Publications

• P. Das. Pathwise Dubins-Schwarz theorem. Working paper 2023+

• R. Cont, P. Das. Measuring roughness of signals. Working paper 2023+

• P. Das, D. Kim On isomorphism of the space of α-H"older continuous functions with finite p-th 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

• P. Das, R. Łochowski, T. Matsuda, N. Perkowski Level crossings of fractional Brownian motion. Arxiv

• E. Bayraktar, P. Das, D. Kim H"older regularity and roughness: construction and examples. Accepted for publication in Bernoulli

• R. Cont, P. Das. Rough Volatility: Fact or Artefact?. Sankhya B - Volume 86, pages 191–223, (2024)

• R. Cont, P. Das. Quadratic variation along refining partitions: Constructions and examples. Journal of Mathematical Analysis and Applications - Volume 512, 126173

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

• P. Das, T. Parthasarathy, G. Ravindran. On Completely Mixed Stochastic Games. Operations Research Forum volume 3, Article number: 57 (2022)

• P. Das, S. Das, A. Lahiri. Understanding Sea Ice Melting via Functional Data Analysis. Current Science

Thesis:

• 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