A. S. Fatemion Aghda

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory
International Journal of Control
2022-02-04Paper
Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump
Journal of Computational and Applied Mathematics
2018-07-26Paper
Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model
Applied Numerical Mathematics
2017-06-22Paper
Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations
Journal of Computational and Applied Mathematics
2016-04-14Paper


Research outcomes over time


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