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arXiv · 2609.16259

A Quantitative Characterization of the Mokobodzki Condition

Tomasz Klimsiak·Maurycy Rzymowski
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Abstract

We establish a quantitative characterization of the Mokobodzki condition for two adapted càdlàg barriers on an arbitrary filtered probability space. For every $p\geq1$, we introduce a mean co-variation functional $Var_p(L,U)$, which for $p=1$ and $L=U$ reduces to Rao's mean variation, and show that it is quantitatively equivalent to the minimal $\underline H^p$-norm among all semimartingales lying between the barriers. The result covers both the case $p>1$ and the endpoint $p=1$, where the natural scale is based on Doob's class $(D)$.

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Tomasz Klimsiak, Maurycy Rzymowski. 2026-09-14. A Quantitative Characterization of the Mokobodzki Condition. https://arxiv.org/abs/2609.16259

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