The Kingman tree length process has infinite quadratic variation
@article{Dahmer2014TheKT, title={The Kingman tree length process has infinite quadratic variation}, author={Iulia Dahmer and Robert Knobloch and A. Wakolbinger}, journal={Electronic Communications in Probability}, year={2014}, volume={19}, pages={1-12} }
In the case of neutral populations of fixed sizes in equilibrium whose genealogies are described by the Kingman N-coalescent back from time t consider the associated processes of total tree length as t increases. We show that the (cadlag) process to which the sequence of compensated tree length processes converges as N tends to infinity is a process of infinite quadratic variation; therefore this process cannot be a semimartingale. This answers a question posed in Pfaffelhuber et al. (2011).
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