3 papers
math.AP2021
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…
math.AP2019
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…
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…