Chaman Kumar

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Person:524003

Available identifiers

zbMath Open kumar.chamanMaRDI QIDQ524003

List of research outcomes

PublicationDate of PublicationType
Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise2024-04-02Paper
On It\^o-Taylor expansion for stochastic differential equations with Markovian switching and its application in $\gamma\in\{n/2:n \in\mathbb{N}\}$-order scheme2022-11-21Paper
An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients2022-08-22Paper
On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients2021-06-04Paper
A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching2021-06-03Paper
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by L\'evy noise2020-10-16Paper
On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching2020-04-30Paper
On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient2020-04-02Paper
On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients2019-11-27Paper
On fixed gain recursive estimators with discontinuity in the parameters2019-07-11Paper
A New Efficient Explicit Scheme of Order $1.5$ for SDE with Super-linear Drift Coefficient2018-05-21Paper
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients2017-10-25Paper
Milstein-type Schemes of SDE Driven by L\'evy Noise with Super-linear Diffusion Coefficients2017-07-07Paper
On tamed Milstein schemes of SDEs driven by Lévy noise2017-04-25Paper
On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations2016-06-22Paper
Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition2014-05-02Paper

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