Example of a Dirichlet process whose zero energy part has finite p-variation

Vilmos Prokaj, László Bondici

Let $B^H$ be a fractional Brownian motion on $\mathbb{R}$ with Hurst parameter $H\in (0,1)$, $F$ be its pathwise antiderivative with $F(0)=0$, and let $B$ be a standard Brownian mot…