Chain rules and p-variation
Studia Mathematica (2002)
- Volume: 149, Issue: 3, page 197-238
- ISSN: 0039-3223
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topR. Norvaiša. "Chain rules and p-variation." Studia Mathematica 149.3 (2002): 197-238. <http://eudml.org/doc/284862>.
@article{R2002,
abstract = {The main result is a Young-Stieltjes integral representation of the composition ϕ ∘ f of two functions f and ϕ such that for some α ∈ (0,1], ϕ has a derivative satisfying a Lipschitz condition of order α, and f has bounded p-variation for some p < 1 + α. If given α ∈ (0,1], the p-variation of f is bounded for some p < 2 + α, and ϕ has a second derivative satisfying a Lipschitz condition of order α, then a similar result holds with the Young-Stieltjes integral replaced by its extension.},
author = {R. Norvaiša},
journal = {Studia Mathematica},
keywords = {-variation; Young-Stieltjes integral; composition},
language = {eng},
number = {3},
pages = {197-238},
title = {Chain rules and p-variation},
url = {http://eudml.org/doc/284862},
volume = {149},
year = {2002},
}
TY - JOUR
AU - R. Norvaiša
TI - Chain rules and p-variation
JO - Studia Mathematica
PY - 2002
VL - 149
IS - 3
SP - 197
EP - 238
AB - The main result is a Young-Stieltjes integral representation of the composition ϕ ∘ f of two functions f and ϕ such that for some α ∈ (0,1], ϕ has a derivative satisfying a Lipschitz condition of order α, and f has bounded p-variation for some p < 1 + α. If given α ∈ (0,1], the p-variation of f is bounded for some p < 2 + α, and ϕ has a second derivative satisfying a Lipschitz condition of order α, then a similar result holds with the Young-Stieltjes integral replaced by its extension.
LA - eng
KW - -variation; Young-Stieltjes integral; composition
UR - http://eudml.org/doc/284862
ER -
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