Concrete Functional Calculus

R. M. Dudley,R. Norvaisa

Concrete Functional Calculus
Format
Hardback
Publisher
Springer-Verlag New York Inc.
Country
United States
Published
10 November 2010
Pages
671
ISBN
9781441969491

Concrete Functional Calculus

R. M. Dudley,R. Norvaisa

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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. In this book existence and uniqueness of solutions are proved under suitable assumptions for nonlinear integral equations with respect to possibly discontinuous functions having unbounded variation. Key features and topics: Extensive usage of p-variation of functions, and 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.

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