37 citations · 44 across the 4 of their papers we have counts for
Showing math.NAShow all
3 papers · 1 filter
math.NA2018★ 37 cited
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 +1
In this paper, we investigate the optimal strong convergence rate of numerical approximations for the Cox--Ingersoll--Ross model driven by fractional Brownian motion with Hurst par…
math.NA2017★ 2 cited
Numerically Computable A Posteriori-Bounds for stochastic Allen-Cahn equation
Dirk Blömker, Minoo Kamrani
The aim of this paper is the derivation of an a-posteriori error estimate for a numerical method based on an exponential scheme in time and spectral Galerkin methods in space. We o…
math.NA2013★ 3 cited
Numerical Solution of Stochastic Partial Differential Equations with Correlated Noise
Dirk Blömker, Minoo Kamrani
In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored…