The following pages link to Kazem Nouri (Q327384):
Displaying 30 items.
- Operational matrix of fractional integration based on the shifted second kind Chebyshev polynomials for solving fractional differential equations (Q327386) (← links)
- (Q419971) (redirect page) (← links)
- Investigation on the existence of solutions for some nonlinear functional-integral equations (Q419972) (← links)
- Mean square convergence of the numerical solution of random differential equations (Q493352) (← links)
- Comparison projection method with Adomian's decomposition method for solving system of integral equations (Q538041) (← links)
- Existence of solutions for some nonlinear integral equations (Q716774) (← links)
- Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
- Numerical solution of Volterra-Fredholm integral equations using the collocation method based on a special form of the Müntz-Legendre polynomials (Q724481) (← links)
- Convergence of numerical solution of the Fredholm integral equation of the first kind with degenerate kernel (Q856078) (← links)
- Study on existence of solutions for some nonlinear functional-integral equations (Q949682) (← links)
- Existence results for a coupled system of fractional integro-differential equations with time-dependent delay (Q1684902) (← links)
- Study on application of hybrid functions to fractional differential equations (Q1787792) (← links)
- Study on the existence and approximate solution of fractional differential equations with delay and its applications to financial models (Q2033465) (← links)
- An iterative algorithm for robust simulation of the Sylvester matrix differential equations (Q2078493) (← links)
- Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
- Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
- Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168) (← links)
- Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005) (← links)
- A new direct method for solving optimal control problem of nonlinear Volterra-Fredholm integral equation via the Müntz-Legendre polynomials (Q2415909) (← links)
- (Q3133746) (← links)
- (Q3173234) (← links)
- (Q4605116) (← links)
- (Q4613719) (← links)
- (Q5124280) (← links)
- (Q5155921) (← links)
- (Q5157507) (← links)
- EXISTENCE RESULTS OF SOLUTIONS FOR SOME FRACTIONAL NEUTRAL FUNCTIONAL INTEGRO-DIFFERENTIAL EQUATIONS WITH INFINITE DELAY (Q5204388) (← links)
- (Q5205997) (← links)
- (Q6122008) (← links)
- (Q6202710) (← links)
