3 citations · 3 across the 8 of their papers we have counts for
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math.NA2017
A note on pathwise stability and positivity of nonlinear stochastic differential equations
Ioannis S. Stamatiou
We use the semi-discrete method, originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal…
math.NA2017
A note on Asymptotic mean-square stability of stochastic linear two-step methods for SDEs
Ioannis S. Stamatiou
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…
math.NA2017
A boundary preserving numerical scheme for the Wright-Fisher model
Ioannis S. Stamatiou
We are interested in the numerical approximation of non-linear stochastic differential equations (SDEs) with solution in a certain domain. Our goal is to construct explicit numeric…