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On the Numerical Solution of Some Non-Linear Stochastic Differential Equations Using the Semi-Discrete Method
TLDR
We propose a new numerical scheme for a class of stochastic differential equations which are super-linear with non-negative solution, using the semi-discrete method. Expand
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Approximating Explicitly the Mean-Reverting CEV Process
We are interested in the numerical solution of mean-reverting CEV processes that appear in financial mathematics models and are described as nonnegative solutions of certain stochastic differentialExpand
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Divergent patterns of thyroid-stimulating hormone and other thyroidal parameter levels in relationship with the sex of healthy neonates and infants less than two years old: a longitudinal study.
BACKGROUND A longitudinal study was conducted in full-term healthy infants who were born between 2015 and 2017 in Athens, Greece, in order to elucidate the evolution of thyroid-stimulating hormoneExpand
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An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump
TLDR
We consider mean-reverting CIR/CEV processes with delay and jumps used as models on the financial markets. Expand
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A boundary preserving numerical scheme for the Wright-Fisher model
TLDR
We are interested in the numerical approximation of non-linear SDEs with solution in a certain domain. Expand
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Numerical approximation for non-colliding particle systems
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method,Expand
A note on pathwise stability and positivity of nonlinear stochastic differential equations
We use the semi-discrete method, originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of ComputerExpand
A note on Asymptotic mean-square stability of stochastic linear two-step methods for SDEs
In this note we study the asymptotic mean-square stability for two-step schemes applied to a scalar stochastic differential equation (sde) and applied to systems of sdes. We derive necessary andExpand
Reviewers Index
K Kadohama, Takayuki Kamal, Dhafer Kasashima, Fuminori Katsumata, Takahiro Kawabori, Masashi Kawaharada, Nobuyoshi Kichikawa, Kimihiko Kim, Young-Wook Kitagawa, Takeshi Kitano, Ikurou Kobayashi,Expand
A note on the asymptotic stability of the Semi-Discrete method for Stochastic Differential Equations.
TLDR
We study the asymptotic stability of the semi-discrete (SD) numerical method for the approximation of stochastic differential equations. Expand
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