The finest examples of the art during the Gupta period are Ajanta caves. Out of the 31 rock-cut cave monuments at Ajanta, five are Chaitya Grihas. The five chaitya grihas are cave numbers 9, 10, 19, 26, and 29.
Greeks, Kushanas & Shakas had entered India through the North West side. Accepting the local religion would provide them the easiest way to achieve legitimacy of their rule. Since Buddhism was prevalent in the area at that time and it was provided easiest entry (Hinduism had st5rict caste based structure) so, they embraces Buddhism.