P. Das

activity

20162026

most citedHölder regularity and roughness: construction and examples

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

collaborators

Showing 2026Show all

3 papers · 1 filter

math.ST2026

Measuring the roughness of a signal

Rama Cont, Purba Das

We study the non-parametric estimation of the roughness of a path from discretely sampled observations. Our approach is based on the concept of normalized power variation of a path…

math.PR2026

Quadratic and $p$ -th variation of random signed Takagi--Landsberg bridges

Purba Das, Alexander Schied

We study random signed Takagi--Landsberg bridges with independent Rademacher Faber--Schauder coefficients. At index $H = 1/2$ , we prove that every fixed deterministic refining sequen…

math.PR2026

Banach spaces of continuous paths with finite $p$ -th variation

Purba Das, Donghan Kim, Fang Rui Lim

We study pathwise $p$ -th variation of continuous paths on a compact interval along a fixed partition sequence. Although the class of continuous paths with finite $p$ -th variation i…

Measuring the roughness of a signal

Quadratic and p-th variation of random signed Takagi--Landsberg bridges

Banach spaces of continuous paths with finite p-th variation

Quadratic and $p$ -th variation of random signed Takagi--Landsberg bridges

Banach spaces of continuous paths with finite $p$ -th variation