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
104 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
51 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
43 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
28 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
28 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
26 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
21 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
16 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
15 * 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
11 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
2 2015 Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients) S Biswas, C Kumar, C Reisinger, V Schwarz
https://doi.org/10.48550/arXiv.2411.11759, 2024
2024 Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise D Vashistha, C Kumar
Journal of Mathematical Analysis and Applications 536 (1), 128175, 2024
2024 On It\^o-Taylor expansion for stochastic differential equations with Markovian switching and its application in T Kumar, C Kumar
arXiv preprint arXiv:2211.11657, 2022
2022 
Sotirios SabanisProfessor, University of Edinburgh & National Technical University of AthensZweryfikowany adres z ed.ac.uk
