Three Notes on Derivatives and Integrals: 1. On Derivatives and Double Differences; 2. Stieltjes Integrals Without Bounded Variation; 3. Remark on Stochastic Integrals
Abstract
Of the three notes which comprise the report, the first uses inequalities in terms of double differences to establish the existence of a first derivative at 0, and to estimate the error in replacing it by a finite difference ratio. The second note deals similarly with the existence of a Stieltjes integral defined as derivative of a convolution. The third note defines stochastic integrals.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1966
- Accession Number
- AD0648188
Entities
People
- L. C. Young
Organizations
- University of Wisconsin–Madison