Edit Profile (opens in new tab) Halidias, Nikolaos Co-Author Distance Author ID: halidias.nikolaos Published as: Halidias, Nikolaos; Halidias, N.; Nikolaos, Halidias more...less Homepage: http://www.samos.aegean.gr/actuar/nick/English.html External Links: Google Scholar · dblp Documents Indexed: 62 Publications since 1997, including 7 Additional arXiv Preprints Reviewing Activity: 150 Reviews Co-Authors: 8 Co-Authors with 26 Joint Publications 391 Co-Co-Authors all top 5 Co-Authors 36 single-authored 12 Papageorgiou, Nikolaos S. 6 Stamatiou, Ioannis S. 3 Kloeden, Peter Eris 2 Michta, Mariusz 1 Arseni-Benou, Kate 1 Le, Vy Khoi 1 Naniewicz, Zdzisław 1 Ren, Yong all top 5 Serials 7 Monte Carlo Methods and Applications 4 Archivum Mathematicum 3 Abstract and Applied Analysis 2 Journal of Mathematical Analysis and Applications 2 Annales Universitatis Scientiarum Budapestinensis de Rolando Eötvös Nominatae. Sectio Mathematica 2 Czechoslovak Mathematical Journal 2 Statistics & Probability Letters 2 Applied Mathematics Letters 2 Journal of Applied Mathematics and Stochastic Analysis 2 Acta Mathematica Universitatis Comenianae. New Series 2 Electronic Journal of Differential Equations (EJDE) 2 Bulletin des Sciences Mathématiques 2 Discrete and Continuous Dynamical Systems. Series B 1 Indian Journal of Pure & Applied Mathematics 1 Periodica Mathematica Hungarica 1 BIT 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Computational and Applied Mathematics 1 Journal of Differential Equations 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Revista Colombiana de Matemáticas 1 Stochastic Analysis and Applications 1 Japan Journal of Industrial and Applied Mathematics 1 Numerical Algorithms 1 Aequationes Mathematicae 1 International Journal of Computer Mathematics 1 PU.M.A. Pure Mathematics and Applications 1 Journal of Applied Analysis 1 Journal of Inequalities and Applications 1 Theory of Stochastic Processes 1 Computational Methods in Applied Mathematics 1 Stochastics and Dynamics 1 Boundary Value Problems 1 Journal of Probability and Statistics all top 5 Fields 28 Partial differential equations (35-XX) 21 Probability theory and stochastic processes (60-XX) 12 Numerical analysis (65-XX) 8 Ordinary differential equations (34-XX) 6 Operator theory (47-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 30 Publications have been cited 202 times in 133 Documents Cited by ▼ Year ▼ A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient. Zbl 1136.65008 Halidias, Nikolaos; Kloeden, Peter E. 26 2008 Existence and relaxation results for nonlinear second-order multivalued boundary value problems in \(\mathbb{R}^N\). Zbl 0912.34020 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 19 1998 Semi-discrete approximations for stochastic differential equations and applications. Zbl 1255.65020 Halidias, Nikolaos 17 2012 On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method. Zbl 1329.65015 Halidias, Nikolaos; Stamatiou, Ioannis S. 14 2016 A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. Zbl 1118.60051 Halidias, Nikolaos; Kloeden, P. E. 13 2006 A novel approach to construct numerical methods for stochastic differential equations. Zbl 1298.65013 Halidias, Nikolaos 11 2014 Constructing positivity preserving numerical schemes for the two-factor CIR model. Zbl 1329.60236 Halidias, Nikolaos 10 2015 Existence of solutions for quasilinear second order differential inclusions with nonlinear boundary conditions. Zbl 0941.34008 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 9 2000 Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations. Zbl 1325.65017 Halidias, Nikolaos 9 2015 Approximating explicitly the mean-reverting CEV process. Zbl 1426.65008 Halidias, N.; Stamatiou, I. S. 8 2015 An explicit