Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations. - Rebiha Zeghdane; L. Abbaoui; Angel Tocino (J. Comput. Appl. Math., 2011)

Numerical solution of stochastic integral equations by using Bernoulli operational matrix. - Rebiha Zeghdane (Math. Comput. Simul., 2019)

On the MS-stability of predictor-corrector schemes for stochastic differential equations. - Angel Tocino; Rebiha Zeghdane; M. J. Senosiain (Math. Comput. Simul., 2021)

A new approach based on generalised multiquadric and compactly supported radial basis functions for solving two-dimensional Volterra-Fredholm integral equations. - Dalila Takouk; Rebiha Zeghdane; Belkacem Lakehali (Int. J. Comput. Sci. Eng., 2022)

Improved composite methods using radial basis functions for solving nonlinear Volterra-Fredholm integral equations. - Dalila Takouk; Rebiha Zeghdane; Belkacem Lakehali (Int. J. Comput. Sci. Math., 2024)

A novel efficient technique for solving nonlinear stochastic Itô-Volterra integral equations. - Ikram Boukhelkhal; Rebiha Zeghdane; Ahmed M. Elsawah (Expert Syst. Appl., 2024)

Lagrange interpolation polynomials for solving nonlinear stochastic integral equations. - Ikram Boukhelkhal; Rebiha Zeghdane (Numer. Algorithms, 2024)

Correction to: Lagrange interpolation polynomials for solving nonlinear stochastic integral equations. - Ikram Boukhelkhal; Rebiha Zeghdane (Numer. Algorithms, 2024)

Fast and accurate numerical algorithm for solving stochastic Itô-Volterra integral equations. - Rebiha Zeghdane (Numer. Algorithms, 2025)

Correction to: fast and accurate numerical algorithm for solving stochastic itô-volterra integral equations. - Rebiha Zeghdane (Numer. Algorithms, 2025)