All Stories

  1. On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method

    Article • Computational Methods in Applied Mathematics, January 2016, De Gruyter

    Dr Nikolaos Halidias

  2. On the construction of boundary preserving numerical schemes

    Article • Monte Carlo Methods and Applications, January 2016, De Gruyter

    Dr Nikolaos Halidias

  3. An explicit and positivity preserving numerical scheme for the mean reverting CEV model

    Article • Japan Journal of Industrial and Applied Mathematics, June 2015, Springer Science + Business Media

    Dr Nikolaos Halidias

  4. A new numerical scheme for the CIR process

    Article • Monte Carlo Methods and Applications, January 2015, De Gruyter

    Dr Nikolaos Halidias

  5. Constructing positivity preserving numerical schemes for the two-factor CIR model

    Article • Monte Carlo Methods and Applications, January 2015, De Gruyter

    Dr Nikolaos Halidias

  6. Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations

    Article • Discrete and Continuous Dynamical Systems - B, November 2014, American Institute of Mathematical Sciences (AIMS)

    Dr Nikolaos Halidias

  7. A novel approach to construct numerical methods for stochastic differential equations

    Article • Numerical Algorithms, June 2013, Springer Science + Business Media

    Dr Nikolaos Halidias

  8. Semi-discrete approximations for stochastic differential equations and applications

    Article • International Journal of Computer Mathematics, April 2012, Taylor & Francis

    Dr Nikolaos Halidias

  9. A COMPARISON THEOREM FOR STOCHASTIC EQUATIONS IN INFINITE DIMENSIONS AND APPLICATIONS

    Article • Stochastics and Dynamics, June 2010, World Scientific Pub Co Pte Lt

    Dr Nikolaos Halidias, Professor Mariusz Michta

  10. 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

    Article • Statistics & Probability Letters, October 2009, Elsevier

    Dr Nikolaos Halidias

  11. An existence theorem for stochastic functional differential equations with delays under weak assumptions

    Article • Statistics & Probability Letters, December 2008, Elsevier

    Dr Nikolaos Halidias

  12. A note on the Euler–Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient

    Article • BIT Numerical Mathematics, February 2008, Springer Science + Business Media

    Dr Nikolaos Halidias

  13. The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications

    Article • Stochastic Analysis and Applications, December 2007, Taylor & Francis

    Dr Nikolaos Halidias, Professor Mariusz Michta

  14. A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient

    Article • Journal of Applied Mathematics and Stochastic Analysis, January 2006, Hindawi Publishing Corporation

    Dr Nikolaos Halidias

  15. Multiple solutions for quasilinear elliptic Neumann problems in Orlicz-Sobolev spaces

    Article • Boundary Value Problems, January 2005, Springer Science + Business Media

    Dr Nikolaos Halidias

  16. A Nontrivial Solution for Neumann Noncoercive Hemivariational Inequalities

    Article • Czechoslovak Mathematical Journal, December 2004, Springer Science + Business Media

    Dr Nikolaos Halidias

  17. On elliptic problems satisfying Landesman–Laser conditions

    Article • Bulletin des Sciences Mathématiques, January 2004, Elsevier

    Dr Nikolaos Halidias

  18. Elliptic problems with nonmonotone discontinuities at resonance (Erratum)

    Article • Abstract and Applied Analysis, January 2004, Hindawi Publishing Corporation

    Dr Nikolaos Halidias

  19. A note on a class of noncoercive functionals

    Article • Applied Mathematics Letters, November 2003, Elsevier

    Dr Nikolaos Halidias

  20. Existence theorems for noncoercive elliptic problems with discontinuous nonlinearities

    Article • Nonlinear Analysis, September 2003, Elsevier

    Dr Nikolaos Halidias

  21. A nontrivial solution of mountain-pass type for a hemivariational inequality

    Article • Bulletin des Sciences Mathématiques, August 2003, Elsevier

    Dr Nikolaos Halidias

  22. Neumann boundary value problems with discontinuities

    Article • Applied Mathematics Letters, July 2003, Elsevier

    Dr Nikolaos Halidias

  23. Unilateral boundary value problems with jump discontinuities

    Article • International Journal of Mathematics and Mathematical Sciences, January 2003, Hindawi Publishing Corporation

    Dr Nikolaos Halidias

  24. On Noncoercive Elliptic Problems with Discontinuities

    Article • Journal of Applied Analysis, January 2003, De Gruyter

    Dr Nikolaos Halidias

  25. Elliptic problems with discontinuities

    Article • Journal of Mathematical Analysis and Applications, December 2002, Elsevier

    Dr Nikolaos Halidias

  26. On Neumann hemivariational inequalities

    Article • Abstract and Applied Analysis, January 2002, Hindawi Publishing Corporation

    Dr Nikolaos Halidias

  27. Elliptic problems with nonmonotone discontinuities at resonance

    Article • Abstract and Applied Analysis, January 2002, Hindawi Publishing Corporation

    Dr Nikolaos Halidias

  28. Existence theorems for nonlinear elliptic problems

    Article • Journal of Inequalities and Applications, January 2001, Springer Science + Business Media

    Dr Nikolaos Halidias

  29. Nonlinear boundary value problems with maximal monotone terms

    Article • Aequationes Mathematicae, February 2000, Springer Science + Business Media

    Dr Nikolaos Halidias

  30. Existence of solutions for quasilinear second order differential inclusions with nonlinear boundary conditions

    Article • Journal of Computational and Applied Mathematics, January 2000, Elsevier

    Dr Nikolaos Halidias

  31. Nonconvex evolution inclusions generated by time-dependent subdifferential operators

    Article • Journal of Applied Mathematics and Stochastic Analysis, January 1999, Hindawi Publishing Corporation

    Dr Nikolaos Halidias

  32. Existence and Relaxation Results for Nonlinear Second-Order Multivalued Boundary Value Problems in RN

    Article • Journal of Differential Equations, July 1998, Elsevier

    Dr Nikolaos Halidias