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20162026
most citedHölder regularity and roughness: construction and examples

4 citations · 4 across the 9 of their papers we have counts for

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math.PR2023

Level crossings of fractional Brownian motion

Purba Das, Rafał Łochowski, Toyomu Matsuda +1

Since the classical work of Lévy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this…

math.PR2023★ 4 cited

Hölder regularity and roughness: construction and examples

Erhan Bayraktar, Purba Das, Donghan Kim

We study how to construct a stochastic process on a finite interval with given `roughness' and finite joint moments of marginal distributions. We first extend Ciesielski's isomorph…