Chaman Kumar

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2026 J jnl
On well-posedness and Euler scheme for regime-switching stochastic differential equations with discontinuous drift coefficient.
Appl. Math. Comput.
Divyanshu Vashistha, Chaman Kumar, Raj Karan Gupta, Tejinder Kumar
2025 J jnl
Book Review: Stochastic Integral and Differential Equations in Mathematical Modelling.
SIAM Rev.
Chaman Kumar
2025 J jnl
First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient.
CoRR
Divyanshu Vashistha, Chaman Kumar
2025 J jnl
First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient.
J. Sci. Comput.
Divyanshu Vashistha, Chaman Kumar
2022 J jnl
An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients.
CoRR
Sani Biswas, Chaman Kumar, Neelima, Gonçalo Dos Reis, Christoph Reisinger
2022 J jnl
On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in γ∈{n/2: n∈N}-order scheme.
CoRR
Tejinder Kumar, Chaman Kumar
2021 J jnl
A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching.
J. Comput. Appl. Math.
Chaman Kumar, Tejinder Kumar
2020 J jnl
On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient.
CoRR
Chaman Kumar, Neelima
2020 J jnl
On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching.
J. Comput. Appl. Math.
Chaman Kumar, Tejinder Kumar
2020 J jnl
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise.
CoRR
Neelima, Sani Biswas, Chaman Kumar, Gonçalo Dos Reis, Christoph Reisinger
2020 J jnl
Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise.
CoRR
Chaman Kumar, Neelima, Christoph Reisinger, Wolfgang Stockinger
2019 J jnl
A Note on Explicit Milstein-Type Scheme for Stochastic Differential Equation with Markovian Switching.
CoRR
Chaman Kumar, Tejinder Kumar
2019 J jnl
On Explicit Tamed Milstein-type scheme for Stochastic Differential Equation with Markovian Switching.
CoRR
Chaman Kumar, Tejinder Kumar
2016 J jnl
On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations.
SIAM J. Numer. Anal.
Konstantinos Dareiotis, Chaman Kumar, Sotirios Sabanis