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Sotirios Sabanis
Sotirios Sabanis
Professor, University of Edinburgh, Alan Turing Institute, National Technical University of Athens
Verified email at ed.ac.uk - Homepage
Title
Cited by
Cited by
Year
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
2932003
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
2252003
A note on tamed Euler approximations
S Sabanis
1972013
Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
S Sabanis
1822016
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
862016
The tamed unadjusted Langevin algorithm
N Brosse, A Durmus, É Moulines, S Sabanis
Stochastic Processes and their Applications 129 (10), 3638-3663, 2019
692019
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
622021
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
502016
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
482019
Delay geometric Brownian motion in financial option valuation
X Mao, S Sabanis
Stochastics An International Journal of Probability and Stochastic Processes …, 2013
462013
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
45*2019
On Tamed Milstein Schemes of SDEs Driven by L\'evy Noise
C Kumar, S Sabanis
arXiv preprint arXiv:1407.5347, 2014
452014
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
412021
A note on Euler approximations for stochastic differential equations with delay
I Gyöngy, S Sabanis
Applied Mathematics & Optimization 68, 391-412, 2013
302013
Stochastic volatility and the mean reverting process
S Sabanis
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003
252003
Higher order langevin monte carlo algorithm
S Sabanis, Y Zhang
242019
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
232023
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
232014
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients
C Kumar, S Sabanis
222017
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
192019
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