15 citations · 34 across the 8 of their papers we have counts for
8 papers
Precise Error Bounds for Numerical Approximations of Fractional HJB Equations
Indranil Chowdhury, Espen R. Jakobsen
We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected differe…
On Numerical approximations of fractional and nonlocal Mean Field Games
Indranil Chowdhury, Olav Ersland, Espen R. Jakobsen
We construct numerical approximations for Mean Field Games with fractional or nonlocal diffusions. The schemes are based on semi-Lagrangian approximations of the underlying control…
On fully nonlinear parabolic mean field games with nonlocal and local diffusions
Indranil Chowdhury, Espen R. Jakobsen, Miłosz Krupski
We introduce a class of fully nonlinear mean field games posed in . We justify that they are related to controlled local or nonlocal diffusions, and more g…
Fractional Poincaré Inequality for Unbounded Domains with Finite Ball Condition: Counter Example
Indranil Chowdhury, Prosenjit Roy
In this paper we investigate the fractional Poincaré inequality on unbounded domains. In the local case, Sandeep-Mancini showed that in the class of simply connected domains, Poinc…
Study of fractional Poincaré inequalities on unbounded domains
Indranil Chowdhury, Gyula Csató, Prosenjit Roy +1
The central aim of this paper is to study (regional) fractional Poincaré type inequalities on unbounded domains satisfying the finite ball condition. Both existence and non existen…
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…
On the Asymptotic Analysis of Problems Involving Fractional Laplacian in Cylindrical Domains Tending to Infinity
Indranil Chowdhury, Prosenjit Roy
The article is an attempt to investigate the issues of asymptotic analysis for problems involving fractional Laplacian where the domains tend to become unbounded in one-direction.…
On the differentiability of the solutions of non-local Isaacs equations involving -Laplacian
Imran H Biswas, Indranil Chowdhury
We derive -estimate for the solutions of a class of non-local elliptic Bellman-Isaacs equations. These equations are fully nonlinear and are associated with infinite horiz…