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Differentiability of Six Operators on Nonsmooth Functions...

Dudley, R. M. / Norvai¿a, R.
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 respect to p-variation norms with optimal remainder bounds. Thus the functions as arguments of the operators can be nonsmooth, possibly discontinuo...

CHF 55.50