Ministry of Education
Anindya Goswami
VIDWAN ID: 94850

Dr Anindya Goswami

Male Doctor of Philosophy
Associate Professor | Mathematics
Indian Institute of Science Education & Research (IISER), Pune,
Maharashtra
Expertise: Mathematics
ORCID 0000-0002-3428-6102 Scopus 14519334500 Google Scholar LiLB5owAAAAJ
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28 Publications
0 Projects
150 Scopus Citations
155 CrossRef
15 Years 1 Month Total Experience
Publications
28 Total
Articles
27
Proceedings
1
Activity

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Scopus Scopus
150 Citations
7 h-index
CrossRef CrossRef
155 Citations
8 h-index
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Personal Details

Doctor of Philosophy
2008
N/A
Bachelor of Science
2002
N/A
Associate Professor
Mar 2018 – Present
Indian Institute of Science Education & Research (IISER), Pune, | Mathematics
Assistant Professor
Aug 2011 – Mar 2018
Indian Institute of Science Education & Research (IISER), Pune, | Mathematics
Physical Sciences
Mathematics

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Scholarly Work

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Scholarly Publications

A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs

Journal Article
Computational and Applied Mathematics. Year: 2025. Volume: 44 , Issue: 5 .
Authors: Anindya Goswami; Kuldip Singh Patel; Pradeep Kumar Sahu
DOI 10.1007/s40314-025-03142-w

An Upper Bound on Condition Number of the Matrix Arising in Numerical Solution of Parabolic PDEs

Conference Paper
Year: 2026. Volume: 1420 LNNS , Pages: 303-310 .
Authors: Anindya Goswami; Kuldip Singh Patel
DOI 10.1007/978-981-96-6941-7_24

On merging of stochastic system of semi-Markov dynamics

Journal Article
Stochastics An International Journal of Probability and Stochastic Processes. Year: 2026. Volume: 98 , Issue: 5 , Pages: 713-729 .
Authors: Anindya Goswami; Ravishankar Kapildev Yadav
DOI 10.1080/17442508.2025.2603360

Risk sensitive portfolio optimization in a jump diffusion model with regimes

Journal Article
SIAM Journal on Control and Optimization. Year: 2018. Volume: 56 , Issue: 2 , Pages: 1550-1576 .
Authors: Das, M.K.; Goswami, A.; Rana, N.
DOI 10.1137/17M1121809 Crossref Crossref: 16 Scopus Scopus: 15

Plotting some interesting surfaces

Journal Article
Resonance. Year: 2004. Volume: 9 , Issue: 8 , Pages: 67-75 .
Authors: Anindya Goswami; Imran Habib Biswas
DOI 10.1007/bf02837579

Partially observable semi-Markov games with discounted payoff

Journal Article
Stochastic Analysis and Applications. Year: 2006. Volume: 24 , Issue: 5 , Pages: 1035-1059 .
Authors: Ghosh, M.K.; Goswami, A.
DOI 10.1080/07362990600870512 Crossref Crossref: 11 Scopus Scopus: 11

Partially observed semi-Markov zero-sum games with average payoff

Open Access
Journal Article
Journal of Mathematical Analysis and Applications. Year: 2008. Volume: 345 , Issue: 1 , Pages: 26-39 .
Authors: Ghosh, M.K.; Goswami, A.
DOI 10.1016/j.jmaa.2008.03.052 Crossref Crossref: 4 Scopus Scopus: 4

Risk minimizing option pricing in a semi-markov modulated market

Journal Article
SIAM Journal on Control and Optimization. Year: 2009. Volume: 48 , Issue: 3 , Pages: 1519-1541 .
Authors: Ghosh, M.K.; Goswaml, A.
DOI 10.1137/080716839 Crossref Crossref: 29 Scopus Scopus: 30
Showing 1 to 8 of 28 publications