Let (f) be continuous. Show that it does not affect the finiteness of (operatorname{VAR}_{p}(f ;[0, t])) and
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Let \(f\) be continuous. Show that it does not affect the finiteness of \(\operatorname{VAR}_{p}(f ;[0, t])\) and the numerical value of \(\operatorname{var}_{p}(f ;[0, t])\) if we restrict ourselves to partitions not containing the endpoints 0 and \(t\) of the interval. (In this case we have to define the mesh as mesh of \(\Pi \cup\{0, t\}\) ).
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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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