No label defined (Q4229941)

The authors start from the problem how integrals of Stieltjes type should be defined. Moreover, modes of differentiability for nonlinear operators on subspaces of the space of functions having only discontinuities of the first kind (regulated functions) are introduced by \(p\)-variation norms. Highlights of this lecture note in connection with a course held at Aarhus, January 1999, are: \(\bullet\) stochastic processes and \(p\)-variation including Gaussian stochastic processes, Lévy-processes \(\phantom {\bullet}\) as well as empirical processes; \(\bullet\) introduction of different types of integrals like the refinement-Riemann-Stieltjes integral, the \(\phantom{\bullet}\) refinement-Young-Stieltjes integral, and integrals due to Kolmogorov, to Young as well as \(\phantom{\bullet}\) to Ward, Perron and Stieltjes; \(\bullet\) product integration including ordinary differential equations and integral equations.