The following pages link to Ioannis S. Stamatiou (Q901417):
Displaying 12 items.
- On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (Q901418) (← links)
- (Q1657908) (redirect page) (← links)
- Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
- The semi-discrete method for the approximation of the solution of stochastic differential equations (Q1982270) (← links)
- Pathwise stability and positivity of semi-discrete approximations of the solution of nonlinear stochastic differential equations (Q2080634) (← links)
- Boundary preserving explicit scheme for the Aït-Sahalia mode (Q2083320) (← links)
- A note on the asymptotic stability of the semi-discrete method for stochastic differential equations (Q2121623) (← links)
- An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
- A boundary preserving numerical scheme for the Wright-Fisher model (Q2406295) (← links)
- Convergence rates of the Semi-Discrete method for stochastic differential equations (Q3305901) (← links)
- Laplace transformation for the \(\gamma\)-order generalized normal, \(N_{\gamma} (\mu, \sigma^{2})\) (Q6547419) (← links)
- Domain preserving and strongly converging explicit scheme for the stochastic SIS epidemic model (Q6633286) (← links)