Biswas, Sani

1. Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
   2020/10/16 by Neelima, Biswas, Sani, Kumar, Chaman +2 · 3 citations
   #60H35 #65C05 #65C30 #65C35 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
2. An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients
   2022/08/22 by Sani Biswas, Biswas, Sani, Chaman Kumar +7 · 2 citations
   Economics, Econometrics and Finance · Engineering · Mathematics · #60H35 #65C05 #65C30 #65C35 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Methods and Bayesian Inference #Stochastic processes and financial applications
3. Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
   2024/11/18 by Biswas, Sani, Kumar, Chaman, Reisinger, Christoph +1 · 3 citations
   #60H35 #65C05 #65C30 #65C35 #FOS: Mathematics #Probability (math.PR)