2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2019
On Explicit Tamed Milstein-type scheme for Stochastic Differential Equation with Markovian Switching
Chaman Kumar, Tejinder Kumar
We propose a new tamed Milstein-type scheme for stochastic differential equation with Markovian switching when drift coefficient is assumed to grow super-linearly. The strong rate…
math.PR2019
A Note on Explicit Milstein-Type Scheme for Stochastic Differential Equation with Markovian Switching
Chaman Kumar, Tejinder Kumar
An explicit Milstein-type scheme for stochastic differential equation with Markovian switching is derived and its strong convergence in -sense is established without…
math.PR2018★ 2 cited
A New Efficient Explicit Scheme of Order for SDE with Super-linear Drift Coefficient
Tejinder Kumar, Chaman Kumar
We propose a new explicit numerical scheme for stochastic differential equation with super-linearly growing drift and linearly growing diffusion coefficients which are also twice c…