Research interests: Stochastic Partial Differential Equations in infinite dimensional spaces, Hilbert valued Stochastic Processes, Applications of Probability, Mathematical Finance.
Publications:
- Suprio Bhar, Mrinmay Biswas and Mangala Prasad, Finite Element Approximations of Stochastic Linear Schr\"{o}dinger equation driven by additive Wiener noise, Methodology and
Computing in Applied Probability (2026), vol. 28, article number 54. Journal
Version.
- Suprio Bhar, Mrinmay Biswas and Mangala Prasad, Full Discretization of Stochastic Semilinear Schr\"{o}dinger
equation driven by multiplicative Wiener noise, Communications in Nonlinear Science and
Numerical Simulation (2026), vol. 159. Journal Version.
- Suprio Bhar and Barun Sarkar, Stochastic PDEs involving a bilaplacian operator, Potential Analysis 64 (2026).Journal Version.
- Suprio Bhar, Rajeev Bhaskaran and Arvind Kumar Nath, Existence and Uniqueness of Stochastic PDEs associated with the Forward Equations: An Approach using Alternate Norms,
Infinite Dimensional Analysis, Quantum Probability and Related Topics (2026), vol. 29, No. 1. Journal Version.
- Suprio Bhar and Barun Sarkar, Weak Solutions of SPDEs in the space of Tempered distributions, Journal of Stochastic Analysis (2025). Journal Version
- Suprio Bhar, Ritwik Mukherjee and Prathmesh Patil, Kac's Central Limit Theorem by Stein's Method, Statistics and Probability Letters (2025) Journal Version
- Arvind Kumar Nath and Suprio Bhar, L\'evy Flows and associated Stochastic PDEs, Electronic Journal of Probability (2023). Journal
Version
- Suprio Bhar, Imran H. Biswas, Saibal Khan and Guy Vallet, Kolmogorov continuity and stability of sample paths of entropy solutions of stochastic conservation laws,
Journal of Hyperbolic Differential Equations, (2023). Journal Version
- Suprio Bhar, Rajeev Bhaskaran and Barun Sarkar, Stochastic PDEs in \mathcal{S}^\prime for SDEs driven by L\'evy noise, Random Operators and Stochastic Equations (2020). Journal Version (Ahead of print) arXiv Version
- Suprio Bhar, Rajeev Bhaskaran and Barun Sarkar, Solutions of SPDE's associated with a stochastic flow, Potential Analysis 53 (2020), no.~1, 203--221. Journal Version arXiv Version
- Suprio Bhar and Barun Sarkar, Parametric family of SDEs driven by L\'evy noise, Communications on Stochastic Analysis 12 (2018), no.~2, 157--173. Journal Version arXiv Version
- Suprio Bhar, Stationary solutions of stochastic partial differential equations in the space of tempered distributions, Communications on Stochastic Analysis 11 (2017), no.~2, 169--193. Journal Version arXiv Version
- Suprio Bhar, An It\=o Formula in the Space of Tempered Distributions, Journal of Theoretical Probability 30 (2017), no.~2, 510--528. Journal Version Erratum arXiv Version
- Suprio Bhar, Characterizing Gaussian Flows Arising from It\^o's Stochastic Differential Equations, Potential Analysis 46 (2017), no.~2, 261--277. Journal Version arXiv Version
- Suprio Bhar and B. Rajeev, Differential Operators on Hermite Sobolev Spaces, Proceedings of the Indian Academy of Sciences - Mathematical Sciences 125 (2015), issue 1, 113--125. Journal Version
Preprints:
- Siva Athreya, Suprio Bhar and Atul Shekhar, Smoothness of Flow and Path-by-Path Uniqueness in Stochastic Differential Equations, arXiv Version.
- Suprio Bhar and Subhra Sankar Dhar, Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach, arXiv Version.
- Suprio Bhar and Subhra Sankar Dhar, Co-variance Operator of Banach Valued Random Elements: U-Statistic Approach, arXiv Version.
- Suprio Bhar and Arvind Kumar Nath, New Approaches to the Monotonicity Inequality for Linear Stochastic PDEs, arXiv Version.
- Suprio Bhar, Barun Sarkar and Purba Das, Pathwise It\^o Isometry for scaled quadratic variation, arXiv Version.
- Tapan Kar, Suprio Bhar, Barun Sarkar and Sesha Meka, Call Option Price using Pearson Diffusion Processes, arXiv version.
- Suprio Bhar, Mrinmay Biswas and Mangala Prasad, Strong convergence of finite element approximations for a fourth-order stochastic pseudo-parabolic equation with additive noise, arXiv Version.
- Suprio Bhar and Rajeev Bhaskaran, Products and Convolutions in Hermite-Sobolev spaces, In preparation.
- Suprio Bhar, Rajeev Bhaskaran and Barun Sarkar, The Burgers' Equation in the Hermite-Sobolev Spaces, In
preparation.