Mahdieh Tahmasebi

Available identifiers

zbMath Open tahmasebi.mahdiehMaRDI QIDQ330819

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5090629	2022-07-20	Paper
The Convergence of exponential Euler method for weighted fractional stochastic equations	2022-05-17	Paper
Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory	2022-02-04	Paper
The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\)	2021-11-22	Paper
Malliavin differentiability and regularity of densities in semi-linear stochastic delay equations driven by weighted fractional Brownian motion	2020-11-23	Paper
Comments on ``Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems	2019-07-17	Paper
Multilevel path simulation to jump-diffusion process with superlinear drift	2019-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q5378936	2019-06-03	Paper
https://portal.mardi4nfdi.de/entity/Q4625378	2019-02-22	Paper
Numerical multi-scaling method to solve the linear stochastic partial differential equations	2018-11-05	Paper
Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump	2018-07-26	Paper
Robust Stabilization of Uncertain Time-Delay Systems With Fractional Stochastic Noise Using the Novel Fractional Stochastic Sliding Approach and Its Application to Stream Water Quality Regulation	2017-07-27	Paper
Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model	2017-06-22	Paper
Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion	2017-04-06	Paper
Comments on ``Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach	2016-10-26	Paper
Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift	2012-04-24	Paper
Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus	N/A	Paper

Research outcomes over time

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