Sotirios Sabanis 个人学术档案

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引用	1815	1147
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i10 指数	26	23

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Ying ZhangThe Hong Kong University of Science and Technology (Guangzhou)在 hkust-gz.edu.cn 的电子邮件经过验证
Chaman KumarAssociate Professor, Indian Institute of Technology, Roorkee在 ma.iitr.ac.in 的电子邮件经过验证
Xuerong MaoProfessor, Mathematics and Statistics, Strathclyde University在 strath.ac.uk 的电子邮件经过验证
O. Deniz AkyildizImperial College London在 imperial.ac.uk 的电子邮件经过验证
Miklos RasonyiAlfred Renyi Institute of Mathematics, Budapest在 renyi.hu 的电子邮件经过验证
Eric MoulinesProfesseur, Ecole Polytechnique, Membre de l'Académie des Sciences在 polytechnique.edu 的电子邮件经过验证
Chau Ngoc HuyThe University of Manchester在 manchester.ac.uk 的电子邮件经过验证
Istvan GyongyThe University of Edinburgh在 ed.ac.uk 的电子邮件经过验证
Iosif LytrasPhD Canditate University of Edinburgh在 sms.ed.ac.uk 的电子邮件经过验证
raj kumari BahlAssociate Professor在 ramjas.du.ac.in 的电子邮件经过验证
Alain DurmusEcole polytechnique在 polytechnique.edu 的电子邮件经过验证
Ariel NeufeldNanyang Assistant Professor in Mathematics, NTU Singapore在 ntu.edu.sg 的电子邮件经过验证
Theodoros (Theo) DamoulasProfessor, University of Warwick - UKRI Turing AI Fellow在 warwick.ac.uk 的电子邮件经过验证
Mark GirolamiUniversity of Cambridge在 cam.ac.uk 的电子邮件经过验证
Attila LovasResearch fellow, Alfréd Rényi Institute of Mathematics在 math.bme.hu 的电子邮件经过验证
Jacek GondzioProfessor of Optimization, School of Mathematics, Edinburgh University在 ed.ac.uk 的电子邮件经过验证
Jörg KalcsicsThe University of Edinburgh在 ed.ac.uk 的电子邮件经过验证
Larisa YaroslavtsevaUniversity Assistant with Doctorate, University of Graz在 uni-graz.at 的电子邮件经过验证
Thomas Müller-GronbachUniversity of Passau在 uni-passau.de 的电子邮件经过验证
Stefano BrunoUniversity of Edinburgh在 ed.ac.uk 的电子邮件经过验证

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Sotirios Sabanis

Professor, University of Edinburgh, Alan Turing Institute, National Technical University of Athens

在 ed.ac.uk 的电子邮件经过验证 - 首页

Stochastic Analysis Numerics Mathematical Finance Computational Statistics Data Science


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Asymptotic behaviour of the stochastic Lotka–Volterra model X Mao, S Sabanis, E Renshaw Journal of Mathematical Analysis and Applications 287 (1), 141-156, 2003	302	2003
Numerical solutions of stochastic differential delay equations under local Lipschitz condition X Mao, S Sabanis Journal of computational and applied mathematics 151 (1), 215-227, 2003	226	2003
A note on tamed Euler approximations S Sabanis	209	2013
Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients S Sabanis	195	2016
On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations K Dareiotis, C Kumar, S Sabanis SIAM Journal on Numerical Analysis 54 (3), 1840-1872, 2016	89	2016
The tamed unadjusted Langevin algorithm N Brosse, A Durmus, É Moulines, S Sabanis Stochastic Processes and their Applications 129 (10), 3638-3663, 2019	80	2019
On stochastic gradient langevin dynamics with dependent data streams: The fully nonconvex case NH Chau, É Moulines, M Rásonyi, S Sabanis, Y Zhang SIAM Journal on Mathematics of Data Science 3 (3), 959-986, 2021	69	2021
Convergence of tamed Euler schemes for a class of stochastic evolution equations I Gyöngy, S Sabanis, D Šiška Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016	53	2016
Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization Y Zhang, ÖD Akyildiz, T Damoulas, S Sabanis arXiv preprint arXiv:1910.02008, 2019	52*	2019
On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients C Kumar, S Sabanis BIT Numerical Mathematics 59 (4), 929-968, 2019	51	2019
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case M Barkhagen, NH Chau, É Moulines, M Rásonyi, S Sabanis, Y Zhang	45	2021
Delay geometric Brownian motion in financial option valuation X Mao, S Sabanis Stochastics An International Journal of Probability and Stochastic Processes …, 2013	45	2013
On Tamed Milstein Schemes of SDEs Driven by L\'evy Noise C Kumar, S Sabanis arXiv preprint arXiv:1407.5347, 2014	44	2014
A note on Euler approximations for stochastic differential equations with delay I Gyöngy, S Sabanis Applied Mathematics & Optimization 68, 391-412, 2013	31	2013
Taming neural networks with tusla: Nonconvex learning via adaptive stochastic gradient langevin algorithms A Lovas, I Lytras, M Rásonyi, S Sabanis SIAM Journal on Mathematics of Data Science 5 (2), 323-345, 2023	29	2023
Higher order langevin monte carlo algorithm S Sabanis, Y Zhang	27	2019
Stochastic volatility and the mean reverting process S Sabanis Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003	26	2003
Strong convergence of Euler approximations of stochastic differential equations with delay under local Lipschitz condition C Kumar, S Sabanis Stochastic Analysis and Applications 32 (2), 207-228, 2014	24	2014
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients C Kumar, S Sabanis	23	2017
On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients S Sabanis, Y Zhang Journal of Complexity 50, 84-115, 2019	22	2019

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