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Chaman Kumar

Observed name: Kumar, Chaman
ORCID: 0000-0003-4252-2897
Observed ORCID: 0000-0003-4252-2897
OpenAlex ID: A5085534314
On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations
2016 · Konstantinos Dareiotis, Chaman Kumar, et al. · SIAM Journal on Numerical Analysis · 87
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On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients
2019 · Chaman Kumar, Sotirios Sabanis · BIT Numerical Mathematics · 47
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Well-posedness and tamed schemes for McKean–Vlasov equations with common noise
2022 · Chaman Kumar, Neelima, et al. · The Annals of Applied Probability · 40
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On explicit Milstein-type scheme for McKean–Vlasov stochastic differential equations with super-linear drift coefficient
2021 · Chaman Kumar, Neelima · Electronic Journal of Probability · 35
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On tamed milstein schemes of SDEs driven by Lévy noise
2016 · Chaman Kumar, Sotirios Sabanis · Discrete and Continuous Dynamical Systems - B · 28
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients
2017 · Chaman Kumar, Sotirios Sabanis · Electronic Journal of Probability · 24
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On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching
2020 · Chaman Kumar, Tejinder Kumar · Journal of Computational and Applied Mathematics · 16
On fixed gain recursive estimators with discontinuity in the parameters
2019 · Chau, Ngoc Huy, Kumar, Chaman, et al. · Repository of the Academy's Library (Library of the Hungarian Academy of Sciences) · 15
Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
2020 · Neelima, Biswas, Sani, et al. · arXiv (Cornell University) · 9
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An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients
2024 · Sani Biswas, Chaman Kumar, et al. · The Annals of Applied Probability · 7
Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise
2024 · Divyanshu Vashistha, Chaman Kumar · Journal of Mathematical Analysis and Applications · 7
On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients
2020 · Chaman Kumar · Discrete and Continuous Dynamical Systems - B · 5
A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching
2021 · Chaman Kumar, Tejinder Kumar · Journal of Computational and Applied Mathematics · 4
On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations
2014 · Dareiotis, Konstantinos, Kumar, Chaman, et al. · White Rose Research Online (University of Leeds, The University of Sheffield, University of York) · 4
On fixed gain recursive estimators with discontinuity in the parameters
2018 · Huy N. Chau, Chaman Kumar, et al. · ESAIM Probability and Statistics · 3
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A New Efficient Explicit Scheme of Order $1.5$ for SDE with Super-linear Drift Coefficient
2018 · Kumar, Tejinder, Kumar, Chaman · arXiv (Cornell University) · 2
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Milstein-type Schemes of SDE Driven by Lévy Noise with Super-linear Diffusion Coefficients
2017 · Kumar, Chaman · arXiv (Cornell University) · 2
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First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
2025 · Divyanshu Vashistha, Chaman Kumar · Journal of Scientific Computing · 1
An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients
2022 · Biswas, Sani, Kumar, Chaman, et al. · arXiv (Cornell University) · 1
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On Explicit Approximations for Lévy Driven SDEs with Super-linear Diffusion Coefficients
2016 · Kumar, Chaman, Sabanis, Sotirios · arXiv (Cornell University) · 1
Explicit numerical schemes of SDEs driven by Lévy noise with super-linear coeffcients and their application to delay equations
2015 · Chaman Kumar · ERA · 1
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On Tamed Milstein Schemes of SDEs Driven by Lévy Noise
2014 · Kumar, Chaman, Sabanis, Sotirios · Edinburgh Research Explorer (University of Edinburgh) · 1
Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition
2014 · Chaman Kumar, Sotirios Sabanis · Stochastic Analysis and Applications · 1
Tamed Euler approximation for fully superlinear growth McKean-Vlasov SDE and their particle systems: sharp rates for strong propagation of chaos, convergence and ergodicity
2025 · Soni, Simran, Neelima, et al. · arXiv (Cornell University)
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Book Review: Stochastic Integral and Differential Equations in Mathematical Modelling
2025 · Chaman Kumar · SIAM Review
Works count: 30
Citation count: 341
H-index: 9
I10-index: 8
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