- Probability and Stochastic Analysis: , Numerics of SDEs, Levy Process, Financial Mathematics, Stochastic Gradient Methods
|Jun 2016||Nov 2016||Whittaker Research Fellow in Stochastic Analysis||University of Edinburgh, United Kingdom|
|Nov 2015||May 2016||Visiting Scientist||Indian Statistical Institute Delhi|
|PhD||Probability and Stochastic Analysis||University of Edinburgh, United Kingdom||2015|
|MSc||Financial Mathematics||University of Edinburgh, United Kingdom||2011|
|Sotirios Sabanis||University of Edinburgh, United Kingdom||RP|
|Miklos Rasonyi||MTA Alfréd Rényi Institute of Mathematics, Hungary||RP|
|Dareiotis Konstantinos||Uppsala University, Sweden||RP|
|Huy N. Chau||MTA Alfréd Rényi Institute of Mathematics, Hungary||RP|
 C. Kumar and S. Sabanis (2017). On tamed Milstein scheme of SDEs driven by Levy noise, Discrete and Continuous Dynamical Systems-Series B, 22(2), 421-463.
 K. Dareiotis, C. Kumar and S. Sabanis (2016). On tamed Euler approximations of SDEs driven by Levy noise with application to delay equations, SIAM Journal on Numerical Analysis, 54(3), 1840-1872.
 C. Kumar and S. Sabanis (2014). Strong convergence of Euler approximations of stochastic differential equations with delay under local Lipschitz condition, Stochastic Analysis and Applications, 32(2), 207-228.
 C. Kumar and S. Sabanis (2017). On Explicit Approximations for Lévy Driven SDEs with Super-linear Diffusion Coefficients, Electronic Journal of Probability, 22, 1-19.
 C. Kumar and S. Sabanis (2016). On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients, Submitted.
 Huy N. Chau, C. Kumar, M. Rasonyi and S. Sabanis (2017). On fixed gain recursive estimators with discontinuity in the parameters, Submitted.
 C. Kumar (2017). Milstein-type Schemes of SDE driven by Levy Noise with Super-linear Diffusion Coefficients, Submitted.