2 citations · 3 across the 2 of their papers we have counts for
3 papers
math.PR2022★ 1 cited
The Bismut-Elworthy-Li formula for semi-linear distribution-dependent SDEs driven by fractional Brownian motion
M. Tahmasebi
In this work, we will show the existence, uniqueness, and weak differentiability of the solution to semi-linear mean-field stochastic differential equations driven by fractional Br…
math.PR2020
Malliavin differentiability and regularity of densities in semi-linear stochastic delay equations driven by weighted fractional Brownian motion
Mahdieh Tahmasebi
In this work, we will show the existence and uniqueness of the solution to the semi linear stochastic differential equations driven by weighted fractional Brownian motion with dela…
math.PR2017★ 2 cited
Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump
A. S. Fatemion Aghdas, Seyed Mohammad Hossein, Mahdieh Tahmasebi
In this work, we propose the balanced implicit method (BIM) to approximate the solution of the delay Cox-Ingersoll-Ross (CIR) model with jump which often gives rise to model an ass…