Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE. - Imran H. Biswas; Espen R. Jakobsen; Kenneth H. Karlsen (SIAM J. Numer. Anal., 2010)

On Zero-Sum Stochastic Differential Games with Jump-Diffusion Driven State: A Viscosity Solution Framework. - Imran H. Biswas (SIAM J. Control. Optim., 2012)

On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations. - Imran H. Biswas; Indranil Chowdhury; Espen R. Jakobsen (SIAM J. Numer. Anal., 2019)