and positivity preserving numerical scheme for the mean reverting CEV model. Zbl 1323.60087 Halidias, Nikolaos 7 2015 Second-order multivalued boundary value problems. Zbl 0915.34021 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 6 1998 Elliptic problems with discontinuities. Zbl 1072.35532 Halidias, Nikolaos 6 2002 An existence theorem for stochastic functional differential equations with delays under weak assumptions. Zbl 1156.60047 Halidias, Nikolaos; Ren, Yong 6 2008 Multiple solutions for quasilinear elliptic Neumann problems in Orlicz-Sobolev spaces. Zbl 1173.35473 Halidias, Nikolaos; Le, Vy K. 5 2005 A new numerical scheme for the CIR process. Zbl 1335.60129 Halidias, Nikolaos 5 2015 On a class of hemivariational inequalities at resonance. Zbl 1041.49007 Halidias, N.; Naniewicz, Z. 4 2004 An Orlicz-Sobolev space setting for quasilinear elliptic problems. Zbl 1129.35382 Halidias, Nikolaos 4 2005 Convergence rates of the semi-discrete method for stochastic differential equations. Zbl 1449.60104 Stamatiou, I. S.; Halidias, N. 4 2019 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. Zbl 1175.60060 Halidias, Nikolaos 3 2009 The method of upper and lower solutions of stochastic differential equations and applications. Zbl 1139.60323 Halidias, Nikolaos; Michta, Mariusz 2 2008 Nonconvex evolution inclusions generated by time-dependent subdifferential operators. Zbl 0935.35186 Arseni-Benou, Kate; Halidias, Nikolaos; Papageorgiou, Nikolaos S. 2 1999 Existence of solutions for nonlinear parabolic problems. Zbl 1046.35054 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 2 1999 On the construction of boundary preserving numerical schemes. Zbl 1351.60072 Halidias, Nikolaos 2 2016 A nontrivial solution of mountain-pass type for a hemivariational inequality. Zbl 1023.49006 Halidias, Nikolaos 2 2003 On Neumann hemivariational inequalities. Zbl 1033.49012 Nikolaos, Halidias 2 2002 Nonlinear boundary value problems with maximal monotone terms. Zbl 0947.34009 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 1 2000 Critical point theory for nonsmooth energy functionals and applications. Zbl 1108.35041 Halidias, N. 1 2002 Quasilinear elliptic problems with multivalued terms. Zbl 1079.35511 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 1 2000 On the practical point of view of option pricing. Zbl 1505.91380 Halidias, Nikolaos 1 2022 On the practical point of view of option pricing. Zbl 1505.91380 Halidias, Nikolaos 1 2022 Convergence rates of the semi-discrete method for stochastic differential equations. Zbl 1449.60104 Stamatiou, I. S.; Halidias, N. 4 2019 On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method. Zbl 1329.65015 Halidias, Nikolaos; Stamatiou, Ioannis S. 14 2016 On the construction of boundary preserving numerical schemes. Zbl 1351.60072 Halidias, Nikolaos 2 2016 Constructing positivity preserving numerical schemes for the two-factor CIR model. Zbl 1329.60236 Halidias, Nikolaos 10 2015 Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations. Zbl 1325.65017 Halidias, Nikolaos 9 2015 Approximating explicitly the mean-reverting CEV process. Zbl 1426.65008 Halidias, N.; Stamatiou, I. S. 8 2015 An explicit and positivity preserving numerical scheme for the mean reverting CEV model. Zbl 1323.60087 Halidias, Nikolaos 7 2015 A new numerical scheme for the CIR process. Zbl 1335.60129 Halidias, Nikolaos 5 2015 A novel approach to construct numerical methods for stochastic differential equations. Zbl 1298.65013 Halidias, Nikolaos 11 2014 Semi-discrete approximations for stochastic differential equations and applications. Zbl 1255.65020 Halidias, Nikolaos 17 2012 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. Zbl 1175.60060 Halidias, Nikolaos 3 2009 