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