Purba Das

From MaRDI portal
Person:2108491

Available identifiers

zbMath Open das.purbaMaRDI QIDQ2108491

List of research outcomes





PublicationDate of PublicationType
Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings2023-12-09Paper
Level crossings of fractional Brownian motion2023-08-16Paper
H\"older regularity and roughness: construction and examples2023-04-26Paper
Quadratic variation and quadratic roughness2022-12-19Paper
Quadratic variation along refining partitions: constructions and examples2022-04-06Paper
Rough volatility: fact or artefact?2022-03-24Paper
Quadratic variation and quadratic roughness2019-07-06Paper

Research outcomes over time

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