Publications
. Estimating The Roughness Exponent Of Stochastic Volatility From Discrete Observations Of The Integrated Variance. arXiv:2307.02582, Submitted.
. Robust Faber--Schauder Approximation Based On Discrete Observations Of An Antiderivative. arXiv:2211.11907, Submitted, pp. 1-29.
. A Criterion For Absolute Continuity Relative To The Law Of Fractional Brownian Motion. Electronic Communications in Probability, Accepted.
. A Limit Theorem For Bernoulli Convolutions And The Φ-Variation Of Functions In The Takagi Class. Journal of Theoretical Probability 2022, 35, 2853–2878.
. Step Roots Of Littlewood Polynomials And The Extrema Of Functions In The Takagi Class. Mathematical Proceedings of the Cambridge Philosophical Society 2022, 173, 591-618.
. A Gladyshev Theorem For Trifractional Brownian Motion And N-Th Order Fractional Brownian Motion. Electronic Communications in Probability 2021, 26, 1-12.
. A Probabilistic Approach To The Phi-Variation Of Classical Fractal Functions With Critical Roughness. Statistics & Probability Letters 2021, 168.
