| A stochastic perspective of RL electrical circuit using different noise terms R Farnoosh, P Nabati, R Rezaeyan, M Ebrahimi COMPEL-The international journal for computation and mathematics in …, 2011 | 40 | 2011 |
| Parameters estimation for RL electrical circuits based on least square and Bayesian approach R Farnoosh, P Nabati, A Hajirajabi COMPEL-The international journal for computation and mathematics in …, 2012 | 8 | 2012 |
| Stochastic approach for noise analysis and parameter estimation for RC and RLC electrical circuits P Nabati, R Farnoosh International Journal of Nonlinear Analysis and Applications 12 (1), 433-444, 2021 | 5 | 2021 |
| Simulating and forecasting OPEC oil price using stochastic differential equations R Farnoosh, P Nabati, M Azizi JOURNAL OF NEW RESEARCHES IN MATHEMATICS 2 (7), 21-29, 2016 | 5 | 2016 |
| A stochastic perspective to random ship heave motion based on different noises R Farnoosh, P Nabati IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A-SCIENCE 37 (3), 211-217, 2013 | 4 | 2013 |
| A simulation study of the COVID-19 pandemic based on the Ornstein-Uhlenbeck processes P Nabati Computational Methods for Differential Equations 10 (3), 738-745, 2022 | 3 | 2022 |
| Noise analysis of band pass filters using stochastic differential equations P Nabati, H Babazadeh, H Azadfar COMPEL-The international journal for computation and mathematics in …, 2019 | 3 | 2019 |
| Stochastic perspective and parameter estimation for RC and RLC electrical circuits P Nabati, R Farnoosh Int. J. Nonlinear Anal. Appl 6 (1), 153-161, 2015 | 3 | 2015 |
| Three-factor mean reverting Ornstein-Uhlenbeck process with stochastic drift term innovations: Nonlinear autoregressive approach with dependent error P Nabati, A Hajrajabi Filomat 36 (7), 2345-2355, 2022 | 2 | 2022 |
| The first order nonlinear autoregressive model with Ornstein Uhlenbeck processes driven by white noise P Nabati Journal of Mathematics and Modeling in Finance 1 (1), 3-10, 2021 | 2 | 2021 |
| New truncated Milstein approximation of solution of stochastic differential equations H Azadfar, P Nabati Communications on Advanced Computational Science with Applications, 15-25, 2018 | 2 | 2018 |
| Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise M Mohammadi, P Nabati Financial Research Journal 23 (3), 404-418, 2021 | 1 | 2021 |
| Numerical Study for solving heave and pitch equations of a ship A Shidfar, P Nabati Kuwait Journal of Science and Engineering 34 (2A), 1, 2007 | 1 | 2007 |
| Numerical simulation of two link robotic manipulator with white and colored noise H Babazadeh, P Nabati Computational Methods for Differential Equations 12 (1), 149-158, 2024 | | 2024 |
| Introducing a novel mean-reverting Ornstein–Uhlenbeck process based stochastic epidemic model P Nabati Scientific Reports 14 (1), 1867, 2024 | | 2024 |
| Optimal filtering equations in state space model of the two factors mean reverting Ornstein-Uhlenbech process A Hajrajabi, P Nabati Communications in Statistics-Theory and Methods 52 (20), 7532-7542, 2023 | | 2023 |
| Nonlinear stochastic model for epidemic disease prediction by optimal filtering perspective P Nabati, A Hajrajabi Mathematical Methods in the Applied Sciences, 2022 | | 2022 |
| The mean reverting Ornstein-Uhlenbeck processes with nonlinear autoregressive drift term innovations P Nabati Işık University Press, 2022 | | 2022 |
| Simulating Exchange Rate Volatility in Iran Using Stochastic Differential Equations P Nabati, R Taghizadeh International Journal of Industrial Mathematics 10 (1), 1-8, 2018 | | 2018 |
| MODELLING OPTION PRICE USING BLACK-SCHOLES FORMULA P Nabati, S Narimani | | 2016 |
