He [Baha'u'llah] derived His descent, on the one hand, from Abraham (the Father of the Faithful) through his wife Katurah, and on the other from Zoroaster, as well as from Yazdigird, the last king of the Sasaniyan dynasty. He was moreover a descendant of Jesse [1], and belonged, through His father, Mirza Abbas, better known as Mirza Buzurg -- a nobleman closely associated with the ministerial circles of the Court of Fath-'Ali Shah -- to one of the most ancient and renowned families of Mazindaran.
(Shoghi Effendi, 'God Passes By')
[1] This is not Jesse the father of David, but Jesse referred to in Isaiah 11:1,10 - David Hofman in Baha'u'llah the Prince of Peace