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


 
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1. Title Title of document A Non-Markovian Process with Unbounded $p$-Variation
 
2. Creator Author's name, affiliation, country Martynas Manstavicius; University of Connecticut, USA
 
3. Subject Discipline(s)
 
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4. Description 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.
 
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7. Date (YYYY-MM-DD) 2005-02-25
 
8. Type Status & genre Peer-reviewed Article
 
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9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1128
 
10. Identifier Digital Object Identifier 10.1214/ECP.v10-1128
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 10
 
12. Language English=en
 
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