Modified stochastic theta methods by ODEs solvers for stochastic differential equations. - Kazem Nouri; Hassan Ranjbar; Leila Torkzadeh (Commun. Nonlinear Sci. Numer. Simul., 2019)

Solving the stochastic differential systems with modified split-step Euler-Maruyama method. - Kazem Nouri; Hassan Ranjbar; Leila Torkzadeh (Commun. Nonlinear Sci. Numer. Simul., 2020)

Study on split-step Rosenbrock type method for stiff stochastic differential systems. - Kazem Nouri; Hassan Ranjbar; Leila Torkzadeh (Int. J. Comput. Math., 2020)

Convergence and Stability of a Split-Step Exponential Scheme Based on the Milstein Methods. - Leila Torkzadeh; Hassan Ranjbar; Sanda Micula; Kazem Nouri (Symmetry, 2022)

Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach. - Hassan Ranjbar; Leila Torkzadeh; Kazem Nouri (Comput. Appl. Math., 2023)

An exponential split-step double balanced θ Milstein scheme for SODEs with locally Lipschitz continuous coefficients. - Hassan Ranjbar (J. Appl. Math. Comput., 2024)

Analysis of a stochastic model for a prey-predator system with an indirect effect. - Leila Torkzadeh; Milad Fahimi; Hassan Ranjbar; Kazem Nouri (Int. J. Comput. Math., 2025)

An explicit Euler scheme for generalized n-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises. - Hassan Ranjbar (J. Comput. Appl. Math., 2025)

Split-step ϑ integrator for generalized stochastic Volterra integro-differential equations. - Hassan Ranjbar (Math. Comput. Simul., 2025)