Chaman Kumar

According to our database, Chaman Kumar authored at least 8 papers between 2016 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in γ∈{n/2: n∈N}-order scheme.

Tejinder Kumar, Chaman Kumar

CoRR, 2022

An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients.

Sani Biswas, Chaman Kumar, Neelima, Gonçalo Dos Reis, Christoph Reisinger

CoRR, 2022

2021

A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching.

Chaman Kumar, Tejinder Kumar

J. Comput. Appl. Math., 2021

2020

On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching.

Chaman Kumar, Tejinder Kumar

J. Comput. Appl. Math., 2020

Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise.

Neelima, Sani Biswas, Chaman Kumar, Gonçalo Dos Reis, Christoph Reisinger

CoRR, 2020

Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise.

Chaman Kumar, Neelima, Christoph Reisinger, Wolfgang Stockinger

CoRR, 2020

On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient.

Chaman Kumar, Neelima

CoRR, 2020

2016

On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations.

Konstantinos Dareiotis, Chaman Kumar, Sotirios Sabanis

SIAM J. Numer. Anal., 2016