Hausdorff measures and functions of bounded quadratic variation

Abstract: To each function

f

of bounded quadratic variation (

f i n V_{2}

) we associate a Hausdorff measure

m u_{f}

. We show that the map

f o m u_{f}

is locally Lipschitz and onto the positive cone of

m a t h c a l M [0, 1]

. We use the measures

m u_{f} : f i n V_{2}

to determine the structure of the subspaces of

V_{2}^{0}

which either contain

c_{0}

or the square stopping time space

S^{2}

.

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