Non-Fiction Books:

Concrete Functional Calculus

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Description

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.  For nonlinear integral equations with respect to possibly discontinuous functions having unbounded variation, existence and uniqueness of solutions are proved under suitable assumptions. 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.

Author Biography:

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".
Release date NZ
November 10th, 2010
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Illustrations
XII, 671 p.
Pages
671
Dimensions
156x234x36
ISBN-13
9781441969491
Product ID
7743883

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