Concrete functional calculus

DOI10.1007/978-1-4419-6950-7MaRDI QIDQ3057911zbMATH OpenOpenAlexFDO

Authors Richard M. Dudley, Rimas Norvaiša

Publication date 18 November 2010

Published in Springer Monographs in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4419-6950-7

zbMATH Keywords

\(p\)-variationsample pathsstochastic processsuperposition operatorYoung integral

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to measure and integration (28-02) Research exposition (monographs, survey articles) pertaining to functional analysis (46-02) Vector-valued measures and integration (46G10) Particular nonlinear operators (superposition, Hammerstein, Nemytski?, Uryson, etc.) (47H30) Sample path properties (60G17)

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Cited in

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• Stability analysis of perturbed infinite-dimensional sampled-data systems
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• Multiplication is an open bilinear mapping in the Banach algebra of functions of bounded Wiener p-variation
• Sweeping processes perturbed by rough signals
• Measurable equidecompositions for group actions with an expansion property
• Multiplication operators on the Banach algebra of bounded \(\Phi\)-variation functions on compact subsets of \(\mathbb{C}\)
• Quadratic variation and quadratic roughness
• Quadratic variation along refining partitions: constructions and examples
• Regression analysis of doubly truncated data based on pseudo-observations
• Sign intermixing for Riesz bases and frames measured in the Kantorovich-Rubinstein norm
• Nonnegative sum-symmetric matrices and optimal-score partitions
• On the autonomous Nemytskii operator between Sobolev spaces in the critical and supercritical cases: well-definedness and higher-order chain rule
• Weak and strong discrete-time approximation of fractional SDEs
• Reflected backward stochastic differential equations with two optional barriers
• A revisit of the Arens-Royden and Shilov idempotent theorems for real Banach algebras
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• Corrigendum to: ``Renormalised solutions in thermo-visco-plasticity for a Norton-Hoff type model. I: The truncated case.
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• The composition operator in Sobolev Morrey spaces
• Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift
• Composition operators in generalized Morrey spaces
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• Conditional probability and probability updating
• Training-conditional coverage for distribution-free predictive inference
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• Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
• Win-loss parameters for right-censored event data, with application to recurrent events
• Weierstrass bridges
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• Yosida approximations of the cumulative distribution function and applications in survival analysis
• SDEs with two reflecting barriers driven by optional processes with regulated trajectories
• A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces
• A class of self-similar processes indexed by R+×Cbn+1(R+)
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• Old and new on strongly subadditive/superadditive functions
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• Wasserstein F-tests for Fréchet regression on Bures-Wasserstein manifolds
• Elementary construction of Hölder functions such that the Kurzweil-Stieltjes integral does not exist.
• Nonlinear composition operators in bv_p-spaces: acting conditions and boundedness
• Detection of suspicious areas in non-stationary Gaussian fields and locally averaged non-Gaussian linear fields
• Estimation of win, loss probabilities, and win ratio based on right-censored event data
• Functions of joint -variation
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• Multicalibration for modelling censored survival data with universal adaptability
• Sample path properties of the fractional Wiener-Weierstrass bridge
• An extended product integral, a modified linear integral equation, and functions of bounded p-variation
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• On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion

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