| Title |
A non-Markovian process with unbounded p-variation |
| Authors |
Manstavičius, Martynas |
| DOI |
10.1214/ECP.v10-1128 |
| Full Text |
|
| Is Part of |
Electronic comunications in probability.. Washington. 2005, vol. 10, p. 17-28.. ISSN 1083-589X |
| Abstract [eng] |
A recent theorem in [3] provided a link between a certain function of transition probabilities of a strong Markov process and the boundedness of the p-variation of its trajectories. Here one assumption of that theorem is relaxed and an example is constructed to show that the Markov property cannot be easily dispensed with. |
| Published |
Washington |
| Type |
Journal article |
| Language |
English |
| Publication date |
2005 |
| CC license |
|
