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bounded derivative

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  • Bounded variation — In mathematical analysis, a function of bounded variation refers to a real valued function whose total variation is bounded (finite): the graph of a function having this property is well behaved in a precise sense. For a continuous function of a… …   Wikipedia

  • Bounded operator — In functional analysis, a branch of mathematics, a bounded linear operator is a linear transformation L between normed vector spaces X and Y for which the ratio of the norm of L(v) to that of v is bounded by the same number, over all non zero… …   Wikipedia

  • Bounded deformation — In mathematics, a function of bounded deformation is a function whose distributional derivatives are not quite well behaved enough to qualify as functions of bounded variation, although the symmetric part of the derivative matrix does meet that… …   Wikipedia

  • Derivative — This article is an overview of the term as used in calculus. For a less technical overview of the subject, see Differential calculus. For other uses, see Derivative (disambiguation) …   Wikipedia

  • Fréchet derivative — In mathematics, the Fréchet derivative is a derivative defined on Banach spaces. Named after Maurice Fréchet, it is commonly used to formalize the concept of the functional derivative used widely in mathematical analysis, especially functional… …   Wikipedia

  • Reduced derivative — In mathematics, the reduced derivative is a generalization of the notion of derivative that is well suited to the study of functions of bounded variation. Although functions of bounded variation have derivatives in the sense of Radon measures, it …   Wikipedia

  • Arithmetic derivative — In number theory, the arithmetic derivative, or number derivative, is a function defined for integers, based on prime factorization, by analogy with the product rule for the derivative of a function that is used in mathematical analysis. Contents …   Wikipedia

  • Lipschitz continuity — In mathematics, more specifically in real analysis, Lipschitz continuity, named after Rudolf Lipschitz, is a smoothness condition for functions which is stronger than regular continuity. Intuitively, a Lipschitz continuous function is limited in… …   Wikipedia

  • Clark-Ocone theorem — In mathematics, the Clark Ocone theorem (also known as the Clark Ocone Haussmann theorem or formula) is a theorem of stochastic analysis. It expresses the value of some function F defined on the classical Wiener space of continuous paths starting …   Wikipedia

  • Clark–Ocone theorem — In mathematics, the Clark–Ocone theorem (also known as the Clark–Ocone–Haussmann theorem or formula) is a theorem of stochastic analysis. It expresses the value of some function F defined on the classical Wiener space of continuous paths starting …   Wikipedia

  • Itō calculus — Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations.The central… …   Wikipedia

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