The role of coefficients of a general SPDE on the stability and convergence of a finite difference method. - Minoo Kamrani; Seyed Mohammad Hosseini 002 (J. Comput. Appl. Math., 2010)

Spectral collocation method for stochastic Burgers equation driven by additive noise. - Minoo Kamrani; Seyed Mohammad Hosseini 002 (Math. Comput. Simul., 2012)

Numerical solution of stochastic fractional differential equations. - Minoo Kamrani (Numer. Algorithms, 2015)

Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion. - Minoo Kamrani; Nahid Jamshidi (Commun. Nonlinear Sci. Numer. Simul., 2017)

Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition. - Minoo Kamrani; Dirk Blömker (J. Comput. Appl. Math., 2017)

Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation. - Minoo Kamrani; Nahid Jamshidi (Numer. Algorithms, 2018)

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise. - Minoo Kamrani; Kristian Debrabant; Nahid Jamshidi (Int. J. Comput. Math., 2024)

An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model. - Minoo Kamrani; Erika Hausenblas (Math. Comput. Simul., 2025)