1 citations · 1 across the 10 of their papers we have counts for
11 papers
Continuous-Time Modelling of Black Hole Binary Evolution with Neural ODEs
Julian Chan, Alessia Gualandris, Payel Das
Pulsar timing arrays (PTAs) can detect the low-frequency stochastic gravitational-wave background (GWB) generated by an ensemble of supermassive black hole binaries (BHBs). Accurat…
An elementary approach to delta and gamma hedging, and the Black--Scholes PDE
John Armstrong, Purba Das
We show how the robustness of gamma hedging can be understood just using the concepts of variation along a partition sequence and Taylor's theorem. There is no need to def…
Products of Tribonacci Numbers that are the Products of Factorials
Pranabesh Das, J. C. Saunders
In 2014 Marques and Lengyel gave all of the solutions to the equation , where is the th term of the Tribonacci sequence . In 2023 Alahmad…
Noise estimation of SDE from a single data trajectory
Munawar Ali, Purba Das, Qi Feng +2
In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stat…
Repdigits as Product of Consecutive Shifted Tribonacci Numbers
Pranabesh Das, Salah Eddine Rihane, Alain Togbé
A repdigit is a positive integer that has only one distinct digit in its decimal expansion, i.e., a number has the form for some and . Let…
On the convexity of Berezin range and Berezin radius inequalities via a class of semi-norms
Athul Augustine, P. Hiran Das, Pintu Bhunia +1
This paper introduces a new family of semi-norms, say -Berezin norm on the space of all bounded linear operators defined on a reproducing kernel Hilbert space…
A rough path approach to pathwise stochastic integration à la Föllmer
Purba Das, Anna P. Kwossek, David J. Prömel
We develop a general framework for pathwise stochastic integration that extends Föllmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums an…
On Pell numbers representable as product of two generalized Fibonacci numbers
Jhon J. Bravo, Pranabesh Das, Jose L. Herrera +1
A generalization of the well-known Fibonacci sequence is the -Fibonacci sequence with some fixed integer . The first terms of this sequence are , and…
Self-normalized scaled quadratic variation
Suprio Bhar, Purba Das, Barun Sarkar
The concept of a scaled quadratic variation was originally introduced by E. Gladyshev in 1961 for processes with Gaussian increments. Using certain deterministic scaling, arrived a…
A Note On Rainbow 4-Term Arithmetic Progression
Subhajit Jana, Pratulananda Das
Let [n]=\{1,\,2,...,\,n\} be colored in k colors. A rainbow AP(k) in [n] is a k term arithmetic progression whose elements have diferent colors. Conlon, Jungic and Radoicic [10] ha…
Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings
Witold Bednorz, Purba Das, Rafał Łochowski
We prove a general result on a relationship between a limit of normalized numbers of interval crossings by a càdlàg path and an occupation measure associated with this path. Using…