Nikolaos Halidias

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All published works

Action	Title	Year	Authors
+ PDF Chat	Asymptotic Theorems for Discrete Markov Chains	2024	Nikolaos Halidias
+ PDF Chat	A note on the asymptotic stability of the semi-discrete method for stochastic differential equations	2022	Nikolaos Halidias Ioannis S. Stamatiou
+	On the absorption probabilities and mean time for absorption for discrete Markov chains	2021	Nikolaos Halidias
+	Lamperti Semi-Discrete method	2021	Nikolaos Halidias Ioannis S. Stamatiou
+	Convergence rates of the Semi-Discrete method for stochastic differential equations	2020	Ioannis S. Stamatiou Nikolaos Halidias
+	A note on the asymptotic stability of the Semi-Discrete method for Stochastic Differential Equations	2020	Nikolaos Halidias Ioannis S. Stamatiou
+	On the average of probability distributions of a discrete Markov chain	2017	Nikolaos Halidias
+	Ergodic Theorems for discrete Markov chains	2017	Nikolaos Halidias
+	A generalization of Laplace and Fourier transforms	2017	Nikolaos Halidias
+	On the computation of the nth power of a matrix	2017	Nikolaos Halidias
+	A generalization of Laplace and Fourier transforms	2017	Nikolaos Halidias
+	Ergodic Theorems for discrete Markov chains	2017	Nikolaos Halidias
+ PDF Chat	On the construction of boundary preserving numerical schemes	2016	Nikolaos Halidias
+	On construction of boundary preserving numerical schemes	2016	Nikolaos Halidias
+	On construction of boundary preserving numerical schemes	2016	Nikolaos Halidias
+ PDF Chat	An Elementary Approach to the Option Pricing Problem	2016	Nikolaos Halidias
+	On construction of boundary preserving numerical schemes	2016	Nikolaos Halidias
+	Study of American options in discrete time using basic calculus	2015	Nikolaos Halidias
+	An elementary approach to the option pricing problem	2015	Nikolaos Halidias
+ PDF Chat	On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method	2015	Nikolaos Halidias Ioannis S. Stamatiou
+ PDF Chat	An explicit and positivity preserving numerical scheme for the mean reverting CEV model	2015	Nikolaos Halidias
+	A new numerical scheme for the CIR process	2015	Nikolaos Halidias
+	Approximating explicitly the mean reverting CEV process	2015	Nikolaos Halidias Ioannis S. Stamatiou
+	An explicit and positivity preserving numerical scheme for the mean reverting CEV model	2015	Nikolaos Halidias
+ PDF Chat	Approximating Explicitly the Mean-Reverting CEV Process	2015	Nikolaos Halidias Ioannis S. Stamatiou
+	On explicit numerical schemes for the CIR process	2015	Nikolaos Halidias
+	An elementary approach to the option pricing problem	2015	Nikolaos Halidias
+	Approximating explicitly the mean reverting CEV process	2015	Nikolaos Halidias Ioannis S. Stamatiou
+	An explicit and positivity preserving numerical scheme for the mean reverting CEV model	2015	Nikolaos Halidias
+	On the order of convergence for the semi discrete method applied on the CIR process	2014	Nikolaos Halidias
+	A new numerical scheme for the CIR processIR process	2014	Nikolaos Halidias
+	A new numerical scheme for the CIR process	2014	Nikolaos Halidias
+	On explicit numerical schemes for the CIR process	2014	Nikolaos Halidias
+	On the numerical solution of some nonlinear stochastic differential equations using the semi-discrete method	2013	Nikolaos Halidias Ioannis S. Stamatiou
+ PDF Chat	A novel approach to construct numerical methods for stochastic differential equations	2013	Nikolaos Halidias
+	Generalization of the semi discrete method and applications	2013	Nikolaos Halidias
+	A novel approach to construct numerical methods for stochastic differential equations	2013	Nikolaos Halidias
+	Construction of positivity preserving numerical schemes for multidimensional stochastic differential equations	2013	Nikolaos Halidias
+	On the numerical solution of some nonlinear stochastic differential equations using the semi-discrete method	2013	Nikolaos Halidias Ioannis S. Stamatiou
