33 citations · 55 across the 13 of their papers we have counts for
15 papers
On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in -order scheme
Tejinder Kumar, Chaman Kumar
The coefficients of the stochastic differential equations with Markovian switching (SDEwMS) additionally depend on a Markov chain and there is no notion of differentiating such fun…
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 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…