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Minoo Kamrani
Minoo Kamrani
Associate Professor of Razi University
Verified email at razi.ac.ir
Title
Cited by
Cited by
Year
Numerical solution of stochastic fractional differential equations
M Kamrani
Numerical Algorithms 68, 81-93, 2015
852015
Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion
J Hong, C Huang, M Kamrani, X Wang
Stochastic Processes and their Applications 130 (5), 2675-2692, 2020
352020
The role of coefficients of a general SPDE on the stability and convergence of a finite difference method
M Kamrani, SM Hosseini
Journal of computational and applied mathematics 234 (5), 1426-1434, 2010
352010
Spectral collocation method for stochastic Burgers equation driven by additive noise
M Kamrani, SM Hosseini
Mathematics and Computers in Simulation 82 (9), 1630-1644, 2012
332012
Full discretization of the stochastic Burgers equation with correlated noise
D Blömker, M Kamrani, SM Hosseini
IMA Journal of Numerical Analysis 33 (3), 825-848, 2013
312013
Convergence of Galerkin method for the solution of stochastic fractional integro differential equations
M Kamrani
Optik 127 (20), 10049-10057, 2016
232016
Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
M Kamrani, N Jamshidi
Communications in Nonlinear Science and Numerical Simulation 44, 1-10, 2017
212017
Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation
M Kamrani, N Jamshidi
Numerical Algorithms 79 (2), 357-374, 2018
192018
Numerically computable a posteriori-bounds for the stochastic Allen–Cahn equation
D Blömker, M Kamrani
BIT Numerical Mathematics 59 (3), 647–673, 2019
122019
Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition
M Kamrani, D Blömker
Journal of Computational and Applied Mathematics 323, 123-135, 2017
122017
Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise
M Kamrani, SM Hosseini, E Hausenblas
Mathematical Methods in the Applied Sciences 41 (13), 4986-5002, 2018
102018
Numerical solution of stochastic partial differential equations using a collocation method
M Kamrani
ZAMM‐Journal of Applied Mathematics and Mechanics/Zeitschrift für Angewandte …, 2016
72016
Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion
N Jamshidi, M Kamrani
Applied Numerical Mathematics 167, 108-118, 2021
62021
Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients
M Kamrani
Mathematical Methods in the Applied Sciences 39 (11), 2993-3004, 2016
32016
Numerical solution of stiff random ordinary differential equations via averaged schemes
A Mirzaei, M Kamrani
Mathematical Methods in the Applied Sciences 44 (6), 4235-4244, 2021
12021
Numerical solution of partial differential equations with stochastic Neumann boundary conditions
M Kamrani
Discrete and Continuous Dynamical Systems-B 24 (10), 5337-5354, 2019
12019
Full discretization of the stochastic Burgers equation with correlated noise
M KAMRANI, SM HOSSEINI
12013
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
M Kamrani, K Debrabant, N Jamshidi
International Journal of Computer Mathematics, 1-15, 2024
2024
Wong-Zakai approximation of stochastic Volterra integral equations
M Kamrani
Computational Methods for Differential Equations, 2023
2023
Numerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
A Momeni, M Kamrani
Journal of New Researches in Mathematics 5 (19), 93-106, 2018
2018
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