First order \(p\)-variations and Besov spaces (Q2518953)

For a real function \(f\) on \([0,\,1]\) and \(0<p<+\infty\), the first order dyadic \(p\)-~variation \(V_{j}^{p}(f)\) is defined by \[ V_{j}^{p}(f)=\sum_{k=1}^{2^j}|f(k2^{-j})-f(\{k-1\}2^{-j})|^{p} \] and the first order general \(p\)-variation \(\nu_{p}(f)\) by \[ \nu_{p}(f)=\sup \Big\{\sum_{k=0}^{m-1}|f(t_{k+1})-f(t_{k})|^{p},\,\, 0=t_{0}<t_{1}<\dots < t_{m}=1, m=1,2,\dots \Big\}. \] The author proves the following Theorems: (1) Let \(0<s<1,\, s>1/p, \,1\leq p, q\leq \infty\). The usual norm of the Besov spaces \(\mathcal{B}_{p,q}^{s}([0,1])\) is equivalent to the norm defined by \[ \|f\|=\max \Big\{|f(0)|, \Big(\sum_{j\geq 0}2^{jq(s-1/p)}\{V_{j}^{p}(f)\}^{q/p}\Big)^{1/q}\Big\}. \] (2) Let \(f: [0,\,1] \rightarrow \mathbb{R}\) be a Borel function and \(0<p<\infty\). If \(\nu_{p}(f)<+\infty\), then \(f\) belongs to \(\mathcal{B}_{p,\infty}^{1/p}([0,1])\). Using these results the author derives new regularity properties for the trajectories of various continuous time stochastic processes.