Differentiability of six operators on nonsmooth functions and p-variation. With the collaboration of Jinghua Qian
DOI10.1007/BFB0100744zbMATH Open0973.46033OpenAlexW584406610MaRDI QIDQ1297064FDOQ1297064
Rimas Norvaiša, Richard M. Dudley
Publication date: 8 August 1999
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0100744
convolutionintegrationcompositionmultiplicationinverse operators\(p\)-variation normsoptimal remainder bounds
Research exposition (monographs, survey articles) pertaining to functional analysis (46-02) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20) Derivatives of functions in infinite-dimensional spaces (46G05) Research exposition (monographs, survey articles) pertaining to real functions (26-02)
Cited In (37)
- \(p\)-variation of strong Markov processes.
- On the Fourier coefficients of linear fractional stable motion
- Helly's selection principle for functions of bounded \(p\)-variation
- Computation of \(p\)-variation
- Win-loss parameters for right-censored event data, with application to recurrent events
- Itô's formula for Gaussian processes with stochastic discontinuities
- Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes
- Speed of convergence of classical empirical processes in \(p\)-variation norm
- Differential calculus for linear operators represented by finite signed measures and applications
- Modular metric spaces. II: Application to superposition operators
- One-Dimensional Scalar Conservation Laws with Regulated Data
- Differential equations driven by Gaussian signals
- Estimating a changed segment in a sample
- Controlled differential equations as Young integrals: a simple approach
- On Φ-variation for 1-d scalar conservation laws
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).
- An extended product integral, a modified linear integral equation, and functions of bounded \(p\)-variation
- Convergence in law of partial sum processes in \(p\)-variation norm
- Continuity of \(p\)-variation in the Vietoris topology
- A selection theorem for essentially regulated functions of several variables
- A pointwise selection principle for metric semigroup valued functions
- Uniform asymptotic normality of weighted sums of short-memory linear processes
- Testing monotonicity of a hazard: asymptotic distribution theory
- Rough path metrics on a Besov–Nikolskii-type scale
- The approximate variation of univariate uniform space valued functions and pointwise selection principles
- Hausdorff measures and functions of bounded quadratic variation
- Random fractals determined by Lévy processes
- On summability, multipliability, product integrability, and parallel translation
- The index theorem of topological regular variation and its applications
- Distribution of global measures of deviation between the empirical distribution function and its concave majorant
- Yosida approximations of the cumulative distribution function and applications in survival analysis
- Grüss-type bounds for covariances and the notion of quadrant dependence in expectation
- Rough functions: \(p\)-variation, calculus, and index estimation
- \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
- Selection principle for pointwise bounded sequences of functions
- The order of the remainder in derivatives of composition and inverse operators for \(p\)-variation norms
- Smoothness of Itô maps and diffusion processes on path spaces (I)
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