Total variation of a function ($V_a^b(f)$)

The total variation of $f:[a,b]\to \mathbb{R}$ isThe function has bounded variation when this quantity is finite.

For $p\ge 1$, 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 $\alpha$ has finite $p$-variation on a compact interval if $p\alpha \ge 1$. Applying this construction to the Carnot-Carathéodory distance gives the defining regularity of a weak geometric p-rough path.

For a càdlàg function, replace the last sampled value at $2^{-n}\lceil 2^{n}t\rceil$ by $X_t$. Right continuity makes this change tend to zero. The corrected sum is bounded by the total variation of a function. Conversely every finite partition of an interval can be approximated by dyadic points from the right, retaining the endpoint $t$. The triangle inequality bounds that partition's limiting sum by the dyadic sums. Taking the supremum proves convergence, including the value $+\infty$.

If continuously differentiable $F_j,F$ converge uniformly on a compact interval and have uniformly bounded total variation of a function, then $\int b{F}_j^{\prime }\to \int b{F}^{\prime }$ for every continuous $b$. For continuously differentiable test functions this is integration by parts. Uniform approximation by polynomials extends the conclusion to continuous tests using the variation bound.

Every real function $f$ of bounded variation is the difference of two nondecreasing functions. Writing $V_f$ for its cumulative total variation, one may takeup to constants chosen for the desired normalization.