Hausdorff Measures and Functions of Bounded Quadratic Variation

Abstract

To each function $f$ of bounded quadratic variation ($f\in V_2$) we associate a Hausdorff measure ${\mu }_f$. We show that the map $f\to {\mu }_f$ is locally Lipschitz and onto the positive cone of $\mathcal{M}[0,1]$. We use the measures $\{{\mu }_f:f\in V_2\}$ to determine the structure of the subspaces of $V_2^0$ which either contain $c_0$ or the square stopping time space $S^2$.

36 pages This is a revised version with few typos and linguistic corrections