3 papers
math.AP2017
On the rate of convergence for monotone numerical schemes for nonlocal Isaacs' equations
Imran H. Biswas, Indranil Chowdhury, Espen R. Jakobsen
We study monotone numerical schemes for nonlocal Isaacs equations, the dynamic programming equations of stochastic differential games with jump-diffusion state processes. These equ…
math.AP2016
On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise
Imran H. Biswas, Ananta K. Majee, Guy Vallet
In this article we deal with stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasise is on analysing the effect of multiplic…
math.AP2015
Continuous dependence estimate for conservation laws with Lévy noise
Imran H. Biswas, Ujjwal Koley, Ananta K. Majee
We are concerned with multidimensional stochastic balance laws driven by Lévy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an…