"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. In this book existence and
uniqueness of solutions are proved under suitable assumptions for
nonlinear integral equations with respect to possibly discontinuous
functions having unbounded variation. Key features and topics:
Extensive usage of p-variation of functions, and 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."
General
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