Two-parameter p, q-variation Paths and Integrations of Local Times
نویسندگان
چکیده
In this paper, we prove two main results. The first one is to give a new condition for the existence of two-parameter p, q-variation path integrals and dominated convergence results for both the one-parameter and two-parameter integrals. Our condition of locally bounded p, q-variation is more natural and easy to verify than those of Young. This result can be easily generalized to multi-parameter case. The second result is to define the integral of local time ∫ ∞
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