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 | 62 | 2008 |
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 | 48 | 1998 |
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 | 42 | 2006 |
Second order multivalued boundary value problems N Halidias, NS Papageorgiou Archivum Mathematicum 34 (2), 267-284, 1998 | 40 | 1998 |
Semi-discrete approximations for stochastic differential equations and applications N Halidias International Journal of Computer Mathematics 89 (6), 780-794, 2012 | 34 | 2012 |
A novel approach to construct numerical methods for stochastic differential equations N Halidias Numerical Algorithms 66, 79-87, 2014 | 27 | 2014 |
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 | 22 | 2016 |
Construction of positivity preserving numerical schemes for multidimensional stochastic differential equations N Halidias arXiv preprint arXiv:1310.1581, 2013 | 21 | 2013 |
Constructing positivity preserving numerical schemes for the two-factor CIR model N Halidias Monte Carlo Methods and Applications 21 (4), 313-323, 2015 | 18 | 2015 |
Approximating explicitly the mean-reverting CEV process N Halidias, IS Stamatiou Journal of Probability and Statistics 2015, 2015 | 17 | 2015 |
Strongly nonlinear multivalued, periodic problems with maximal monotone terms EH Papageorgiou, NS Papageorgiou | 15 | 2004 |
Elliptic problems with discontinuities N Halidias Journal of mathematical analysis and applications 276 (1), 13-27, 2002 | 14 | 2002 |
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 | 14 | 2000 |
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 | 12 | 2008 |
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 | 11 | 2007 |
Multiple solutions for quasilinear elliptic Neumann problems in Orlicz-Sobolev spaces N Halidias, VK Le Boundary Value Problems 2005, 1-8, 2005 | 11 | 2005 |
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 | 10 | 2015 |
On a class of hemivariational inequalities at resonance N Halidias, Z Naniewicz Journal of mathematical analysis and applications 289 (2), 584-607, 2004 | 10 | 2004 |
A new numerical scheme for the CIR process N Halidias Monte Carlo Methods and Applications 21 (3), 245-253, 2015 | 8 | 2015 |
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 | 8 | 2009 |