+	A novel approach to construct numerical methods for stochastic differential equations	2013	Nikolaos Halidias
+	A COMPARISON THEOREM FOR STOCHASTIC EQUATIONS IN INFINITE DIMENSIONS AND APPLICATIONS	2010	Nikolaos Halidias Mariusz Michta
+	Remarks and corrections on “An existence theorem for stochastic functional differential equations with delays under weak assumptions, Statistics and Probability Letters 78, 2008” by N. Halidias and Y. Ren	2009	Nikolaos Halidias
+	An existence theorem for stochastic functional differential equations with delays under weak assumptions	2008	Nikolaos Halidias Yong Ren
+	The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications	2007	Nikolaos Halidias Mariusz Michta
+ PDF Chat	A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient	2006	Nikolaos Halidias Peter E. Kloeden
+	An Orlicz-Sobolev space setting for quasilinear elliptic problems	2003	Nikolaos Halidias
+	Landesman-Laser Conditions and Quasilinear Elliptic Problems	2003	Nikolaos Halidias
+ PDF Chat	Unilateral boundary value problems with jump discontinuities	2003	Nikolaos Halidias
+ PDF Chat	On Noncoercive Elliptic Problems with Discontinuities	2003	Nikolaos Halidias
+	None	2002	Nikolaos Halidias Νικόλαος Παπαγεωργίου
+	CRITICAL POINT THEORY FOR NONSMOOTH ENERGY FUNCTIONALS AND APPLICATIONS	2002	Nikolaos Halidias
+ PDF Chat	Quasilinear elliptic problems with multivalued terms	2000	Nikolaos Halidias Νικόλαος Παπαγεωργίου
+	Nonlinear boundary value problems with maximal monotone terms	2000	Nikolaos Halidias Nikolaos S. Papageorgiou
+	Existence of solutions for quasilinear second order differential inclusions with nonlinear boundary conditions	2000	Nikolaos Halidias Nikolaos S. Papageorgiou
+	On a quasilinear elliptic Neumann problem	1999	Nikolaos Halidias Nikolas S. Papageorgiou
+	Existence and Relaxation Results for Nonlinear Second-Order Multivalued Boundary Value Problems in RN	1998	Nikolaos Halidias Nikolaos S. Papageorgiou

Common Coauthors

Coauthor	Papers Together
Ioannis S. Stamatiou	10
Nikolaos S. Papageorgiou	3
Mariusz Michta	2
Νικόλαος Παπαγεωργίου	2
Peter E. Kloeden	1
Yong Ren	1
Nikolas S. Papageorgiou	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	A novel approach to construct numerical methods for stochastic differential equations	2013	Nikolaos Halidias	11
+ PDF Chat	On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method	2015	Nikolaos Halidias Ioannis S. Stamatiou	7
+ PDF Chat	On the uniqueness of solutions of stochastic differential equations	1971	Toshio Yamada Shinzo Watanabe	6
+	Handbook of Multivalued Analysis	1997	Shouchuan Hu Nikolas S. Papageorgiou	6
+ PDF Chat	Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients	2010	Martin Hutzenthaler Arnulf Jentzen Peter E. Kloeden	6
+ PDF Chat	Approximating Explicitly the Mean-Reverting CEV Process	2015	Nikolaos Halidias Ioannis S. Stamatiou	5
+ PDF Chat	Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients	2012	Martin Hutzenthaler Arnulf Jentzen Peter E. Kloeden	5
+	A new numerical scheme for the CIR process	2015	Nikolaos Halidias	5
+ PDF Chat	Strong order one convergence of a drift implicit Euler scheme: Application to the CIR process	2012	Aurélien Alfonsi	5
+ PDF Chat	An explicit and positivity preserving numerical scheme for the mean reverting CEV model	2015	Nikolaos Halidias	4
+	Handbook of Multivalued Analysis: Volume I: Theory	1997	S Hu Nikolaos S. Papageorgiou	4
+	Monotone Iterative Techniques for Discontinuous Nonlinear Differential Equations	2017	Seppo Heikkilä V. Lakshmikantham	4
+ PDF Chat	Pseudomonotone operators and nonlinear elliptic boundary value problems	1975	Nobuyuki Kenmochi	4
+ PDF Chat	Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations	2002	Desmond J. Higham Xuerong Mao Andrew M. Stuart	4
+ PDF Chat	Convergence of numerical methods for stochastic differential equations in mathematical finance	2012	Peter E. Kloeden Andreas Neuenkirch	3
