activity
20202026
most citedWell-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise

11 citations · 12 across the 7 of their papers we have counts for

collaborators

7 papers

physics.chem-ph2026

Physics-Guided Concentration Inference from Resistance Transients in a Mixed-Phase SnO-SnO Carbon Monoxide Sensor with p-n Switching

Sani Biswas, Preetam Singh, Amit Kumar Gangwar

This work presents a physics-guided machine-learning framework for carbon monoxide concentration inference from experimentally measured resistance transients of a mixed-phase SnO-S…

cs.LG2026

A Coupled Physics-Informed Neural Network for Greenhouse Climate State Reconstruction and Parameter Identification under Sparse Sensor Measurements

Sani Biswas, Khursheed J. Ansari, Md. Nasim Akhtar

Accurate reconstruction of greenhouse climate variables from sparse sensor measurements is essential for intelligent environmental monitoring, automated climate control, and precis…

math.NA2026

A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient

Sani Biswas

This work presents a randomized-tamed Milstein scheme for stochastic differential equations whose drift coefficient exhibits superlinear growth in the state variable and limited te…

math.NA2025

An Explicit Euler-type Scheme for Lévy-driven SDEs with Superlinear and Time-Irregular Coefficients

Sani Biswas, Joaquin Fontbona

This paper introduces a randomized tamed Euler scheme tailored for Lévy-driven stochastic differential equations (SDEs) with superlinear random coefficients and Carathéodory-type d…

math.PR2024

Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)

Sani Biswas, Chaman Kumar, Christoph Reisinger +1

In this work, we present a general Milstein-type scheme for McKean-Vlasov stochastic differential equations (SDEs) driven by Brownian motion and Poisson random measure and the asso…

math.PR2022★ 1 cited

An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients

Sani Biswas, Chaman Kumar, Neelima +2

We propose an explicit drift-randomised Milstein scheme for both McKean--Vlasov stochastic differential equations and associated high-dimensional interacting particle systems with…

math.PR2020★ 11 cited

Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise

Neelima, Sani Biswas, Chaman Kumar +2

We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by Lévy noise under mild assumptions where, in particular, the Lévy measure is no…