Faculty
Dr. Tejinder Kumar
Assistant Professor
Alliance School of Applied Mathematics
Dr. Tejinder Kumar recently obtained his Doctor of Philosophy degree from IIT Roorkee in 2023, focusing on the topic of "Itô-Taylor Expansion and Explicit Numerical Schemes for Stochastic Differential Equations with Markovian Switching." Prior to this accomplishment, he completed his M.Sc. in Applied Mathematics from IIT Roorkee in 2016. Dr. Kumar has successfully cleared national-level examinations, including UGC-NET, GATE, and JAM. He actively contributes to the academic community by participating in national and international conferences, where he presents his research on explicit numerical schemes for stochastic differential equations with Markovian switching.
- Kumar, C., & Kumar, T. (2020). On explicit tamed Milstein-type scheme for stochastic differential equations with Markovian switching. Journal of Computational and Applied Mathematics, 377, 112917.
- Kumar, C., & Kumar, T. (2021). A note on explicit Milstein-type scheme for stochastic differential equations with Markovian switching. Journal of Computational and Applied Mathematics, 395, 113594.
- Kumar, T., & Kumar, C. (2022). On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in -order scheme. arXiv:2211.11657[math.PR].
Contributed Talks:
- Milstein-type scheme for stochastic differential equations with Markovian switching, Summer School to the 10th International Conference on Lévy Processes, University of Mannheim, Germany, 16 – 17 July 2022.
- Tamed Milstein-type scheme for stochastic differential equation with Markovian switching, International Conference on Dynamical Systems, Control and their Applications, Indian Institute of Technology Roorkee, India, 01 - 03 July 2022.
