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)

On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient. - Chaman Kumar; Neelima (CoRR, 2020)

Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise. - Chaman Kumar; Neelima; Christoph Reisinger; Wolfgang Stockinger (CoRR, 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)

On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching. - Chaman Kumar; Tejinder Kumar (J. Comput. Appl. Math., 2020)

A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching. - Chaman Kumar; Tejinder Kumar (J. Comput. Appl. Math., 2021)

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)

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)

Book Review: Stochastic Integral and Differential Equations in Mathematical Modelling. - Chaman Kumar (SIAM Rev., 2025)

First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient. - Divyanshu Vashistha; Chaman Kumar (CoRR, 2025)