C. Kumar

activity

20132022

most citedOn Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient

33 citations · 55 across the 13 of their papers we have counts for

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2 papers · 1 filter

math.PR2022

On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in $γ \in {n /2 : n \in N}$ -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…

math.PR2022★ 1 cited

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…

On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in γ∈{n/2:n∈N}-order scheme

An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients

On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in $γ \in {n /2 : n \in N}$ -order scheme