Oscillation of Functions in the H\"older class

Abstract

We study the size of the set of points where the $\alpha$-divided difference of a function in the H\"older class $\Lambda_\alpha$ is bounded below by a fixed positive constant. Our results are obtained from their discrete analogues which can be stated in the language of dyadic martingales. Our main technical result in this setting is a sharp estimate of the Hausdorff measure of the set of points where a dyadic martingale with bounded increments has maximal growth.