List questions from p-variation

Published on 27 Feb 2018 - 17:59

1k

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How to show the 2-variation of Brownian motion sample paths is infinite

Published on 12 Jun 2018 - 20:41

91

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Two-way anova or One-way anova

Published on 08 Oct 2018 - 20:19

160

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Topology on space of full signatures in rough path theory

Published on 21 May 2019 - 20:49

77

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An exercise about p-variation

Published on 09 Apr 2020 - 12:17

82

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Continuity and variation

Published on 18 Jul 2020 - 7:49

299

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On the $p$-variation norm: is $||\cdot||_{p-var}\le||\cdot||_{\infty}$?

Published on 09 Jun 2017 - 9:33

115

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Inequality involving $p-$variation and $\sup$ norms.

Published on 11 Jun 2017 - 7:27

129

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Why is $\lim_{n\to\infty} 2^n \Psi\left(\frac{r}{2^n}\right)=0$, for some specific function $\Psi$ defined in the question?

Published on 16 Sep 2017 - 9:16

133

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When does $p$-variation mesh size tend to $0$?

Published on 18 Mar 2021 - 23:15

440

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A function with cubic variation

Published on 14 Jul 2021 - 1:21

53

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Distribution of $p$-variation of Brownian motion

Published on 18 Sep 2021 - 11:10

49

Views

Lipschitz function without Lipschitz-like increments

Published on 03 Oct 2021 - 11:17

60

Views

Increments of Lipschitz function do not satisfy an operator bound

Published on 03 Oct 2021 - 19:52

165

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Link between Riesz p-variation and absolute continuity

Published on 22 Feb 2022 - 21:02

List Question

Link between $p-variation$ and $Holder$ norm

How to show the 2-variation of Brownian motion sample paths is infinite

Two-way anova or One-way anova

Topology on space of full signatures in rough path theory

An exercise about p-variation

Continuity and variation

On the $p$-variation norm: is $||\cdot||_{p-var}\le||\cdot||_{\infty}$?

Inequality involving $p-$variation and $\sup$ norms.

Why is $\lim_{n\to\infty} 2^n \Psi\left(\frac{r}{2^n}\right)=0$, for some specific function $\Psi$ defined in the question?

When does $p$-variation mesh size tend to $0$?

A function with cubic variation

Distribution of $p$-variation of Brownian motion

Lipschitz function without Lipschitz-like increments

Increments of Lipschitz function do not satisfy an operator bound

Link between Riesz p-variation and absolute continuity

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