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Differentiability of Six Operators on Nonsmooth Functions and p-Variation

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A survey on differentiability of six operators in relation to probability and statistics.- Product integrals, young integrals and p-variation.- Differentiability of the composition and quantile operators for regulated and A. E. continuous functions.- Bibliographies on p-variation and ?-variation.

294 pages, Paperback

Published March 12, 2014

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