Publications
] . 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.
. The Roughness Exponent And Its Model-Free Estimation. arXiv:2111.10301, Submitted.
. On Laws Absolutely Continuous With Respect To Fractional Brownian Motion. arXiv:2306.11824, Submitted.
. Estimating The Roughness Exponent Of Stochastic Volatility From Discrete Observations Of The Realized Variance. arXiv:2307.02582, Submitted.
. Robust Faber--Schauder Approximation Based On Discrete Observations Of An Antiderivative. arXiv:2211.11907, Submitted, pp. 1-29.
