Let (f in mathcal{C}[0,1]). For every partition (Pi=left{t_{0}=0
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Let \(f \in \mathcal{C}[0,1]\). For every partition \(\Pi=\left\{t_{0}=0 \[\sum_{j=0}^{n}\left|f\left(t_{j}ight)-f\left(q_{j}ight)ight|^{p} \leqslant \epsilon\] Deduce from this that we may calculate \(\operatorname{VAR}_{p}(f ;[0,1])\) along rational points.Show \(\left|S_{p}^{\Pi}(f ;[0, t])-S_{p}^{\Pi^{\prime}}(f ;[0, t])ight| \leqslant c_{p, d} \epsilon\) using \((a+b)^{p} \leqslant 2^{p}\left(a^{p}+b^{p}ight), a, b \geqslant 0, p \geqslant 0\).
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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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