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Chaman Kumar
Chaman Kumar
Verified email at ma.iitr.ac.in
Title
Cited by
Cited by
Year
On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations
K Dareiotis, C Kumar, S Sabanis
SIAM Journal on Numerical Analysis 54 (3), 1840-1872, 2016
962016
On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients
C Kumar, S Sabanis
BIT Numerical Mathematics 59 (4), 929-968, 2019
502019
On Tamed Milstein Schemes of SDEs Driven by L\'evy Noise
C Kumar, S Sabanis
Discrete and Continuous Dynamical Systems - B 22 (2), 421-463, 2017
452017
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise
C Kumar, D Neelima, C Reisinger, W Stockinger
The Annals of Applied Probability 32 (5), 3283-3330, 2022
272022
Strong convergence of Euler approximations of stochastic differential equations with delay under local Lipschitz condition
C Kumar, S Sabanis
Stochastic Analysis and Applications 32 (2), 207-228, 2014
242014
On explicit Milstein-type scheme for McKean–Vlasov stochastic differential equations with super-linear drift coefficient
C Kumar, D Neelima
Electronic Journal of Probability 26 (111), 1-32, 2021
232021
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients
C Kumar, S Sabanis
Electronic Journal of Probability 22, 1-19, 2017
232017
On fixed gain recursive estimators with discontinuity in the parameters
HN Chau, C Kumar, M Rásonyi, S Sabanis
ESAIM: Probability and Statistics 23, 217-244, 2019
192019
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
Neelima, S Biswas, C Kumar, G dos Reis, C Reisinger
arXiv preprint arXiv:2010.08585, 2020
172020
On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching
C Kumar, T Kumar
Journal of Computational and Applied Mathematics 377, 112917, 2020
152020
On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients.
C Kumar
Discrete & Continuous Dynamical Systems-Series B 26 (3), 2021
13*2021
An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients
S Biswas, C Kumar, Neelima, G Reis, C Reisinger
The Annals of Applied Probability 34 (2), 2326-2363, 2024
42024
A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching
C Kumar, T Kumar
Journal of Computational and Applied Mathematics 395, 113594, 2021
42021
Explicit numerical schemes of SDEs driven by Lévy noise with super-linear coeffcients and their application to delay equations
C Kumar
The University of Edinburgh, 2015
12015
Milstein Scheme for Stochastic Differential Equation with Markovian Switching and Lévy Noise
D Vashistha, C Kumar
Journal of Mathematical Analysis and Applications, 128175, 2024
2024
On It\^o-Taylor expansion for stochastic differential equations with Markovian switching and its application in -order scheme
T Kumar, C Kumar
arXiv preprint arXiv:2211.11657, 2022
2022
Correction to: On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients
C Kumar, S Sabanis
BIT Numerical Mathematics 60 (2), 537-537, 2020
2020
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