Publications
P. Das. Pathwise Dubins-Schwarz theorem. Working paper 2023+
R. Cont, P. Das. Measuring roughness of signals. Working paper 2023+
Witold Bednorz, P. Das, R. Łochowski, Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings. Arxiv
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
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