Sotirios Sabanis

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Xuerong MaoProfessor, Mathematics and Statistics, Strathclyde UniversityVerified email at strath.ac.uk
Ying ZhangNanyang Techonological UniversityVerified email at ntu.edu.sg
Miklos RasonyiAlfred Renyi Institute of Mathematics, BudapestVerified email at renyi.hu
Eric MoulinesProfesseur, Ecole Polytechnique, Membre de l'Académie des SciencesVerified email at polytechnique.edu
Chau Ngoc HuyThe University of ManchesterVerified email at manchester.ac.uk
Deniz AkyildizImperial College LondonVerified email at imperial.ac.uk
Istvan GyongyThe University of EdinburghVerified email at ed.ac.uk
Alain DurmusEcole polytechniqueVerified email at polytechnique.edu
Nicolas BrosseResearch engineer, Thales GroupVerified email at thalesgroup.com
Theodoros (Theo) DamoulasProfessor, University of Warwick - UKRI Turing AI FellowVerified email at warwick.ac.uk
Attila LovasResearch fellow, Alfréd Rényi Institute of MathematicsVerified email at math.bme.hu
Iosif LytrasPhD Canditate University of EdinburghVerified email at sms.ed.ac.uk
Ariel NeufeldNanyang Assistant Professor in Mathematics, NTU SingaporeVerified email at ntu.edu.sg
Mark GirolamiUniversity of CambridgeVerified email at cam.ac.uk
Jacek GondzioProfessor of Optimization, School of Mathematics, Edinburgh UniversityVerified email at ed.ac.uk
Jörg KalcsicsThe University of EdinburghVerified email at ed.ac.uk
Laszlo GerencserInstitute for Computer Science and ControlVerified email at sztaki.hu
Balázs Csanád CsájiSZTAKI: Institute for Computer Science and Control, Budapest, HungaryVerified email at sztaki.hu

Sotirios Sabanis

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

Verified email at ed.ac.uk - Homepage

Stochastic Analysis Numerics Mathematical Finance Computational Statistics Data Science


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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	278	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	213	2003
A note on tamed Euler approximations S Sabanis	167	2013
Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients S Sabanis	153	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	71	2016
The tamed unadjusted Langevin algorithm N Brosse, A Durmus, É Moulines, S Sabanis Stochastic Processes and their Applications 129 (10), 3638-3663, 2019	54	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	46	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	42	2016
On Tamed Milstein Schemes of SDEs Driven by L\'evy Noise C Kumar, S Sabanis arXiv preprint arXiv:1407.5347, 2014	39	2014
Delay geometric Brownian motion in financial option valuation X Mao, S Sabanis Stochastics An International Journal of Probability and Stochastic Processes …, 2013	38	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	37	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	32	2021
A note on Euler approximations for stochastic differential equations with delay I Gyöngy, S Sabanis Applied Mathematics & Optimization 68, 391-412, 2013	30	2013
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	25	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	23	2014
Stochastic volatility and the mean reverting process S Sabanis Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003	23	2003
Higher order langevin monte carlo algorithm S Sabanis, Y Zhang	19	2019
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	18	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	18	2019
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients C Kumar, S Sabanis	18	2017

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