Chaman Kumar

Publication Activity (10 Years)

Years Active: 2016-2022
Publications (10 Years): 10

Top Topics

Maximum A Posteriori Estimation

Top Venues

J. Comput. Appl. Math.

SIAM J. Numer. Anal.

Publications

Sani Biswas, Chaman Kumar, Neelima, Gonçalo Dos Reis, Christoph Reisinger
An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients. CoRR (2022)
Tejinder Kumar, Chaman Kumar
On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in γ∈{n/2: n∈N}-order scheme. CoRR (2022)
Chaman Kumar, Tejinder Kumar
A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching. J. Comput. Appl. Math. 395 (2021)
Chaman Kumar, Neelima, Christoph Reisinger, Wolfgang Stockinger
Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise. CoRR (2020)
Chaman Kumar, Tejinder Kumar
On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching. J. Comput. Appl. Math. 377 (2020)
Neelima, Sani Biswas, Chaman Kumar, Gonçalo Dos Reis, Christoph Reisinger
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise. CoRR (2020)
Chaman Kumar, Neelima
On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient. CoRR (2020)
Chaman Kumar, Tejinder Kumar
On Explicit Tamed Milstein-type scheme for Stochastic Differential Equation with Markovian Switching. CoRR (2019)
Chaman Kumar, Tejinder Kumar
A Note on Explicit Milstein-Type Scheme for Stochastic Differential Equation with Markovian Switching. CoRR (2019)
Konstantinos Dareiotis, Chaman Kumar, Sotirios Sabanis
On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations. SIAM J. Numer. Anal. 54 (3) (2016)