Selected publications

D. Cheliotis, I. Kontoyiannis, M. Loulakis, S. Toumpis:
A simple network of nodes moving on the circle.
Random Structures and Algorithms (forthcoming).
[pdf]

C. Fontana, Z. Grbac, S. Gümbel, T. Schmidt:
Term structure modelling for multiple curves with stochastic discontinuities.
Finance and Stochastics 24, 465–511, 2020.
[pdf]

E. Eberlein, Ch. Gerhart, Z. Grbac:
Multiple curve Lévy forward price model allowing for negative interest rates.
Mathematical Finance 30, 167–195, 2020.
[pdf]

E. Casas, K. Chrysafinos:
Numerical analysis of some quasilinear parabolic equations.
Numerische Mathematik 143, 749–780, 2019.
[pdf]

K. Chrysafinos:
Stability analysis and best approximation error estimates of discontinuous time stepping schemes for the Allen–Cahn equation.
ESAIM M2AN 53, 551–583, 2019.
[pdf]

C. Cuchiero, C. Fontana, A. Gnoatto:
Affine multiple yield curve models.
Mathematical Finance 29, 568–611, 2019.
[pdf]

T. Lux, A. Papapantoleon:
Modelfree bounds on ValueatRisk using extreme value information and statistical distances.
Insurance: Mathematics and Economics 86, 73–83, 2019.
[pdf]

M. Anthropelos, M. Kupper, A. Papapantoleon:
An equilibrium model for spot and forward prices of commodities.
Mathematics of Operations Research 43, 152–180 2018.
[pdf]

I. Armendáriz, M. Loulakis, S. Grosskinsky:
Metastability in a condensing zerorange process in the thermodynamic limit.
Probability Theory and Related Fields 169, 105–175, 2017.
[pdf]

Y. Armenti, S. Crépey, S. Drapeau, A. Papapantoleon:
Multivariate shortfall risk allocation and systemic risk.
SIAM Journal on Financial Mathematics 9, 90–126, 2018.
[pdf, code]

A. Cangiani, Z. Dong, and E. H. Georgoulis:
hp–Version spacetime discontinuous Galerkin methods for parabolic problems on prismatic meshes.
SIAM Journal on Scientific Computing 39, A1251–A1279, 2017.
[pdf]

Z. Dong, E. H. Georgoulis, J. Levesley and F. Usta:
A multilevel sparse kernelbased stochastic collocation finite element method for elliptic problems with random coefficients.
Computers and Mathematics with Applications 76, 1950–1965, 2018.
[pdf]

A. Doumas, V. Papanicolaou:
The siblings of the coupon collector.
Theory of Probability and its Applications 62, 444–470, 2017.
[pdf]

T. Lux, A. Papapantoleon:
Improved Fréchet–Hoeffding bounds for dcopulas and applications in modelfree finance.
Annals of Applied Probability 27, 3633–3671, 2017.
[pdf]

E. Casas, K. Chrysafinos:
Analysis and approximation of the velocity tracking control problem for the 3D evolutionary Navier–Stokes equations.
SIAM Journal on Control and Optimization 54, 99–128, 2016.
[pdf]

Z. Grbac, A. Papapantoleon, J. Schoenmakers, D. Skovmand:
Affine LIBOR models with multiple curves: theory, examples and calibration.
SIAM Journal on Financial Mathematics 6, 984–1025, 2015.
[pdf]

S. Crépey, R. Gerboud, Z. Grbac, N. Ngor:
Counterparty risk and funding: The four wings of the TVA.
International Journal of Theoretical and Applied Finance 16(2), 1350006, 2013.
[pdf]

A. Cangiani, E. H. Georgoulis and M. Jensen:
Discontinuous Galerkin methods for mass transfer through semipermeable membranes.
SIAM Journal on Numerical Analysis 51, 2911–2934, 2013.
[pdf]

E. H. Georgoulis, J. Levesley and F. Subhan:
Multilevel sparse kernelbased interpolation.
SIAM Journal on Scientific Computing 35, A815–A831, 2013.
[pdf]

T. Aktosun, D. Gintides, V. Papanicolaou:
The uniqueness in the inverse problem for transmission eigenvalues for the spherically symmetric variablespeed wave equation.
Inverse Problems 27, 115004 (17 pp), 2011.
[pdf]

E. H. Georgoulis, O. Lakkis and J.M. Virtanen:
A posteriori error control for discontinuous Galerkin methods for parabolic problems.
SIAM Journal on Numerical Analysis 49, 427–458, 2011.
[pdf]

K. Chrysafinos, N. Walkignton:
Discontinuous Galerkin approximations for the Stokes and the Navier–Stokes equations.
Mathematics of Computation 79, 2135–2167, 2010.
[pdf]

I. Armendáriz, M. Loulakis:
Thermodynamic limit for the invariant measures in supercritical zero range processes
Probability Theory and Related Fields 145, 175–188, 2009.
[pdf]

V. Papanicolaou:
The periodic EulerBernoulli equation.
Transactions of the AMS 355, 3727–3759, 2003.
[pdf]

M. Loulakis:
Einstein relation for a tagged particle in simple exclusion processes.
Communications in Mathematical Physics 229, 347–367, 2002.
[pdf]

G. Kallianpur, V. Papanicolaou:
Exact computation of Feynmantype integrals involving Gaussian random fields.
Stochastic Environmental Research and Risk Assessment 14, 33–49, 2000.
[pdf]

V. Papanicolaou:
The probabilistic solution of the third boundary value problem for second order elliptic equations.
Probability Theory and Related Fields 87, 27–77, 1990.
[pdf]