Sotirios Sabanis
Sotirios Sabanis
University of Edinburgh, Alan Turing Institute, National Technical University of Athens
Verified email at - Homepage
Cited by
Cited by
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
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
A note on tamed Euler approximations
S Sabanis
Electronic Communications in Probability 18, 1-10, 2013
Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
S Sabanis
The Annals of Applied Probability 26 (4), 2083-2105, 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
The tamed unadjusted Langevin algorithm
N Brosse, A Durmus, É Moulines, S Sabanis
Stochastic Processes and their Applications 129 (10), 3638-3663, 2019
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
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
On Tamed Milstein Schemes of SDEs Driven by L\'evy Noise
C Kumar, S Sabanis
arXiv preprint arXiv:1407.5347, 2014
Delay geometric Brownian motion in financial option valuation
X Mao, S Sabanis
Stochastics An International Journal of Probability and Stochastic Processes …, 2013
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
A note on Euler approximations for stochastic differential equations with delay
I Gyöngy, S Sabanis
Applied Mathematics & Optimization 68 (3), 391-412, 2013
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
Bernoulli 27 (1), 1-33, 2021
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
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
Stochastic volatility and the mean reverting process
S Sabanis
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients
C Kumar, S Sabanis
Electronic Journal of Probability 22, 1-19, 2017
Taming neural networks with TUSLA: Non-convex learning via adaptive stochastic gradient Langevin algorithms
A Lovas, I Lytras, M Rásonyi, S Sabanis
arXiv preprint arXiv:2006.14514, 2020
On fixed gain recursive estimators with discontinuity in the parameters
HN Chau, C Kumar, M Rásonyi, S Sabanis
ESAIM: Probability and Statistics 23, 217-244, 2019
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
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