Purba Das

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2026-03-16	Paper
Noise estimation of SDE from a single data trajectory (available as arXiv preprint)	2026-01-01	Paper
Gamma Hedging without Rough Paths (available as arXiv preprint)	2026-01-01	Paper
Banach spaces of continuous paths with finite p-th variation (available as arXiv preprint)	2026-01-01	Paper
Quadratic and p-th variation of random signed Takagi--Landsberg bridges (available as arXiv preprint)	2026-01-01	Paper
Measuring the roughness of a signal (available as arXiv preprint)	2026-01-01	Paper
Level crossings of fractional Brownian motion The Annals of Probability	2025-12-01	Paper
On isomorphism of the space of continuous functions with finite p-th variation along a partition sequence Journal de Mathématiques Pures et Appliquées. Neuvième Série	2025-09-12	Paper
Hölder regularity and roughness: construction and examples Bernoulli	2025-02-25	Paper
Pathwise Itô isometry for scaled quadratic variation (available as arXiv preprint)	2025-01-01	Paper
A rough path approach to pathwise stochastic integration à la Föllmer (available as arXiv preprint)	2025-01-01	Paper
On isomorphism of the space of \alpha-Hölder continuous functions with finite p-th variation (available as arXiv preprint)	2024-01-01	Paper
Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings	2023-12-09	Paper
Level crossings of fractional Brownian motion	2023-08-16	Paper
H\"older regularity and roughness: construction and examples	2023-04-26	Paper
Quadratic variation and quadratic roughness Bernoulli	2022-12-19	Paper
Quadratic variation and quadratic roughness Bernoulli	2022-12-19	Paper
Quadratic variation along refining partitions: constructions and examples Journal of Mathematical Analysis and Applications	2022-04-06	Paper
Rough volatility: fact or artefact?	2022-03-24	Paper
Quadratic variation and quadratic roughness (available as arXiv preprint)	2019-07-06	Paper

Research outcomes over time

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