"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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"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."
Imprint | Springer-Verlag New York |
Country of origin | United States |
Series | Springer Monographs in Mathematics |
Release date | November 2010 |
Availability | Expected to ship within 12 - 17 working days |
First published | 2011 |
Authors | R. M Dudley, R. Norvaisa |
Dimensions | 235 x 155 x 42mm (L x W x T) |
Format | Hardcover |
Pages | 671 |
Edition | 2011 Ed. |
ISBN-13 | 978-1-4419-6949-1 |
Barcode | 9781441969491 |
Categories | |
LSN | 1-4419-6949-7 |