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Conjecture on the necessity of a positive Kolmogorov exponent
Necessity of a positive Kolmogorov exponent. Theorem is not true if hypothesis (2), namely the condition ${\mathbb E}\,|X_t-X_s|^\beta\le C|t-s|^{1+\alpha}$ with $\alpha>0$ , is rep…
Conjectureopenkolmogorov-continuity stochastic-processesarXiv posted 3 days ago

Conjecture on the necessity of a positive Kolmogorov exponent