Partition invariance of variation indices and classical $p$-variation spaces

Abstract

We study the variation index of a continuous path along a refining partition sequence, defined as the infimum of exponents $p\ge1$ for which the corresponding $p$-th variation sums are uniformly bounded. Under natural geometric assumptions on the partitions, we prove that this index coincides with the classical variation index, defined using all finite partitions, for every path with positive Hölder regularity. The result extends to paths with an all-orders Dini modulus and yields a characterization of the classical variation index in terms of dyadic Faber--Schauder coefficients. Explicit counterexamples show that the partition assumptions cannot in general be omitted. Even under these assumptions, however, membership in the corresponding function spaces at the critical exponent may still depend on the partition sequence. We further obtain compact subcritical embeddings into the space of paths with vanishing classical $p$-variation and establish a strict hierarchy of coefficient and variation spaces. Finally, we show that the continuous embedding of the classical $p$-variation space into the space of continuous paths with uniformly bounded dyadic $p$-th variation sums has nonclosed range.