Concrete Functional Calculus - Couverture souple

Dudley, R. M. M.; Norvaiša, R.

 
9781461427407: Concrete Functional Calculus

Synopsis

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.

À propos de l?auteur

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.

Autres éditions populaires du même titre

9781441969491: Concrete Functional Calculus

Edition présentée

ISBN 10 :  1441969497 ISBN 13 :  9781441969491
Editeur : Springer-Verlag New York Inc., 2010
Couverture rigide