Minoo Kamrani

Available identifiers

zbMath Open kamrani.minooMaRDI QIDQ972747

List of research outcomes

Publication	Date of Publication	Type
Wong-Zakai approximation of stochastic Volterra integral equations	2025-01-03	Paper
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise	2023-08-25	Paper
Numerical solution of stiff random ordinary differential equations via averaged schemes	2021-07-30	Paper
Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion	2021-06-22	Paper
Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion	2020-10-07	Paper
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion	2020-04-01	Paper
Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation	2019-09-18	Paper
Numerical solution of partial differential equations with stochastic Neumann boundary conditions	2019-08-28	Paper
Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation	2018-10-01	Paper
Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise	2018-08-23	Paper
Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition	2017-06-01	Paper
Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients	2016-07-29	Paper
Numerical solution of stochastic partial differential equations using a collocation method	2016-05-10	Paper
Numerical solution of stochastic fractional differential equations	2015-02-03	Paper
Numerical Solution of Stochastic Partial Differential Equations with Correlated Noise	2013-11-09	Paper
Full discretization of the stochastic Burgers equation with correlated noise	2013-07-24	Paper
Spectral collocation method for stochastic Burgers equation driven by additive noise	2012-11-15	Paper
The role of coefficients of a general SPDE on the stability and convergence of a finite difference method	2010-05-21	Paper

Research outcomes over time

This page was built for person: Minoo Kamrani