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A Non-Markovian Process with Unbounded $p$-Variation

   
@article{ECP1128,
	author = {Martynas Manstavicius},
	title = {A Non-Markovian Process  with Unbounded $p$-Variation},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {10},
	year = {2005},
	keywords = {},
	abstract = {A recent theorem by M. Manstavicius (2004) 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.},
	pages = {no. 3, 17-28},
	issn = {1083-589X},
	doi = {10.1214/ECP.v10-1128},    
        url = {http://ecp.ejpecp.org/article/view/1128}}