A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient. Zbl 1136.65008 Halidias, Nikolaos; Kloeden, Peter E. 26 2008 An existence theorem for stochastic functional differential equations with delays under weak assumptions. Zbl 1156.60047 Halidias, Nikolaos; Ren, Yong 6 2008 The method of upper and lower solutions of stochastic differential equations and applications. Zbl 1139.60323 Halidias, Nikolaos; Michta, Mariusz 2 2008 A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. Zbl 1118.60051 Halidias, Nikolaos; Kloeden, P. E. 13 2006 Multiple solutions for quasilinear elliptic Neumann problems in Orlicz-Sobolev spaces. Zbl 1173.35473 Halidias, Nikolaos; Le, Vy K. 5 2005 An Orlicz-Sobolev space setting for quasilinear elliptic problems. Zbl 1129.35382 Halidias, Nikolaos 4 2005 On a class of hemivariational inequalities at resonance. Zbl 1041.49007 Halidias, N.; Naniewicz, Z. 4 2004 A nontrivial solution of mountain-pass type for a hemivariational inequality. Zbl 1023.49006 Halidias, Nikolaos 2 2003 Elliptic problems with discontinuities. Zbl 1072.35532 Halidias, Nikolaos 6 2002 On Neumann hemivariational inequalities. Zbl 1033.49012 Nikolaos, Halidias 2 2002 Critical point theory for nonsmooth energy functionals and applications. Zbl 1108.35041 Halidias, N. 1 2002 Existence of solutions for quasilinear second order differential inclusions with nonlinear boundary conditions. Zbl 0941.34008 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 9 2000 Nonlinear boundary value problems with maximal monotone terms. Zbl 0947.34009 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 1 2000 Quasilinear elliptic problems with multivalued terms. Zbl 1079.35511 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 1 2000 Nonconvex evolution inclusions generated by time-dependent subdifferential operators. Zbl 0935.35186 Arseni-Benou, Kate; Halidias, Nikolaos; Papageorgiou, Nikolaos S. 2 1999 Existence of solutions for nonlinear parabolic problems. Zbl 1046.35054 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 2 1999 Existence and relaxation results for nonlinear second-order multivalued boundary value problems in \(\mathbb{R}^N\). Zbl 0912.34020 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 19 1998 Second-order multivalued boundary value problems. Zbl 0915.34021 Halidias, Nikolaos; Papageorgiou, Nikolaos S. 6 1998 all cited Publications top 5 cited Publications all top 5 Cited by 181 Authors 15 Halidias, Nikolaos 13 Papageorgiou, Nikolaos S. 7 Stamatiou, Ioannis S. 5 Szölgyenyi, Michaela 4 Bensid, Sabri 4 Dhage, Bapurao C. 4 Gasiński, Leszek 4 Ren, Yong 4 Staicu, Vasile 4 Tan, Jianguo 3 Guo, Yongfeng 3 Kim, Youngho 3 Leobacher, Gunther 3 Mao, Xuerong 3 Men, Weiwei 3 Ôtani, Mitsuharu 3 Przybyłowicz, Paweł 3 Tahmasebi, Mahdieh 3 Yaroslavtseva, Larisa 3 Zhang, Qimin 2 Bonanno, Gabriele 2 Caristi, Giuseppe 2 Carvalho, Marcos L. M. 2 Fatemion Aghda, A. S. 2 Ferrara, Massimiliano 2 Abreu Goncalves, Jose Valdo 2 Heidarkhani, Shapour 2 Hosseini, Seyed Mohammad 2 Huang, Xing 2 Jia, Huilian 2 Kyritsi, Sophia Th. 2 Li, Dongsheng 2 Matzakos, Nikolaos M. 2 Michta, Mariusz 2 Müller-Gronbach, Thomas 2 Neuenkirch, Andreas 2 Ngo, Hoang-Long 2 Podolskij, Mark 2 Qian, Chenyin 2 Suo, Yongqiang 2 Taguchi, Dai 2 Vetro, Calogero 2 Wang, Lihe 2 Wang, Xiaojie 2 Xia, Ningmao 2 Yao, Jen-Chih 2 Yuan, Chenggui 2 Zeng, Shengda 2 Zhang, Shaoqin 1 Abiko, Keisuke 1 Achour, Hanaâ 1 Ahmadova, Arzu 1 Alves, Claudianor Oliveira 1 Andres, Jan 1 Babi, Akli O. L. 1 Bai, Yunru 1 Bao, Jianhai 1 Bencheikh, Oumaima 1 Benchohra, Mouffak 1 Bobkov, Vladimir E. 1 Bouguima, Sidi Mohamed 1 Boureanu, Maria-Magdalena 1 Brinker, Leonie Violetta 1 Cai, Yongmei 1 Camlibel, Kanat M. 1 Candito, Pasquale 1 Cao, Honglei 1 Cen, Jinxia 1 