8 papers
The Burgers' Equation in the Hermite-Sobolev Spaces
Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar
In this paper, we show existence and uniqueness of solutions to the viscous Burgers' equation in , when the initial condition is in Hermite-Sobolev space of ind…
Products and Convolutions in Hermite-Sobolev spaces
Suprio Bhar, Rajeev Bhaskaran
In this paper, we show that the product, or equivalently the convolutions of two functions in the Hermite-Sobolev spaces is again in the same space, f…
Strong convergence of finite element approximations for a fourth-order stochastic pseudo-parabolic equation with additive noise
Suprio Bhar, Mrinmay Biswas, Mangala Prasad
In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal…
Finite Element Approximations of Stochastic Linear Schrödinger equation driven by additive Wiener noise
Suprio Bhar, Mrinmay Biswas, Mangala Prasad
In this article, we have analyzed semi-discrete finite element approximations of the Stochastic linear Schrödinger equation in a bounded convex polygonal domain driven by additive…
Call Option Price using Pearson Diffusion Processes
Tapan Kar, Suprio Bhar, Barun Sarkar +1
Following the foundational work of the Black--Scholes model, extensive research has been developed to price the option by addressing its underlying assumptions and associated prici…
Pathwise Itô isometry for scaled quadratic variation
Suprio Bhar, Purba Das, Barun Sarkar
The concept of scaled quadratic variation was originally introduced by E. Gladyshev in 1961 in the context of Gaussian processes, where it was defined as the limit of the covarianc…