Sotirios Sabanis

Available identifiers

zbMath Open sabanis.sotiriosMaRDI QIDQ341599

List of research outcomes

Publication	Date of Publication	Type
A strongly monotonic polygonal Euler scheme	2024-02-05	Paper
Convergence Of The Unadjusted Langevin Algorithm For Discontinuous Gradients	2023-12-04	Paper
Taming Neural Networks with TUSLA: Nonconvex Learning via Adaptive Stochastic Gradient Langevin Algorithms	2023-06-28	Paper
Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation	2023-03-23	Paper
Statistical Finite Elements via Langevin Dynamics	2023-03-03	Paper
Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization	2023-01-31	Paper
Optimising portfolio diversification and dimensionality	2023-01-19	Paper
Existence, uniqueness and approximation of solutions of SDEs with superlinear coefficients in the presence of discontinuities of the drift coefficient	2022-04-05	Paper
On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case	2021-11-03	Paper
Model-independent price bounds for catastrophic mortality bonds	2021-03-17	Paper
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case	2020-12-07	Paper
On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients	2019-11-27	Paper
Higher order Langevin Monte Carlo algorithm	2019-10-04	Paper
Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization	2019-10-04	Paper
The tamed unadjusted Langevin algorithm	2019-09-19	Paper
On fixed gain recursive estimators with discontinuity in the parameters	2019-07-11	Paper
Optimising portfolio diversification and dimensionality	2019-06-03	Paper
On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case	2019-05-30	Paper
On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients	2018-12-20	Paper
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients	2017-10-25	Paper
General Price Bounds for Guaranteed Annuity Options	2017-07-03	Paper
On tamed Milstein schemes of SDEs driven by Lévy noise	2017-04-25	Paper
Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients	2016-11-16	Paper
Convergence of tamed Euler schemes for a class of stochastic evolution equations	2016-07-05	Paper
On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations	2016-06-22	Paper
A note on tamed Euler approximations	2014-09-22	Paper
Multiscale stochastic volatility for equity, interest rate and credit derivatives By Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar and Knut Sølna	2014-06-06	Paper
Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition	2014-05-02	Paper
Delay geometric Brownian motion in financial option valuation	2014-04-25	Paper
A note on Euler approximations for stochastic differential equations with delay	2014-03-24	Paper
A class of stochastic volatility models and theq-optimal martingale measure	2014-01-24	Paper
Arithmetic Asian Options under Stochastic Delay Models	2012-06-08	Paper
STOCHASTIC VOLATILITY	2005-06-22	Paper
Asymptotic behaviour of the stochastic Lotka-Volterra model.	2003-11-19	Paper
Numerical solutions of stochastic differential delay equations under local Lipschitz condition	2003-03-16	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Sotirios Sabanis