Publications

Under submission

John Armstrong, Purba Das , Gamma Hedging without Rough Paths. ArXiv
Munawar Ali, Purba Das, Qi Feng, Liyao Gao, Guang Lin , Noise estimation of SDE from a single data trajectory. ArXiv
Purba Das, Anna P. Kwossek, David J. Prömel, A rough path approach to pathwise stochastic integration à la Föllmer. ArXiv
Artur Kotlicki, P. Das, Virginia Pugliese, X marks the bank: digitalisation and depositor runs. SSRN
Suprio Bhar, P. Das, Barun Sarkar, Pathwise Itˆo isometry for scaled quadratic variation. ArXiv

Witold Bednorz, P. Das, R. Łochowski, Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings. Accepted for publication in Annales de l’Institut Henri Poincaré

R. Cont, P. Das. Quadratic variation and quadratic roughness. Bernoulli 29 (1) 496 - 522, February 2023

Purba Das Roughness properties of paths and signals. Dphil Thesis–University of Oxford 2022
Purba Das On completely mixed stochastic games. Masters Thesis– Chennai mathematical institute 2018

1. Munawar Ali – Florida State University
2. John Armstrong – King's College London
3. Erhan Bayraktar – University of Michigan
4. Suprio Bhar – Institution Unknown
5. Witold Bednorz – University of Warsaw
6. Rama Cont – University of Oxford
7. Sourish Das – Chennai Mathematical Institute
8. Qi Feng – Florida State University
9. Liyao Gao – University of Washington
10. Donghan Kim – KAIST
11. Artur Kotlicki – Bank of England
12. Anna P. Kwossek – University of Vienna
13. Ananya Lahiri – Indian Institute of Technology Tirupati
14. Guang Lin – Purdue University
15. Rafał Łochowski – Warsaw School of Economics
16. Toyomu Matsuda – Man AHL, Investment Management
17. T. Parthasarathy
18. Nicolas Perkowski – Freie Universität Berlin
19. David J. Prömel – University of Mannheim
20. Virginia Pugliese – Bank of England
21. G. Ravindran – ISI Chennai, India
22. Barun Sarkar – IIT Madras, India