The following pages link to Sotirios Sabanis (Q341599):
Displaying 34 items.
- Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients (Q341600) (← links)
- On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
- A note on tamed Euler approximations (Q743014) (← links)
- Asymptotic behaviour of the stochastic Lotka-Volterra model. (Q1414179) (← links)
- On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients (Q1633628) (← links)
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition (Q1861323) (← links)
- On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients (Q2009112) (← links)
- On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case (Q2214233) (← links)
- The tamed unadjusted Langevin algorithm (Q2274251) (← links)
- Higher order Langevin Monte Carlo algorithm (Q2326072) (← links)
- On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients (Q2411864) (← links)
- A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
- Convergence of tamed Euler schemes for a class of stochastic evolution equations (Q2629196) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Optimising portfolio diversification and dimensionality (Q2679246) (← links)
- Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization (Q2682367) (← links)
- On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations (Q2814459) (← links)
- A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (Q2873538) (← links)
- Arithmetic Asian Options under Stochastic Delay Models (Q2889598) (← links)
- STOCHASTIC VOLATILITY (Q3022059) (← links)
- On fixed gain recursive estimators with discontinuity in the parameters (Q4967798) (← links)
- On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case (Q5162623) (← links)
- Delay geometric Brownian motion in financial option valuation (Q5411907) (← links)
- Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)
- Multiscale stochastic volatility for equity, interest rate and credit derivatives By Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Sølna (Q5419253) (← links)
- Statistical Finite Elements via Langevin Dynamics (Q5880613) (← links)
- A strongly monotonic polygonal Euler scheme (Q6149159) (← links)
- Taming Neural Networks with TUSLA: Nonconvex Learning via Adaptive Stochastic Gradient Langevin Algorithms (Q6162009) (← links)
- Optimising portfolio diversification and dimensionality (Q6319870) (← links)
- Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization (Q6326572) (← links)
- Taming the Interacting Particle Langevin Algorithm -- the superlinear case (Q6528253) (← links)
- Kinetic Langevin MCMC sampling without gradient Lipschitz continuity -- the strongly convex case (Q6614419) (← links)
- Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function (Q6631413) (← links)
- A Tamed Euler Scheme for SDEs with Non-Locally Integrable Drift Coefficient (Q6740573) (← links)
