Minoo Kamrani

Numerical solution of stochastic fractional differential equations

Minoo Kamrani · Numerical Algorithms · 2014 · 77 citations

Numerical Solution, Fractional Stochastics, Stochastic Differential Equation +2

Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion

Jialin Hong, Chuying Huang, Minoo Kamrani et al. · Stochastic Processes and their Applications · 2019 · 35 citations · Full text

Fractional Brownian Motion, Fractional-order System, Stochastic Calculus +4

The role of coefficients of a general SPDE on the stability and convergence of a finite difference method

Minoo Kamrani, S. Mohammad Hosseini · Journal of Computational and Applied Mathematics · 2010 · 34 citations

Numerical Analysis, Numerical Method For Partial Differential Equation, Engineering +7

Full discretization of the stochastic Burgers equation with correlated noise

Dirk Blömker, Minoo Kamrani, S. Mohammad Hosseini · IMA Journal of Numerical Analysis · 2013 · 26 citations

Numerical Analysis, Engineering, Stochastic System +10

Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion

Minoo Kamrani, Nahid Jamshidi · Communications in Nonlinear Science and Numerical Simulation · 2016 · 26 citations

Fractional Brownian Motion, Engineering, Stochastic Processes +6