2014 | OriginalPaper | Buchkapitel
Functions of bounded p-variation
verfasst von : Herbert Koch, Daniel Tataru, Monica Vişan
Erschienen in: Dispersive Equations and Nonlinear Waves
Verlag: Springer Basel
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The study of
p
-variation of functions of one variable has a long history. Function of bounded
p
-variation have been studied by Wiener in [33]. The generalization of the Riemann–Stieltjes integral to functions of bounded
p
-variation against the derivative of a function of bounded
q
-variation, 1
/p
+ 1
/q >
1, is due to Young [34]. Much later Lyons developed his theory of rough paths [23] and [24], building on Young’s ideas, but going much further.