+	An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump	2019	Ioannis S. Stamatiou	3
+	Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries	2014	Martin Hutzenthaler Arnulf Jentzen Marco Noll	3
+ PDF Chat	Minimax principles for lower semicontinuous functions and applications to nonlinear boundary value problems	1986	Andrzej Szulkin	3
+	Note on the Derivatives with Respect to a Parameter of the Solutions of a System of Differential Equations	1919	T. H. Gronwall	3
+	First order strong approximations of scalar SDEs with values in a domain	2012	Andreas Neuenkirch Łukasz Szpruch	3
+ PDF Chat	A Variational Method for Boundary Value Problems with Discontinuous Nonlinearities	1980	C. A. Stuart John Toland	3
+	Asymptotics and Special Functions	1997	F. W. J. Olver	3
+ PDF Chat	Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients	2012	Xuerong Mao Łukasz Szpruch	3
+	Numerical Approximations of Stochastic Differential Equations With Non-globally Lipschitz Continuous Coefficients	2015	Martin Hutzenthaler Arnulf Jentzen	3
+	The Dual Variational Principle and elliptic problems with discontinuous nonlinearities	1989	Antonio Ambrosetti Marino Badiale	3
+ PDF Chat	A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient	2006	Nikolaos Halidias Peter E. Kloeden	3
+ PDF Chat	A boundary preserving numerical algorithm for the Wright-Fisher model with mutation	2011	C. E. Dangerfield David Kay Shev MacNamara Kevin Burrage	3
+	Some Discontinuous Problems with a Quasilinear Operator	1994	David Arcoya Marco Calahorrano	3
+ PDF Chat	A boundary preserving numerical scheme for the Wright–Fisher model	2017	Ioannis S. Stamatiou	2
+	Théorèmes d’existence de solutions d’inclusions différentielles	1995	Marlène Frigon	2
+ PDF Chat	A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications	2013	M. V. Tretyakov Zhongqiang Zhang	2
+	Nonlinear Functional Analysis and Its Applications: II/ A: Linear Monotone Operators	1989	Eberhard Zeidler	2
+	Solvability of Neumann problem for elliptic equations at resonance	2001	Chun‐Lei Tang	2
+	Nonlinear Functional Analysis and its Applications: III: Variational Methods and Optimization	1984	Eberhard Zeidler	2
+	On fixed points of multifunctions in ordered spaces	1993	Seppo Heikkilä	2
+	Optimization and Nonsmooth Analysis	1990	Frank H. Clarke	2
+ PDF Chat	Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence	2007	Abdel Berkaoui Mireille Bossy Awa Diop	2
+	Monte Carlo Methods in Financial Engineering	2003	Paul Glasserman	2
+	Inequalities Involving Functions and Their Integrals and Derivatives	1991	D. S. Mitrinović ‎Josip Pečarić A. M. Fink	2
+ PDF Chat	Nonlinear boundary value problems for differential inclusions y'' ∈ F(t,y,y')	1991	Lynn Erbe Wiesław Krawcewicz	2
+	Critical point theory for nondifferentiable functionals and applications	1990	David G. Costa J.V. Gonçalves	2
+	Nonlinear Functional Analysis and its Applications	1990	Eberhard Zeidler	2
+	A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales	1998	Xiaodong Ding Rangquan Wu	2
+	Existence results for perturbations of the p-Laplacian	1995	David G. Costa Celius A. Magalhães	2
+	Abstract critical point theorems and applications to some nonlinear problems with “strong” resonance at infinity	1983	Paolo Bartolo Vieri Benci Donato Fortunato	2
+ PDF Chat	Equivariant maps of joins of finite G-sets and an application to critical point theory	1992	Danuta Rozpłoch-Nowakowska	2
+	A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients	2011	István Gyöngy Miklós Rásonyi	2
+	Monotone Operators in Banach Space and Nonlinear Partial Differential Equations	2013	R. E. Showalter	2
+	Boundary Preserving Semianalytic Numerical Algorithms for Stochastic Differential Equations	2007	Esteban Moro Henri Schurz	2
+	A homotopic deformation along p of a Leray-Schauder degree result and existence for (¦u′¦p − 2u′)′ + ƒ(t, u) = 0, u(0) = u(T) = 0, p > 1	1989	Manuel del Pino Manuel Elgueta Raúl Manásevich	1