Huy N. Chau, C. Kumar, M. Rasonyi and S. Sabanis (2019). On fixed gain recursive estimators with discontinuity in the parameters, ESAIM: Probability and Statistics, 23, 217-244.
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 (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.
T. Kumar and C. Kumar (2019). A Note on Explicit Milstein-Type Scheme for Stochastic Differential Equation with Markovian Switching, submitted.
T. Kumar and C. Kumar (2019). Tamed Explicit Scheme of Order 2.0 for Stochastic Differential Equations with Super-linear Drift and Diffusion Coefficients, submitted.
C. Kumar (2017). Milstein-type Schemes of SDE driven by Levy Noise with Super-linear Diffusion Coefficients, Submitted.