Sotirios Sabanis

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Chaman KumarAssociate Professor, Indian Institute of Technology, RoorkeeVerified email at ma.iitr.ac.in
Ying ZhangThe Hong Kong University of Science and Technology (Guangzhou)Verified email at hkust-gz.edu.cn
Xuerong MaoProfessor, Mathematics and Statistics, Strathclyde UniversityVerified email at strath.ac.uk
O. Deniz AkyildizImperial College LondonVerified email at imperial.ac.uk
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
Konstantinos DareiotisUniversity of LeedsVerified email at leeds.ac.uk
Istvan GyongyThe University of EdinburghVerified email at ed.ac.uk
Iosif LytrasPostdoctoral Researcher Archimedes Research Centre for Data and AlgorithmsVerified email at athenarc.gr
raj kumari BahlAssociate ProfessorVerified email at ramjas.du.ac.in
Ariel NeufeldTenured Associate Professor in Mathematics, NTU SingaporeVerified email at ntu.edu.sg
Alain DurmusEcole polytechniqueVerified email at polytechnique.edu
Theodoros (Theo) DamoulasProfessor, CS+Stats, University of Warwick - UKRI Turing AI FellowVerified email at warwick.ac.uk
Mark GirolamiUniversity of CambridgeVerified email at cam.ac.uk
Attila LovasResearch fellow, Alfréd Rényi Institute of MathematicsVerified email at math.bme.hu
Jacek GondzioProfessor of Optimization, School of Mathematics, Edinburgh UniversityVerified email at ed.ac.uk
Jörg KalcsicsThe University of EdinburghVerified email at ed.ac.uk
Larisa YaroslavtsevaUniversity Assistant with Doctorate, University of GrazVerified email at uni-graz.at
Thomas Müller-GronbachUniversity of PassauVerified email at uni-passau.de

Sotirios Sabanis

Professor, University of Edinburgh & 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	309	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	233	2003
A note on tamed Euler approximations S Sabanis	217	2013
Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients S Sabanis	205	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	94	2016
The tamed unadjusted Langevin algorithm N Brosse, A Durmus, É Moulines, S Sabanis Stochastic Processes and their Applications 129 (10), 3638-3663, 2019	84	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	76	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	61*	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	58	2016
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	54	2019
On Tamed Milstein Schemes of SDEs Driven by L\'evy Noise C Kumar, S Sabanis arXiv preprint arXiv:1407.5347, 2014	50	2014
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	49	2021
Delay geometric Brownian motion in financial option valuation X Mao, S Sabanis Stochastics An International Journal of Probability and Stochastic Processes …, 2013	47	2013
A note on Euler approximations for stochastic differential equations with delay I Gyöngy, S Sabanis Applied Mathematics & Optimization 68, 391-412, 2013	32	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	31	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	27	2003
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients C Kumar, S Sabanis	26	2017
Nonasymptotic analysis of Stochastic Gradient Hamiltonian Monte Carlo under local conditions for nonconvex optimization ÖD Akyildiz, S Sabanis arXiv preprint arXiv:2002.05465, 2020	25*	2020
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

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