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p-variation of a path (∥x∥p-var;[0,T]​=(supD​∑[u,v]∈D​d(xu​,xv​)p)1/p)

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Real analysis Riemann integration Total variation of a function
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For p≥1, the displayed quantity measures the accumulated oscillation of a path in a metric space. For p=1 it is total variation. A Hölder continuous path of exponent α has finite p-variation on a compact interval if pα≥1. Applying this construction to the Carnot-Carathéodory distance gives the defining regularity of a weak geometric p-rough path.

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