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Author ID: halidias.nikolaos Recent zbMATH articles by "Halidias, Nikolaos"
Published as: Halidias, Nikolaos; Halidias, N.; Nikolaos, Halidias
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

Publications by Year

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 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

Citations by Year