| Year |
Title |
| 2023 |
Maximum principle for forward-backward partially observed optimal control
of stochastic systems with delay
A Delavarkhalafi, FAS Aghda, M Tahmasebi
Filomat 37 (3), 809-832
|
| 2022 |
The Bismut-Elworthy-Li formula for semi-linear distribution-dependent SDEs
driven by fractional Brownian motion
M Tahmasebi
|
| 2022 |
The convergence of exponential Euler method for weighted fractional stochastic
equations
F Mahmoudi, M Tahmasebi
Computational Methods for Differential Equations 10 (2), 538-548
|
| 2022 |
Maximum principle for infinite horizon optimal control of mean-field backward
stochastic systems with delay and noisy memory
A Delavarkhalafi, AS Fatemion Aghda, M Tahmasebi
International Journal of Control 95 (2), 535-543
|
| 2022 |
The convergence of a numerical scheme for additive fractional stochastic
delay equations with H> 12
F Mahmoudi, M Tahmasebi
Mathematics and Computers in Simulation 191, 219-231
|
| 2021 |
Fractional Brownian motion with two-variable Hurst exponent
HM Almani, SM Hosseini, M Tahmasebi
Journal of Computational and Applied Mathematics 388, 113262
|
| 2020 |
Malliavin differentiability and regularity of densities in semi-linear stochastic
delay equations driven by weighted fractional Brownian motion
M Tahmasebi
|
| 2020 |
Fault-tolerant formation control of stochastic nonlinear multi-agent systems
with time-varying weighted topology
M Siavash, VJ Majd, M Tahmasebi
Transactions of the Institute of Measurement and Control 42 (8), 1461-1474
|
| 2020 |
A practical finite-time back-stepping sliding-mode formation controller
design for stochastic nonlinear multi-agent systems with time-varying weighted
topology
M Siavash, VJ Majd, M Tahmasebi
International Journal of Systems Science 51 (3), 488-506
|
| 2019 |
Comments on ?Strong convergence rates for backward Euler on a class of nonlinear
jump?diffusion problems?[J. Comput. Appl. Math. 205 (2007) 949?956]
M Tahmasebi, A Ghasemifard, MT Jahandideh
Journal of Computational and Applied Mathematics 359, 69-72
|
| 2019 |
Multilevel path simulation to jump-diffusion process with superlinear drift
A Ghasemifard, M Tahmasebi
Applied Numerical Mathematics 144, 176-189
|
| 2019 |
Finite-Time Consensus Control of Euler-Lagrange Multi-agent Systems in the
Presence of Stochastic Disturbances and Actuator Faults
M Siavash, V Majd, M Tahmasebi
Journal of Electrical and Computer Engineering Innovations (JECEI) 7
(2 ?
|
| 2018 |
Convergence and non-negativity preserving of the solution of balanced method
for the delay CIR model with jump
ASF Aghda, SM Hosseini, M Tahmasebi
Journal of Computational and Applied Mathematics 344, 676-690
|
| 2018 |
Numerical multi-scaling method to solve the linear stochastic partial differential
equations
MM Roozbahani, H Aminikhah, M Tahmasebi
Computational and Applied Mathematics 37, 5527-5541
|
| 2018 |
Numerical solution of nonlinear SPDEs using a multi-scale method
M Mohammadi Roozbahani, H Aminikhah, M Tahmasebi
Computational Methods for Differential Equations 6 (2), 157-175
|
| 2018 |
Numerical solution of stochastic fractional pdes based on trigonometric
wavelets
MM Roozbahani, H Aminikhah, M Tahmasebi
UPB Sci. Bull. Ser. A Appl. Math. Phys 80, 161-174
|
| 2017 |
Analysis of non-negativity and convergence of solution of the balanced implicit
method for the delay Cox?Ingersoll?Ross model
ASF Aghda, SM Hosseini, M Tahmasebi
Applied Numerical Mathematics 118, 249-265
|
| 2017 |
Integral sliding mode control for robust stabilisation of uncertain stochastic
time-delay systems driven by fractional Brownian motion
K Khandani, VJ Majd, M Tahmasebi
International Journal of Systems Science 48 (4), 828-837
|
| 2016 |
The multi-scale method for solving nonlinear time space fractional partial
differential equations
H Aminikhah, M Tahmasebi, MM Roozbahani
IEEE/CAA Journal of Automatica Sinica 6 (1), 299-306
|
| 2016 |
A sliding mode control scheme for fractional stochastic systems with state
delay
K Khandani, V Johari Majd, M Tahmasebi
Journal of Control 10 (2), 13-22
|
| 2016 |
Robust stabilization of uncertain time-delay systems with fractional stochastic
noise using the novel fractional stochastic sliding approach and its application
to stream water ?
K Khandani, VJ Majd, M Tahmasebi
IEEE Transactions on Automatic Control 62 (4), 1742-1751
|
| 2016 |
Finite-time Stability Analysis for Random Nonlinear Systems
S Sanjari, M Tahmasebi
|
| 2016 |
Preserving non-negativity and convergence analysis of the balanced implicit
method for the delay-Heston model
AAS FATEMION, SM Hosseini, M Tahmasebi
|
| 2016 |
Numerical solution for the time-space fractional partial differential equation
by using the wavelet multi-scale method
H Aminikhah, M Tahmasebi, MM Roozbahani
UPB Sci. Bull.-Ser. A 78 (4), 175-188
|
| 2015 |
Comments on ?Solving nonlinear stochastic differential equations with fractional
Brownian motion using reducibility approach?[Nonlinear Dyn. 67, 2719?2726
(2012)]
K Khandani, VJ Majd, M Tahmasebi
Nonlinear Dynamics 82, 1605-1607
|
| 2015 |
H∞ Sampled-Data Controller Design for Stochastic Genetic Regulatory Networks
M Mohammadian, HR Momeni, M Tahmasebi
Iranian Journal of Electrical and Electronic Engineering 11 (3), 204-216
|
| 2015 |
Weighted Integration to Solutions of SDE?s with uniformly elliptic diffusion
M Tahmasebi
The Proceeding of Refereed and Invited Papers, 557
|
| 2015 |
An LPV based robust peak-to-peak state estimation for genetic regulatory
networks with time varying delay
M Mohammadian, HR Momeni, HS Karimi, I Shafikhani, M Tahmasebi
Neurocomputing 160, 261-273
|
| 2014 |
Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients
under Hörmander condition
M Tahmasebi
Statistics & Probability Letters 85, 51-62
|
| 2013 |
Integration by parts formula and smoothness of densities of solutions to
SDEs with locally lipschitz coefficients
M Tahmasebi, S Zamani
|
| 2013 |
Weak differentiability of solutions to SDEs with semi-monotone drifts
M Tahmasebi, S Zamani
|
| 2012 |
Strong convergence of split-step backward Euler method for stochastic differential
equations with non-smooth drift
AF Bastani, M Tahmasebi
Journal of Computational and Applied Mathematics 236 (7), 1903-1918
|
| 2003 |
A NEW CLASS OF FRACTAL INTERPOLATION SURFACES BASED ON FUNCTIONAL VALUES
K Khandani, M Parvizian, MÖ Efe, VJ Majd, M Tahmasebi
Thinking
|
|
|
Time-Variable Hurst index of FBM
HM Almani, SM Hosseini, M Tahmasebi
|
