A non-Markovian process with unbounded \(p\)-variation

DOI10.1214/ECP.v10-1128zbMath1060.60074OpenAlexW1993134703MaRDI QIDQ1768238

Martynas Manstavičius

Publication date: 14 March 2005

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124519

zbMATH Keywords

transition probabilities

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Transition functions, generators and resolvents (60J35)

Related Items (3)

Operator-stable-like processes ⋮ First order \(p\)-variations and Besov spaces ⋮ Lower bounds of the Hausdorff dimension for the images of Feller processes

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