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Purba Das
Purba Das
Department of Mathematics, King's College London
Verified email at kcl.ac.uk - Homepage
Title
Cited by
Cited by
Year
Rough volatility: fact or artefact?
R Cont, P Das
Sankhya B 86 (1), 191-223, 2024
472024
Quadratic variation and quadratic roughness
R Cont, P Das
Bernoulli 29 (1), 496-522, 2023
202023
Quadratic variation along refining partitions: Constructions and examples
R Cont, P Das
Journal of Mathematical Analysis and Applications 512 (2), 126173, 2022
102022
Understanding sea ice melting via functional data analysis
P Das, A Lahiri, S Das
Current Science 115 (5), 920-929, 2018
72018
Measuring the roughness of a signal
R Cont, P Das
Working Paper, 2024
52024
Level crossings of fractional Brownian motion
P Das, R Łochowski, T Matsuda, N Perkowski
arXiv preprint arXiv:2308.08274, 2023
52023
Roughness properties of paths and signals
P Das
University of Oxford, 2022
32022
H\" older regularity and roughness: construction and examples
E Bayraktar, P Das, D Kim
arXiv preprint arXiv:2304.13794, 2023
22023
Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings
W Bednorz, P Das, R Łochowski
arXiv preprint arXiv:2312.05570, 2023
12023
On completely mixed stochastic games
P Das, T Parthasarathy, G Ravindran
Operations Research Forum 3 (4), 57, 2022
12022
On isomorphism of the space of α-Hölder continuous functions with finite p-th variation
P Das, D Kim
https://arxiv.org/abs/2409.00652, 2024
2024
Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings
P Das, W Bednorz, R Łochowski
Annales de l'institut Henri Poincare (B) Probability and Statistics, 2024
2024
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Articles 1–12