A Note on Higher Dimensional p-Variation
A Note on Higher Dimensional p-Variation
We discuss $p$-variation regularity of real-valued functions defined on $[0,T]\times [0,T]$, based on rectangular increments. When $p \gt 1$, 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; the purpose of …