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Sotirios Sabanis

Identifiers

  • name variant Sotirios Sabanis 0.60 · backfill

Papers (15)

  1. Flatness-Aware Stochastic Gradient Langevin Dynamics cs.LG · 2025 · author #4
  2. The Tamed Unadjusted Langevin Algorithm stat.ME · 2017 · author #4
  3. On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients math.PR · 2017 · author #1
  4. General Price Bounds for Guaranteed Annuity Options q-fin.PR · 2017 · author #2
  5. On Explicit Approximations for L\'evy Driven SDEs with Super-linear Diffusion Coefficients math.PR · 2016 · author #2
  6. On fixed gain recursive estimators with discontinuity in the parameters math.PR · 2016 · author #4
  7. On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients math.PR · 2016 · author #2
  8. Convergence of tamed Euler schemes for a class of stochastic evolution equations math.PR · 2014 · author #2
  9. On Tamed Milstein Schemes of SDEs Driven by L\'evy Noise math.PR · 2014 · author #2
  10. On Tamed Euler Approximations of SDEs Driven by L\'evy Noise with Applications to Delay Equations math.PR · 2014 · author #3
  11. Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients math.PR · 2013 · author #1
  12. A note on tamed Euler approximations math.PR · 2013 · author #1
  13. Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay under Local Lipschitz Condition math.PR · 2013 · author #2
  14. A note on Euler approximations for stochastic differential equations with delay math.PR · 2012 · author #2
  15. Necessary and sufficient conditions for the existence of the q-optimal measure math.PR · 2008 · author #1

Mentions

  • 1707.05086 #1 · arxiv_oai · confidence 0.70 Sotirios Sabanis
  • 1611.03417 #2 · arxiv_oai · confidence 0.70 Sotirios Sabanis
  • 1601.02695 #2 · arxiv_oai · confidence 0.70 Sotirios Sabanis
  • 1407.7107 #2 · arxiv_oai · confidence 0.70 Sotirios Sabanis
  • 1403.0498 #3 · arxiv_oai · confidence 0.70 Sotirios Sabanis
  • 1308.1796 #1 · arxiv_oai · confidence 0.70 Sotirios Sabanis
  • 1407.7107 #2 · backfill · confidence 0.70 Sotirios Sabanis
  • 1407.5347 #2 · backfill · confidence 0.70 Sotirios Sabanis
  • 1403.0498 #3 · backfill · confidence 0.70 Sotirios Sabanis
  • 2510.02174 #4 · arxiv_oai · confidence 0.70 Sotirios Sabanis
  • 1308.1796 #1 · backfill · confidence 0.70 Sotirios Sabanis
  • 1303.5504 #1 · backfill · confidence 0.70 Sotirios Sabanis
  • 1303.0017 #2 · backfill · confidence 0.70 Sotirios Sabanis
  • 1212.3567 #2 · backfill · confidence 0.70 Sotirios Sabanis
  • 0808.3751 #1 · backfill · confidence 0.70 Sotirios Sabanis

Frequent Coauthors