33 citations · 45 across the 4 of their papers we have counts for
6 papers
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 +2
We propose an explicit drift-randomised Milstein scheme for both McKean--Vlasov stochastic differential equations and associated high-dimensional interacting particle systems with…
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
Neelima, Sani Biswas, Chaman Kumar +2
We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by Lévy noise under mild assumptions where, in particular, the Lévy measure is no…
Well-posedness and tamed schemes for McKean-Vlasov Equations with Common Noise
Chaman Kumar, Neelima, Christoph Reisinger +1
In this paper, we first establish well-posedness of McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs) with common noise, possibly with coefficients having super-…
On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient
Chaman Kumar, Neelima
We develop an explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations using the notion of derivative with respect to measure introduced by Lions and discu…
On Well-posedness of Stochastic Anisotropic -Laplace Equation Driven by Lévy noise
Neelima
In this article, well-posedness of stochastic anisotropic -Laplace equation driven by Lévy noise is shown. Such an equation in deterministic setting was considered by Lions [7].…
-estimates and regularity for SPDEs with monotone semilinearity
Neelima, David Šiška
Semilinear stochastic partial differential equations on bounded domains are considered. The semilinear term may have arbitrary polynomial growth as long as it is cont…