3 citations · 9 across the 19 of their papers we have counts for
23 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…
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…
Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
Suprio Bhar, Mrinmay Biswas, Mangala Prasad
In this article, we have analyzed the full discretization of the Stochastic semilinear Schrödinger equation in a bounded convex polygonal domain driven by multiplicative Wiener noi…
Self-normalized scaled quadratic variation
Suprio Bhar, Purba Das, Barun Sarkar
The concept of a scaled quadratic variation was originally introduced by E. Gladyshev in 1961 for processes with Gaussian increments. Using certain deterministic scaling, arrived a…
New Approaches to the Monotonicity Inequality for Linear Stochastic PDEs
Suprio Bhar, Arvind Kumar Nath
The Monotonicity inequality is an important tool in the understanding of existence and uniqueness of strong solutions for Stochastic PDEs. In this article, we discuss three approac…
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…
Operator on Operator Regression in Quantum Probability
Suprio Bhar, Subhra Sankar Dhar, Soumalya Joardar
This article introduces operator on operator regression in quantum probability. Here in the regression model, the response and the independent variables are certain operator valued…
Kac's Central Limit Theorem by Stein's Method
Suprio Bhar, Ritwik Mukherjee, Prathmesh Patil
In , Mark Kac proved a Central Limit type theorem for a sequence of random variables that were not independent. The random variables under consideration were obtained from th…
Stochastic PDEs involving a bilaplacian operator
Suprio Bhar, Barun Sarkar
In this article, we study the existence and uniqueness problem for linear Stochastic PDEs involving a bilaplacian operator. Our results on the existence and uniqueness are obtained…
Weak Solutions of SPDEs in the space of Tempered distributions
Suprio Bhar, Barun Sarkar
In this article, we construct weak solutions for a class of Stochastic PDEs in the space of tempered distributions via Girsanov's theorem. It is to be noted that our drift and diff…
Existence and Uniqueness of Stochastic PDEs associated with the Forward Equations: An Approach using Alternate Norms
Suprio Bhar, Rajeev Bhaskaran, Arvind Kumar Nath
We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, and are c…
Co-variance Operator of Banach Valued Random Elements: U-Statistic Approach
Suprio Bhar, Subhra Sankar Dhar
This article proposes a co-variance operator for Banach valued random elements using the concept of -statistic. We then study the asymptotic distribution of the proposed co-vari…
Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach
Suprio Bhar, Subhra Sankar Dhar
In this article, we study the test for independence of two random elements and lying in an infinite dimensional space (specifically, a real separable Hilbert sp…
Lévy Flows and associated Stochastic PDEs
Arvind Kumar Nath, Suprio Bhar
In this paper, we first explore certain structural properties of Lévy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in th…
Stochastic PDEs in for SDEs driven by Lévy noise
Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar
In this article we show that a finite dimensional stochastic differential equation driven by a Lévy process can be formulated as a stochastic partial differential equation. We prov…
Parametric family of SDEs driven by Lévy noise
Suprio Bhar, Barun Sarkar
In this article we study the existence and uniqueness of strong solutions of a class of parameterized family of SDEs driven by Lévy noise. These SDEs occurs in connection with a cl…
Smoothness of Flow and Path-by-Path Uniqueness in Stochastic Differential Equations
Siva Athreya, Suprio Bhar, Atul Shekhar
We consider the stochastic differential equation with , , $f: \mathbb{R}^d \rightarrow…
Solutions of SPDE's associated with a stochastic flow
Suprio Bhar, Rajeev Bhaskaran, Barun Sarkar
We consider the following stochastic partial differential equation, \begin{align*} &dY_t=L^\ast Y_tdt+A^\ast Y_t\cdot dB_t\\ &Y_0=ψ, \end{align*} associated with a stochastic flow…
Stationary solutions of stochastic partial differential equations in the space of tempered distributions
Suprio Bhar
In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of…
Characterizing Gaussian flows arising from Itō's stochastic differential equations
Suprio Bhar
We introduce and characterize a class of flows, which turn out to be Gaussian. This characterization allows us to show, using the Monotonicity inequality, that the transpose of the…
An Itō formula in the space of tempered distributions
Suprio Bhar
We extend the Itō formula \cite{MR1837298}*{Theorem 2.3} for semimartingales with rcll paths. We also comment on Local time process of such semimartingales. We apply the Itō formul…