Let (f=(g, h):[0, infty) ightarrow mathbb{R}^{2}) and (p>0). Show that (operatorname{VAR}_{p}(f ;[0, t])

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Let $f=(g, h):[0, \infty) ightarrow \mathbb{R}^{2}$ and $p>0$. Show that $\operatorname{VAR}_{p}(f ;[0, t])<\infty$ if, and only if, $\operatorname{VAR}_{p}(g ;[0, t])+\operatorname{VAR}_{p}(h ;[0, t])<\infty$.

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

ISBN: 9783110741254

3rd Edition

Authors: René L. Schilling, Björn Böttcher

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Question Posted: Mar 17, 2024 01:00 AM

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Let (f=(g, h):[0, infty) ightarrow mathbb{R}^{2}) and (p>0). Show that (operatorname{VAR}_{p}(f ;[0, t])

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

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