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- W3204656475 abstract "We present several constructions of paths and processes with finite quadratic variation along a refining sequence of partitions, extending previous constructions to the non-uniform case. We study in particular the dependence of quadratic variation with respect to the sequence of partitions for these constructions. We identify a class of paths whose quadratic variation along a partition sequence is invariant under {it coarsening}. This class is shown to include typical sample paths of Brownian motion, but also paths which are $frac{1}{2}$-Holder continuous. Finally, we show how to extend these constructions to higher dimensions." @default.
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- W3204656475 date "2021-09-26" @default.
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- W3204656475 title "Functions with quadratic variation along refining partitions" @default.
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