CK
Chaman Kumar
Indian Institute of Technology Roorkee, University of Edinburgh, University of Delhi, Indian Statistical Institute Delhi Centre
0000-0003-4252-2897
Employment
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Indian Institute of Technology Roorkee Assistant Professor2016 - Present
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University of Edinburgh Whittaker Research Fellow in Stochastic Analysis2016 - 2016
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Indian Statistical Institute Delhi Centre Visiting Scientist2015 - 2016
Education
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University of Edinburgh MSc Financial Mathematics2010 - 2011
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University of Delhi MPhil Statistics2002 - 2004
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University of Delhi MSc Statistics2000 - 2002
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University of Delhi BSc(H) Statistics1997 - 2000
Projects & Funding
Projects & funding information is unavailable.
Publications (14)
- On well-posedness and Euler scheme for regime-switching stochastic differential equations with discontinuous drift coefficient Save
- First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient Save
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise Save
- An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients Save
- Well-posedness and tamed schemes for McKean–Vlasov equations with common noise Save
- A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching Save
- On explicit Milstein-type scheme for McKean–Vlasov stochastic differential equations with super-linear drift coefficient Save
- On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching Save
- On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients Save
- On fixed gain recursive estimators with discontinuity in the parameters Save