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math.PR2025
Pathwise Itô isometry for scaled quadratic variation
Suprio Bhar, Purba Das, Barun Sarkar
The concept of scaled quadratic variation was originally introduced by E. Gladyshev in 1961 in the context of Gaussian processes, where it was defined as the limit of the covarianc…
math.PR2024
Kac's Central Limit Theorem by Stein's Method
Suprio Bhar, Ritwik Mukherjee, Prathmesh Patil
In , Mark Kac proved a Central Limit type theorem for a sequence of random variables that were not independent. The random variables under consideration were obtained from th…