Rough functions: p-Variation, calculus, and index estimation
Rimas Norvaiša · Lithuanian Mathematical Journal · 2006
In this paper, we give an overview of several dissipated results on the p -variation property of a function presented in a suitable way. More specifically, we attempt to show: (1) usefulness of this property in a calculus of rough functions; (2) a relatively thorough knowledge of the p -variation property of a sample function of basic stochastic processes; and (3) an almost unexplored area of statistical analysis seeking to estimate the p -variation index.