Related papers: On rough continuity and rough $I$-continuity of re…
We introduce a new class of continuous-time models of the stochastic volatility of asset prices. The models can simultaneously incorporate roughness and slowly decaying autocorrelations, including proper long memory, which are two stylized…
In this paper we extend our findings in [3] and answer further questions regarding continuity and discontinuity of seminorms on infinite-dimensional vector spaces.
One the one hand, rough volatility has been shown to provide a consistent framework to capture the properties of stock price dynamics both under the historical measure and for pricing purposes. On the other hand, market price of volatility…
Here we have introduced the idea of rough Cauchyness of sequences in a cone metric space. Also here we have discussed several basic properties of rough Cauchy sequences in a cone metric space using the idea of Phu.
Here we have introduced the idea of rough convergence of sequences in a cone metric space. Also it has been investigated how far several basic properties of rough convergence as valid in a normed linear space are affected in a cone metric…
This paper is a continuation of work started in \cite{njampavcont} on preserving continuity in ideal topological spaces. We will deal with $\theta$-continuity and weak continuity and give their translations in ideal topological spaces. As…
By the sometimes so-called 'Main Theorem' of Recursive Analysis, every computable real function is necessarily continuous. We wonder whether and which kinds of HYPERcomputation allow for the effective evaluation of also discontinuous…
Rough volatility models are continuous time stochastic volatility models where the volatility process is driven by a fractional Brownian motion with the Hurst parameter smaller than half, and have attracted much attention since a seminal…
We propose a notion of operator monotonicity for functions of several variables, which extends the well known notion of operator monotonicity for functions of only one variable. The notion is chosen such that a fundamental relationship…
A function between two metric spaces is said to be totally bounded regular if it preserves totally bounded sets. These functions need not be continuous in general. Hence the purpose of this article is to study such functions vis-\'a-vis…
In this paper, approximate convexity and approximate midconvexity properties, called $\varphi$-convexity and $\varphi$-midconvexity, of real valued function are investigated. Various characterizations of $\varphi$-convex and…
We consider the space of convex functions defined in the Euclidean $n$-dimensional space, which are lower semi-continuous and tend to infinity at infinity. We study real-valued valuations defined on this space of functions, which are…
We give the definition of uniform symmetric continuity for functions defined on a nonempty subset of the real line. Then we investigate the properties of uniformly symmetrically continuous functions and compare them with those of…
In this paper, using the concept of ideal, we study the idea of rough ideal convergence of sequences which is an extension of the notion of rough convergence of sequences in a partial metric space. We define the set of rough…
We study the continuity properties of trajectories for some random series of functions $\sum a\_kf(\alpha X\_k(\omega))$ where $a\_k$ is a complex sequence, $X\_k$ a sequence of real independent random variables, $f$ is a real valued…
In this paper we consider properties of medians as they pertain to the continuity and vanishing oscillation of a function. Our approach is based on the observation that medians are related to local sharp maximal functions restricted to a…
We introduce certain linear positive operators and study some approximation properties of these operators in the space of functions, continuous on a compact set, of two variables. We also find the order of this approximation by using…
We investigate the statistical evidence for the use of `rough' fractional processes with Hurst exponent $H< 0.5$ for the modeling of volatility of financial assets, using a model-free approach. We introduce a non-parametric method for…
In this paper, we continue studying the properties of $\gamma$-semi-continuous and $\gamma$-semi-open functions introduced in [5].
Within the context of rough path analysis via fractional calculus, we show how variability can be used to prove the existence of integrals with respect to H\"older continuous multiplicative functionals in the case of Lipschitz coefficients…