Hassan Ranjbar

Publication Activity (10 Years)

Years Active: 2019-2025
Publications (10 Years): 7

Top Topics

Fractional Brownian Motion

Differential Equations

Stochastic Differential Equations

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

Comput. Appl. Math.

J. Comput. Appl. Math.

Publications

Hassan Ranjbar
An explicit Euler scheme for generalized n-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises. J. Comput. Appl. Math. 454 (2025)
Hassan Ranjbar
An exponential split-step double balanced θ Milstein scheme for SODEs with locally Lipschitz continuous coefficients. J. Appl. Math. Comput. 70 (1) (2024)
Hassan Ranjbar, Leila Torkzadeh, Kazem Nouri
Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach. Comput. Appl. Math. 42 (1) (2023)
Leila Torkzadeh, Hassan Ranjbar, Sanda Micula, Kazem Nouri
Convergence and Stability of a Split-Step Exponential Scheme Based on the Milstein Methods. Symmetry 14 (11) (2022)
Kazem Nouri, Hassan Ranjbar, Leila Torkzadeh
Study on split-step Rosenbrock type method for stiff stochastic differential systems. Int. J. Comput. Math. 97 (4) (2020)
Kazem Nouri, Hassan Ranjbar, Leila Torkzadeh
Solving the stochastic differential systems with modified split-step Euler-Maruyama method. Commun. Nonlinear Sci. Numer. Simul. 84 (2020)
Kazem Nouri, Hassan Ranjbar, Leila Torkzadeh
Modified stochastic theta methods by ODEs solvers for stochastic differential equations. Commun. Nonlinear Sci. Numer. Simul. 68 (2019)