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Definition
MeasureTheoryStochasticDiffs

Definition

Let f:[0,1]Rf:[0,1]\to \mathbb{R}, let 0=t0<t1<<tN=10=t_{0}<t_{1}<\dots<t_{N}=1 be a subdivision of [0,1][0,1] where π=(t0,,tN)\pi=(t_{0},\dots,t_{N}). We define the mesh of our subdivision π\pi or the fineness of of our subdivision to be δ(π)=maxi=0,,N1ti+1ti\delta(\pi)=\max_{i=0,\dots ,N-1}|t_{i+1}-t_{i}|

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