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Nikos Halidias
Nikos Halidias
University of the Aegean, Department of Statistics and Actuarial- Financial Mathematics
Verified email at aegean.gr - Homepage
Title
Cited by
Cited by
Year
A note on the Euler–Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient
N Halidias, PE Kloeden
BIT Numerical Mathematics 48, 51-59, 2008
622008
Existence and relaxation results for nonlinear second-order multivalued boundary value problems in RN
N Halidias, NS Papageorgiou
journal of differential equations 147 (1), 123-154, 1998
481998
A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient
N Halidias, PE Kloeden
Journal of Applied Mathematics and Stochastic Analysis 2006, 2006
422006
Second order multivalued boundary value problems
N Halidias, NS Papageorgiou
Archivum Mathematicum 34 (2), 267-284, 1998
401998
Semi-discrete approximations for stochastic differential equations and applications
N Halidias
International Journal of Computer Mathematics 89 (6), 780-794, 2012
342012
A novel approach to construct numerical methods for stochastic differential equations
N Halidias
Numerical Algorithms 66, 79-87, 2014
272014
On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method
N Halidias, IS Stamatiou
Computational Methods in Applied Mathematics 16 (1), 105-132, 2016
222016
Construction of positivity preserving numerical schemes for multidimensional stochastic differential equations
N Halidias
arXiv preprint arXiv:1310.1581, 2013
212013
Constructing positivity preserving numerical schemes for the two-factor CIR model
N Halidias
Monte Carlo Methods and Applications 21 (4), 313-323, 2015
182015
Approximating explicitly the mean-reverting CEV process
N Halidias, IS Stamatiou
Journal of Probability and Statistics 2015, 2015
172015
Strongly nonlinear multivalued, periodic problems with maximal monotone terms
EH Papageorgiou, NS Papageorgiou
152004
Elliptic problems with discontinuities
N Halidias
Journal of mathematical analysis and applications 276 (1), 13-27, 2002
142002
Existence of solutions for quasilinear second order differential inclusions with nonlinear boundary conditions
N Halidias, NS Papageorgiou
Journal of computational and applied mathematics 113 (1-2), 51-64, 2000
142000
An existence theorem for stochastic functional differential equations with delays under weak assumptions
N Halidias, Y Ren
Statistics & probability letters 78 (17), 2864-2867, 2008
122008
The method of upper and lower solutions of stochastic differential equations and applications
N Halidias, M Michta
Stochastic analysis and applications 26 (1), 16-28, 2007
112007
Multiple solutions for quasilinear elliptic Neumann problems in Orlicz-Sobolev spaces
N Halidias, VK Le
Boundary Value Problems 2005, 1-8, 2005
112005
An explicit and positivity preserving numerical scheme for the mean reverting CEV model
N Halidias
Japan Journal of Industrial and Applied Mathematics 32, 545-552, 2015
102015
On a class of hemivariational inequalities at resonance
N Halidias, Z Naniewicz
Journal of mathematical analysis and applications 289 (2), 584-607, 2004
102004
A new numerical scheme for the CIR process
N Halidias
Monte Carlo Methods and Applications 21 (3), 245-253, 2015
82015
Remarks and corrections on “An existence theorem for stochastic functional differential equations with delays under weak assumptions, Statistics and Probability Letters 78 …
N Halidias
Statistics & probability letters 79 (20), 2220-2222, 2009
82009
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