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Publications Influence

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

- Nikolaos Halidias, Ioannis S. Stamatiou
- Mathematics, Computer Science
- Comput. Methods Appl. Math.
- 12 September 2013

TLDR

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Approximating Explicitly the Mean-Reverting CEV Process

- Nikolaos Halidias, Ioannis S. Stamatiou
- Mathematics, Economics
- 10 February 2015

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 differential… Expand

11- PDF

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.

- I. Legakis, Dimitrios Adamopoulos, Ioannis S. Stamatiou, A. Gryparis, G. Chrousos
- Medicine
- Thyroid : official journal of the American…
- 17 July 2019

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 hormone… Expand

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An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump

- Ioannis S. Stamatiou
- Mathematics, Computer Science
- J. Comput. Appl. Math.
- 1 March 2018

TLDR

7- PDF

A boundary preserving numerical scheme for the Wright-Fisher model

- Ioannis S. Stamatiou
- Computer Science, Mathematics
- J. Comput. Appl. Math.
- 13 April 2017

TLDR

7- PDF

Numerical approximation for non-colliding particle systems

- Ioannis S. Stamatiou
- Mathematics
- 24 July 2018

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

- Ioannis S. Stamatiou
- Mathematics
- 25 August 2017

We use the semi-discrete method, originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer… Expand

A note on Asymptotic mean-square stability of stochastic linear two-step methods for SDEs

- Ioannis S. Stamatiou
- Mathematics
- 27 April 2017

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 and… Expand

Reviewers Index

- Y. Aloimonos, E. Ambikairajah, +65 authors Brian D. Ziebart
- Annals of Vascular Diseases
- 25 December 2017

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.

- Nikolaos Halidias, Ioannis S. Stamatiou
- Mathematics, Computer Science
- 6 August 2020

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