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Lectures in Seminars
1- M. Tahmasebi and Sh. Zamani. The Malliavin Calculus and Stochastic Differential Equations. The 7th Seminar of Mathematical Analysis and its Applications, Arak university, Iran(23-24 Apr 2008).
2. M. Tahmasebi and Sh. Zamani, The Malliavin Calculus and Numerical solution of Stochastic Differential Equations, Shiraz university, Iran, The 3th Workshop in Applied Stochastic Processes (11-12 Jun 2008).
3. M. Tahmasebi and Sh. Zamani, Weak Numerical Solution of Stochastic Differential Equations, Isfahan university of Technology, Iran. The 8th Seminar of Differntial Equation, Dynamical Systems and its Applications (19-21 Jul 2008).
4. M. Tahmasebi, Mallaivin Calculus and Applications. Iran, Zanjan, Inistitute for Advanced Studies in Basic Sciences (5 May 2010).
5. M. Tahmasebi, Application of Malliavin Calculus for SDEs with Monotone Drifts. IPM, Tehran, Iran, The 6th International Iranian Workshop on Stochastic Processes (18-20 May 2010).
6. A. Bastani and M. Tahmasebi, Strong Convergence of Split-Step Backward Euler Method for SDEs with Non-smooth Drift, Iran, University of Science and technology,The 7th International Iranian Workshop on Stochastic Processes (30 Nov and 1,2 Dec 2010).
7. M. Tahmasebi, Malliavin Calculus Applied to Finance. Zanjan, Iran, Institute for Advanced Studies in Basic Sciences, The 2th International Iranian Workshop on Mathematical Finance )17 Feb 2011).
8-M. Tahmasebi, Malliavin Calculus for Stochastic Differential Equations with Semi-Monotone Drift,
IPM, Tehran, Iran, The 9th International Iranian Workshop on Stochastic Processes (25-27 Oct 2011).
9. M. Tahmasebi, Malliavin Calculus and its Applications in Mathematical Finance, 3rd Seminar of
Mathematics and Humanities, Allameh Tabatabai University, Tehran, Iran,(23-24 April, 2014).
10. (Invited Lecturer) M. Tahmasebi, Statistical Inferences and Stochastic Optimal Control with
Malliavin Calculus, The 13th Workshop on Random Processes and its Applications, IPM-Isfahan
Branch, Isfahan, Iran, (April 29 - May 1, 2014).
11. M. Tahmasebi, Weighted Integration to solutions of SDE’s with Uniformly Elliptic Diffusion, The
10th seminar on Prbability and Stochastic Processes, Yazd University, Iran, (19-20 Aug 2015).
12. M. Tahmasebi, Malliavin Calculus Monte-Carlo Approach in Financial Mathematics, The 2nd
FINACT-IRAN Conference on Financial and Actuarial Mathematics, IPM, Tehran, Iran, (15-17 Aug
2015).
Publications:
1-StrongConvergenceofSplit-StepBackwardEulerMethodforStochasticDifferentialEquationswith Non-SmoothDrift, AliForoushBastani,MahdiehTahmasebi,JournalofComputationalandApplied Mathematics,Volume236,Issue7, January2012, pp1903-1918.
2-Smooth density for the Solution of Scalar SDEs with Locally Lipschitz Coefficients under
Hormander Condition, Mahdieh Tahmasebi, Statistics &Probability Letters,Volume85,February
2014,Pages51-62.
3-WeakDifferentiabilityofSolutiontoSDEswithSemimonotoneDrifts,M.Tahmasebi&S.Zamani,
Bull. IranianMath. Soc., Volume 41 (2015), No. 4, pp. 873-888.
4- AnLPVbasedrobustpeak-to-peakstateestimationforgeneticregulatorynetworkswithtime varyingdelay, M.MohammadianandH.R.MomeniandH.S.KarimiandI.Shafikhaniand M.Tahmasebi,Neurocomputing,Volume160,2015,pp261-273.
5-H∞Sampled-dataControllerDesignforStochasticGeneticRegulatoryNetworks,Preprintedon
IJEEE, M.Tahmasebi,H.R.Moemni,M.Mohammadian, Iranian Journal of Electrical & Electronic Engineering, Volume 11, No. 3, Sep. 2015.
6-Commentson“SolvingnonlinearstochasticdifferentialequationswithfractionalBrownianmotion usingreducibilityapproach”,[NonlinearDyn.67,2719–2726(2012)],V.J.Majd,
M.Tahmasebi&K.Khandani,Volume82,Issue3,2015,pp1605-1607.
7- Robust Stabilization of Uncertain Time-Delay Systems with Fractional Stochastic Noise Using the Novel Fractional Stochastic Sliding Approach and its Application to Stream Water Quality Regulation,
V.J.Majd, M.Tahmasebi&K.Khandani, IEEE Transactions on Automatic Control · January 2016,
DOI: 10.1109/TAC.2016.2594261
8-Integralslidingmodecontrolforrobuststabilizationofuncertainstochastictime-delaysystems drivenbyfractionalBrownianmotion,K.Khandani;V.J.MajdandM.Tahmasebi,International Journal of Systems Science Volume 48, No 4, 2017, 828-837.
9-IntegrationbyPartsFormulaandSmoothnessofDensitiesofSolutionstoSDE'swithMonotone Drift and their applications,M.Tahmasebi,Submitted.
10-The multi-scale method for solving nonlinear time space fractional partial differential equations, H.Aminikhah,M. TahmasebiandM.M.Roozbahani,IEEE/CAA Journal of Automatica Sinica, DOI:10.1109/JAS.2016.7510058.
11Numericalsolutionforthetimespace-fractionalpartialdifferentialequationsbyusingwaveletmulti- scalemethod,H.Aminikhah,M. TahmasebiandM.M.Roozbahani, submitted UPB Scientific Bulletin-Series A-Applied Mathematics and Physics.
Projectofmy GraduateStudents:
1. M.Aieni,SensitivityofParameterandErgodicityofCIRProcessesanditsApplications,
MS.c.Thesis.2015.
2. Z.Ebrahimi,BackwardStochasticDifferentialEquationsandConstructionofOptimal
Portfolioinjumpdiffusionmodels,MS.c.Thesis. 2015.
2. E.Zalshovey,MultilevelandAdaptiveMonteCarloMethodstoComputeExpectationoffirst
exittimeandPayoffwithfreeParameter,MS.c.Thesis.(jointwithM.R.Eslahchi)., 2015.
4. J.Ghorbani,OnOptimalProportionalReinsurenceandInvesmentinaPartialMarkovian
Regime-SwitchingEconomy,MS.c.Thesis,2016.
5. F.Alibeygi,RiskManagementandPricesofCredirRiskyProductsunderCompleteand
IncompleteInformation,MS.c.Thesis,Jan. 2017.
6. M.Pourheydar,Considering Reinsurence Optimal Control ProblemwithDynamicRiskConstraint,
MS.c.Thesis, Feb. 2017.
7. S.Ostovari,TheRelationbetweenCreditDefaultSwapsandFinancialStabilityonSystemic
Risk,MS.c.Thesis,(jointwithM.A.Rastegar), Nov. 2016.
8. Z.Mardani,InvestigatingStructuralCreditRiskModelsunderStochasticVolatility,MS.c.
Thesis,(jointwithM.JafariKhaledi), Jan. 2017.
9. M.M.Vakili,OptimaltimingforAnnuitizationinjumpdiffusionmodelwithStochastic
Volatility,MS.c.Thesis, Feb. 2017.
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