
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