Chaman Kumar

Available identifiers

zbMath Open kumar.chamanMaRDI QIDQ524003

List of research outcomes

Publication	Date of Publication	Type
Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise	2024-04-02	Paper
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 scheme	2022-11-21	Paper
An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients	2022-08-22	Paper
On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients	2021-06-04	Paper
A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching	2021-06-03	Paper
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by L\'evy noise	2020-10-16	Paper
On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching	2020-04-30	Paper
On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient	2020-04-02	Paper
On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients	2019-11-27	Paper
On fixed gain recursive estimators with discontinuity in the parameters	2019-07-11	Paper
A New Efficient Explicit Scheme of Order $1.5$ for SDE with Super-linear Drift Coefficient	2018-05-21	Paper
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients	2017-10-25	Paper
Milstein-type Schemes of SDE Driven by L\'evy Noise with Super-linear Diffusion Coefficients	2017-07-07	Paper
On tamed Milstein schemes of SDEs driven by Lévy noise	2017-04-25	Paper
On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations	2016-06-22	Paper
Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition	2014-05-02	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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