Chang, Yanqiang 1 Chen, Huabin 1 Chen, Li 1 Chernogorsky, S. 1 Cho, Yeol Je 1 Da Silva, Edcarlos Domingos 1 De Angelis, Tiziano 1 Deng, Shounian 1 Dieye, Moustapha 1 Dragomir, Sever Silvestru 1 Du, Yanyan 1 Ellinger, Simon 1 Fankina, Irina Vladimirovna 1 Fei, Chen 1 Fei, Weiyin 1 Filippakis, Michael E. 1 Foroush Bastani, Ali 1 Frigon, Marlène 1 Fu, Xilin 1 Germain, Maximilien 1 Göttlich, Simone 1 Guo, Qian 1 Haddaoui, Mustapha 1 Hamani, Samira 1 Hssini, El Miloud 1 Hu, Junhao 1 Hu, Shouchuan 1 Hu, Yaozhong 1 Huang, Nan-Jing 1 Huschto, Tony 1 Hutzenthaler, Martin 1 Iannelli, Luigi ...and 81 more Authors all top 5 Cited in 64 Serials 10 Journal of Computational and Applied Mathematics 10 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 9 Journal of Mathematical Analysis and Applications 7 Applied Mathematics and Computation 4 Mathematics and Computers in Simulation 4 Applied Numerical Mathematics 4 Numerical Algorithms 4 Monte Carlo Methods and Applications 3 Computers & Mathematics with Applications 3 Mathematics of Computation 3 BIT 3 Statistics & Probability Letters 3 International Journal of Computer Mathematics 3 Discrete and Continuous Dynamical Systems. Series B 2 Czechoslovak Mathematical Journal 2 Journal of Applied Probability 2 SIAM Journal on Numerical Analysis 2 Stochastic Analysis and Applications 2 Japan Journal of Industrial and Applied Mathematics 2 The Annals of Applied Probability 2 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 2 Mathematical Programming. Series A. Series B 2 Journal of Inequalities and Applications 2 Mediterranean Journal of Mathematics 2 Set-Valued and Variational Analysis 1 Applicable Analysis 1 Journal of Mathematical Physics 1 Mathematical Methods in the Applied Sciences 1 Rocky Mountain Journal of Mathematics 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica 1 Applied Mathematics and Optimization 1 Glasgow Mathematical Journal 1 Journal of Differential Equations 1 Manuscripta Mathematica 1 Numerische Mathematik 1 Transactions of the American Mathematical Society 1 Acta Applicandae Mathematicae 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Complexity 1 Numerical Methods for Partial Differential Equations 1 Applied Mathematics Letters 1 The Journal of Geometric Analysis 1 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Electronic Journal of Differential Equations (EJDE) 1 Journal of Convex Analysis 1 Bulletin des Sciences Mathématiques 1 Abstract and Applied Analysis 1 International Journal of Theoretical and Applied Finance 1 Communications in Nonlinear Science and Numerical Simulation 1 Communications in Contemporary Mathematics 1 Nonlinear Analysis. Real World Applications 1 Stochastics and Dynamics 1 Communications on Pure and Applied Analysis 1 Advances in Difference Equations 1 Nonlinear Oscillations 1 Nonlinear Phenomena in Complex Systems (Minsk) 1 Advances in Pure and Applied Mathematics 1 Journal of Probability and Statistics 1 Journal of Applied Mathematics & Informatics 1 Mathematical Control and Related Fields 1 Modern Stochastics. Theory and Applications 1 Journal of Elliptic and Parabolic Equations all top 5 Cited in 20 Fields 68 Probability theory and stochastic processes (60-XX) 55 Numerical analysis (65-XX) 49 Ordinary differential equations (34-XX) 28 Partial differential equations (35-XX) 14 Operator theory (47-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Systems theory; control (93-XX) 4 Global analysis, analysis on manifolds (58-XX) 4 Biology and other natural sciences (92-XX) 3 Functional analysis (46-XX) 3 Fluid mechanics (76-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Integral equations (45-XX) 1 Mechanics of deformable solids (74-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year