The following pages link to Minoo Kamrani (Q972747):
Displaying 15 items.
- The role of coefficients of a general SPDE on the stability and convergence of a finite difference method (Q972748) (← links)
- Spectral collocation method for stochastic Burgers equation driven by additive noise (Q1761626) (← links)
- Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation (Q1785531) (← links)
- Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion (Q2005024) (← links)
- Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion (Q2034423) (← links)
- Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation (Q2273194) (← links)
- Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
- Numerical solution of partial differential equations with stochastic Neumann boundary conditions (Q2321044) (← links)
- Numerical solution of stochastic fractional differential equations (Q2514272) (← links)
- Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition (Q2628368) (← links)
- Numerical solution of stochastic partial differential equations using a collocation method (Q2805139) (← links)
- Full discretization of the stochastic Burgers equation with correlated noise (Q2841056) (← links)
- Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise (Q4581122) (← links)
- Numerical solution of stiff random ordinary differential equations via averaged schemes (Q5004187) (← links)
- Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients (Q5741665) (← links)