Differentiability of Six Operators on Nonsmooth Functions and P-Variation

Download or read book Differentiability of Six Operators on Nonsmooth Functions and P-Variation written by R. M. Dudley and published by Springer Science & Business. This book was released on 1999-06-21 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 discontinuous, but four of the six operators turn out to be analytic (holomorphic) for some p-variation norms. The reader will need to know basic real analysis, including Riemann and Lebesgue integration. The book is intended for analysts, statisticians and probabilists. Analysts and statisticians have each studied the differentiability of some of the operators from different viewpoints, and this volume seeks to unify and expand their results.