A note on higher dimensional p - variation ∗
نویسندگان
چکیده
Abstract We discuss p-variation regularity of real-valued functions defined on [0, T], based on rectangular increments. When p > 1, there are two slightly different notions of p-variation; both of which are useful in the context of Gaussian roug paths. Unfortunately, these concepts were blurred in previous works [2, 3]; the purpose of this note is to show that the afore-mentioned notions of p-variations are ""-close". In particular, all arguments relevant for Gaussian rough paths go through with minor notational changes.
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