Nahid Jamshidi

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 7

Top Topics

Dimension Reduction

Maximum A Posteriori Estimation

Stochastic Systems

Brownian Motion

Top Venues

Math. Control. Signals Syst.

Commun. Nonlinear Sci. Numer. Simul.

Int. J. Comput. Math.

Publications

Minoo Kamrani, Kristian Debrabant, Nahid Jamshidi
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise. Int. J. Comput. Math. 101 (3) (2024)
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)