Concrete Functional Calculus focuses primarily on differentiability of some nonlinear operators on
functions or pairs of functions. This includes composition of two functions, and the product integral,
taking a matrix- or operator-valued coefficient function into a solution of a system of linear
differential equations with the given coefficients. In this book existence and uniqueness of solutions
are proved under suitable assumptions for nonlinear integral equations with respect to possibly
discontinuous functions having unbounded variation. Key features and topics: Extensive usage of
p-variation of functions, and applications to stochastic processes.

This work will serve as a thorough reference on its main topics for researchers and graduate students
with a background in real analysis and, for Chapter 12, in probability.

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