On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations K Dareiotis, C Kumar, S Sabanis SIAM Journal on Numerical Analysis 54 (3), 1840-1872, 2016 | 97 | 2016 |
On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients C Kumar, S Sabanis BIT Numerical Mathematics 59 (4), 929-968, 2019 | 53 | 2019 |
On Tamed Milstein Schemes of SDEs Driven by L\'evy Noise C Kumar, S Sabanis Discrete and Continuous Dynamical Systems - B 22 (2), 421-463, 2017 | 47 | 2017 |
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise C Kumar, D Neelima, C Reisinger, W Stockinger The Annals of Applied Probability 32 (5), 3283-3330, 2022 | 33 | 2022 |
On explicit Milstein-type scheme for McKean–Vlasov stochastic differential equations with super-linear drift coefficient C Kumar, D Neelima Electronic Journal of Probability 26 (111), 1-32, 2021 | 25 | 2021 |
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients C Kumar, S Sabanis Electronic Journal of Probability 22, 1-19, 2017 | 24 | 2017 |
Strong convergence of Euler approximations of stochastic differential equations with delay under local Lipschitz condition C Kumar, S Sabanis Stochastic Analysis and Applications 32 (2), 207-228, 2014 | 24 | 2014 |
On fixed gain recursive estimators with discontinuity in the parameters HN Chau, C Kumar, M Rásonyi, S Sabanis ESAIM: Probability and Statistics 23, 217-244, 2019 | 20 | 2019 |
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise Neelima, S Biswas, C Kumar, G dos Reis, C Reisinger arXiv preprint arXiv:2010.08585, 2020 | 19 | 2020 |
On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching C Kumar, T Kumar Journal of Computational and Applied Mathematics 377, 112917, 2020 | 15 | 2020 |
On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients. C Kumar Discrete & Continuous Dynamical Systems-Series B 26 (3), 2021 | 14* | 2021 |
An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients S Biswas, C Kumar, Neelima, G Reis, C Reisinger The Annals of Applied Probability 34 (2), 2326-2363, 2024 | 7 | 2024 |
A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching C Kumar, T Kumar Journal of Computational and Applied Mathematics 395, 113594, 2021 | 4 | 2021 |
Explicit numerical schemes of SDEs driven by Lévy noise with super-linear coeffcients and their application to delay equations C Kumar The University of Edinburgh, 2015 | 1 | 2015 |
Milstein Scheme for Stochastic Differential Equation with Markovian Switching and Lévy Noise D Vashistha, C Kumar Journal of Mathematical Analysis and Applications, 128175, 2024 | | 2024 |
On It\^o-Taylor expansion for stochastic differential equations with Markovian switching and its application in -order scheme T Kumar, C Kumar arXiv preprint arXiv:2211.11657, 2022 | | 2022 |
Correction to: On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients C Kumar, S Sabanis BIT Numerical Mathematics 60 (2), 537-537, 2020 | | 2020 |