1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2022
Example of a Dirichlet process whose zero energy part has finite p-variation
Vilmos Prokaj, László Bondici
Let be a fractional Brownian motion on with Hurst parameter , be its pathwise antiderivative with , and let be a standard Brownian mot…
math.PR2020★ 1 cited
On the lack of semimartingale property
Vilmos Prokaj, László Bondici
In this work we extend the characterization of semimartingale functions in Cinlar et al. (1980) to the non-Markovian setting. We prove that if a function of a semimartingale remain…