A non-Markovian process with unbounded p-variation.
Manstavičius, Martynas
Electronic Communications in Probability [electronic only], Tome 10 (2005), p. 17-28 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:124519 
@article{02145794,
     title = {A non-Markovian process with unbounded },
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {10},
     year = {2005},
     pages = {17-28},
     zbl = {1060.60074},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02145794}
}

Manstavičius, Martynas. A non-Markovian process with unbounded . Electronic Communications in Probability [electronic only], Tome 10 (2005) pp. 17-28. http://gdmltest.u-ga.fr/item/02145794/