33 citations · 47 across the 6 of their papers we have counts for
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math.PR2020★ 11 cited
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…
math.PR2020
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-…
math.PR2020★ 33 cited
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…