Refine a dyadic partition by inserting and . The triangle inequality shows that its variation over is at least . Passing to the defining limit gives
Consequently the càdlàg functions
are nondecreasing: for , the displayed inequality makes both increments nonnegative. Thus they are distribution functions in the Stieltjes sense and ; this is the Jordan decomposition of a function of bounded variation.
Now , so is countable by part (a). For any finite subset , partitions isolating its points and the triangle inequality give
Taking the supremum over finite proves .
Apply part (a)'s square formula, extended by the Jordan decomposition of a function of bounded variation from nondecreasing functions to arbitrary càdlàg functions of bounded variation, to , , and . Since
linearity of the Lebesgue-Stieltjes integral leaves . At each time , polarization of the jump correction gives
Only common jump times contribute, and hence