| Publication | Date of Publication | Type |
|---|
On well-posedness and Euler scheme for regime-switching stochastic differential equations with discontinuous drift coefficient
Applied Mathematics and Computation | 2026-05-20 | Paper |
First- and half-order schemes for regime switching stochastic differential equation with non-differentiable drift coefficient
Journal of Scientific Computing | 2025-11-19 | Paper |
Book review of: S. Saha Ray, Stochastic integral and differential equations in mathematical modelling
SIAM Review | 2025-06-12 | Paper |
An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients
The Annals of Applied Probability | 2024-08-21 | Paper |
Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise
Journal of Mathematical Analysis and Applications | 2024-04-02 | Paper |
| On It\^o-Taylor expansion for stochastic differential equations with Markovian switching and its application in $\gamma\in\{n/2:n \in\mathbb{N}\}$-order scheme | 2022-11-21 | Paper |
| An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients | 2022-08-22 | Paper |
On Milstein-type scheme for SDE driven by Lévy noise with super-linear coefficients
Discrete and Continuous Dynamical Systems. Series B | 2021-06-04 | Paper |
A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching
Journal of Computational and Applied Mathematics | 2021-06-03 | Paper |
| Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by L\'evy noise | 2020-10-16 | Paper |
On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching
Journal of Computational and Applied Mathematics | 2020-04-30 | Paper |
On Explicit Milstein-type Scheme for Mckean-Vlasov Stochastic Differential Equations with Super-linear Drift Coefficient
(available as arXiv preprint) | 2020-04-02 | Paper |
On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients
BIT | 2019-11-27 | Paper |
On fixed gain recursive estimators with discontinuity in the parameters
ESAIM: Probability and Statistics | 2019-07-11 | Paper |
| A New Efficient Explicit Scheme of Order 1.5 for SDE with Super-linear Drift Coefficient | 2018-05-21 | Paper |
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients
Electronic Journal of Probability | 2017-10-25 | Paper |
On explicit approximations for Lévy driven SDEs with super-linear diffusion coefficients
Electronic Journal of Probability | 2017-10-25 | Paper |
| Milstein-type Schemes of SDE Driven by L\'evy Noise with Super-linear Diffusion Coefficients | 2017-07-07 | Paper |
On tamed Milstein schemes of SDEs driven by Lévy noise
Discrete and Continuous Dynamical Systems. Series B | 2017-04-25 | Paper |
On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations
SIAM Journal on Numerical Analysis | 2016-06-22 | Paper |
On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations
SIAM Journal on Numerical Analysis | 2016-06-22 | Paper |
Strong convergence of Euler approximations of stochastic differential equations with delay under local Lipschitz condition
Stochastic Analysis and Applications | 2014-05-02 | Paper |
