P. Das

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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…

math.PR2025

On isomorphism of the space of continuous functions with finite $p$ -th variation along a partition sequence

Purba Das, Donghan Kim

We study the concept of (generalized) $p$ -th variation of a real-valued continuous function along a general class of refining sequence of partitions. We show that the finiteness of…

math.PR2024

HÃ¶lder 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…

Banach spaces of continuous paths with finite p-th variation

On isomorphism of the space of continuous functions with finite p-th variation along a partition sequence

HÃ¶lder regularity and roughness: construction and examples

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

On isomorphism of the space of continuous functions with finite $p$ -th variation along a partition sequence