A non-Markovian process with unbounded p -variation.

Manstavičius, Martynas

Electronic Communications in Probability [electronic only] (2005)

  • Volume: 10, page 17-28
  • ISSN: 1083-589X

How to cite

top

Manstavičius, Martynas. "A non-Markovian process with unbounded -variation.." Electronic Communications in Probability [electronic only] 10 (2005): 17-28. <http://eudml.org/doc/124519>.

@article{Manstavičius2005,
author = {Manstavičius, Martynas},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {transition probabilities},
language = {eng},
pages = {17-28},
publisher = {University of Washington},
title = {A non-Markovian process with unbounded -variation.},
url = {http://eudml.org/doc/124519},
volume = {10},
year = {2005},
}

TY - JOUR
AU - Manstavičius, Martynas
TI - A non-Markovian process with unbounded -variation.
JO - Electronic Communications in Probability [electronic only]
PY - 2005
PB - University of Washington
VL - 10
SP - 17
EP - 28
LA - eng
KW - transition probabilities
UR - http://eudml.org/doc/124519
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.