by **mj** » Fri Sep 05, 2008 12:59 am

that's the idea but to cross all the ts and dot all the i's is tricky.

eg with the standard definition of quadratic variation, (qv), it is actually infinite over any interval [a,b] with probability 1. So you have to use a different definition.

The statement that the qv on a given interval [a,b] is b-a with probability 1, is not the same as the statement the qv on every interval [a,b] is b-a with probability 1.