$f,g$ be of bounded variation $\Rightarrow$ $f \circ g$ is of bounded variation?
if not, any counter example?
$f,g$ be of bounded variation $\Rightarrow$ $f \circ g$ is of bounded variation?
if not, any counter example?
Let $f$ be the sign function, $f(x) = -1$ if $x\leq 0$, $f(x) = 1$ if $x>0$, and let $$ g(x) = \sum_{n=1}^\infty \frac{(-1)^n}{n^2} \chi_{[n, n+1)} (x), $$ where $\chi_A$ denotes the characteristic function of the set $A$.
It is easily seen that $f, g\in BV(\mathbb{R})$, but $$ (f\circ g)(x) = \sum_{n=1}^\infty (-1)^n \chi_{[n, n+1)}(x) $$ has not finite variation on $\mathbb{R}$.
If you prefer an example with continuous functions: let us consider the functions $f,g \in C([0,1])$ defined by $$ f(x) = \sqrt{x}, \qquad g(x) = \begin{cases} x^2 \sin^2(1/x), &\text{if}\ x\in (0,1],\\ 0, &\text{if}\ x = 0. \end{cases} $$ You can check that $f,g\in BV([0,1])$, but $f\circ g\not\in BV([0,1])$.