Recent content by vale

Negative Lipschitz (Hölder) exponent: Intuition! Hi everybody! Sorry for double posting... :( I have some problem with Hölder (Lipschitz) exponent! From what I know Lipschitz refer to integer values whereas Hölder to non integer ones. The usual definition roughly states that: A...

Thank you for the reference and the reply! Actually I meant a mathematical proof... I think I should show somehow the transition probabilities are independent from the past realizations... but I don't Know how to retrieve them from the dynamic... :rolleyes: Many thanks... Vale

This is my first time here, so... Hi everybody! I've very little time to figure out the following problem ... and I am wandering if some of you can give me any help or just suggest me any good reading material... The question is how you can prove a process P_t, given the dynamics, is...