33 citations · 55 across the 13 of their papers we have counts for
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math.PR2014★ 1 cited
On Tamed Milstein Schemes of SDEs Driven by Lévy Noise
Chaman Kumar, Sotirios Sabanis
We extend the taming techniques developed in \cite{konstantinos2014,sabanis2013} to construct explicit Milstein schemes that numerically approximate Lévy driven stochastic differen…
math.PR2014★ 4 cited
On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations
Konstantinos Dareiotis, Chaman Kumar, Sotirios Sabanis
We extend the taming techniques for explicit Euler approximations of stochastic differential equations (SDEs) driven by Lévy noise with super-linearly growing drift coefficients. S…