= Dyadic power variation of a continuous local martingale
{title2=$\sum_i|\Delta_iM|^p$}
Along the dyadic <partitions of an interval> of $[0,1]$, the sums $\sum_i|\Delta_iM|^p$ of a <continuous local martingale> tend to zero in <probability> for $p>2$. If $0<p<2$ and these sums are eventually bounded <almost surely>, then $M$ is constant on $[0,1]$: compare them with the sums defining <quadratic variation>, using the maximum increment, which tends to zero by <uniform continuity>.
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