Accession Number : AD0648188

Title :   THREE NOTES ON DERIVATIVES AND INTEGRALS. I. ON DERIVATIVES AND DOUBLE DIFFERENCES; II. STIELTJES INTEGRALS WITHOUT BOUNDED VARIATION; III. REMARK ON STOCHASTIC INTEGRALS.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Young,L. C.

Report Date : JUL 1966

Pagination or Media Count : 26

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. (Author)

Descriptors :   (*INEQUALITIES, *DIFFERENCE EQUATIONS), (*INTEGRALS, *STOCHASTIC PROCESSES), MEASURE THEORY, NUMERICAL INTEGRATION, APPROXIMATION(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE