@article{EJP951,
author = {Peter Friz and Nicolas Victoir},
title = {A Note on Higher Dimensional p-Variation},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {16},
year = {2011},
keywords = {higher dimensional p-variation, Gaussian rough paths},
abstract = {We discuss $p$-variation regularity of real-valued functions defined on $[0,T]\times [0,T]$, based on rectangular increments. When $p>1$, there are two slightly different notions of $p$-variation; both of which are useful in the context of Gaussian roug paths. Unfortunately, these concepts were blurred in previous works; the purpose of this note is to show that the afore-mentioned notions of $p$-variations are "epsilon-close". In particular, all arguments relevant for Gaussian rough paths go through with minor notational changes.},
pages = {no. 68, 1880-1899},
issn = {1083-6489},
doi = {10.1214/EJP.v16-951},
url = {http://ejp.ejpecp.org/article/view/951}}