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On isomorphism of the space of continuous functions with finite $p$-th variation along a partition sequence

Published 1 Sep 2024 in math.PR | (2409.00652v3)

Abstract: We study the concept of (generalized) $p$-th variation of a real-valued continuous function along a general class of refining sequence of partitions. We show that the finiteness of the $p$-th variation of a given function is closely related to the finiteness of $\ellp$-norm of the coefficients along a Schauder basis, similar to the fact that H\"older coefficient of the function is connected to $\ell{\infty}$-norm of the Schauder coefficients. This result provides an isomorphism between the space of $\alpha$-H\"older continuous functions with finite (generalized) $p$-th variation along a given partition sequence and a subclass of infinite-dimensional matrices equipped with an appropriate norm, in the spirit of Ciesielski.

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