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Nahid Jamshidi
Publication Activity (10 Years)
Years Active: 2017-2023
Publications (10 Years): 6
Top Topics
Stochastic Differential Equations
Top Venues
CoRR
Math. Control. Signals Syst.
Commun. Nonlinear Sci. Numer. Simul.
Numer. Algorithms
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Publications
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Nahid Jamshidi
,
Minoo Kamrani
,
Kristian Debrabant
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise.
CoRR
(2023)
Nahid Jamshidi
,
Martin Redmann
(Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion.
CoRR
(2023)
Martin Redmann
,
Nahid Jamshidi
Gramian-based model reduction for unstable stochastic systems.
Math. Control. Signals Syst.
34 (4) (2022)
Martin Redmann
,
Nahid Jamshidi
Gramian-based model reduction for unstable stochastic systems.
CoRR
(2021)
Minoo Kamrani
,
Nahid Jamshidi
Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation.
Numer. Algorithms
79 (2) (2018)
Minoo Kamrani
,
Nahid Jamshidi
Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion.
Commun. Nonlinear Sci. Numer. Simul.
44 (2017)