3 papers
math.AP2026
The Burgers' Equation in the Hermite-Sobolev Spaces
Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar
In this paper, we show existence and uniqueness of solutions to the viscous Burgers' equation in , when the initial condition is in Hermite-Sobolev space of ind…
q-fin.MF2025
Call Option Price using Pearson Diffusion Processes
Tapan Kar, Suprio Bhar, Barun Sarkar +1
Following the foundational work of the Black--Scholes model, extensive research has been developed to price the option by addressing its underlying assumptions and associated prici…
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…