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
* 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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Richard M. Dudley is a professor of mathematics at MIT. He has published over a hundred papers in peer-reviewed journals and two books. He was one of three lecturers in the 1982 St.-Flour Summer School in Probability, published in Springer's Lecture Notes in Mathematics series in 1984.
Rimas Norvaisa is a principal researcher at the Institute of Mathematics and Informatics in Lithuania. Dudley and Norvaisa have written one previous book together in 1999 for Springer's Lecture Notes in Mathematics series, entitled "Differentiability of Six Operators on Nonsmooth Functions and P-Variation".
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 684 pp. Englisch. N° de réf. du vendeur 9781461427407
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Opens new possibilities to analysis of statistical functionals and gives an alternative (non-Ito) approach to stochastic calculusContains new material about the existence and smoothnesss of several nonlinear operators acting between spaces of func. N° de réf. du vendeur 4197722
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Taschenbuch. Etat : Neu. Concrete Functional Calculus | R. M. Dudley (u. a.) | Taschenbuch | Springer Monographs in Mathematics | xii | Englisch | 2012 | Springer | EAN 9781461427407 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. N° de réf. du vendeur 106094550
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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -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\* 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 684 pp. Englisch. N° de réf. du vendeur 9781461427407
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