{"entities":{"Q1335342":{"pageid":1346081,"ns":120,"title":"Item:Q1335342","lastrevid":46289484,"modified":"2025-12-24T12:07:13Z","type":"item","id":"Q1335342","labels":{"en":{"language":"en","value":"Simulation of stochastic differential equations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 646696"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$9BA192B3-BC88-48AF-BCD2-B35CFADE6919","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5b08e24ae362697dfd94d727851b839518dd22a3","datavalue":{"value":{"text":"Simulation of stochastic differential equations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1335342$E469C62E-8346-4190-AFD6-1B7298F5D088","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"93e520f9d04a1c02c2d8fdae17fba05d8b738f05","datavalue":{"value":"0807.65147","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1335342$0B2CC99C-D074-4E53-934C-2FF122BE1F8C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"13ce630b0fb98058fdecc34b0f0b129def6c45bf","datavalue":{"value":"10.1007/BF00773344","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1335342$04FCA3FB-1175-4B17-9247-8E4778A2346D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f92c25e77ad64e6c22ee875553372a4c4c947a6a","datavalue":{"value":{"entity-type":"item","numeric-id":1335341,"id":"Q1335341"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$33CA3B77-899D-4B58-A51E-45CB3A3358E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4e668d80cbf8eb5e65db8de7298f0ce38e110335","datavalue":{"value":{"entity-type":"item","numeric-id":217334,"id":"Q217334"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$8CEAC33F-DA3B-41DA-8B9B-AB28F966FA8C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"d7d8474aa6c322a4c16cfe0f783155cae222748d","datavalue":{"value":{"entity-type":"item","numeric-id":78039,"id":"Q78039"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$81D59455-BCEA-42B7-A4C5-36BB80BE6C0D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"dcec4ba4462e0223d82f665f8e42bd81722854be","datavalue":{"value":{"time":"+1994-10-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1335342$1C20B5F0-5F97-40C6-9712-BAD4ADBAB6B8","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"afe9bb4df430ce19c5805c6466328d91b6e0efca","datavalue":{"value":"This paper presents the results of numerical experiments conducted to examine the error incurred when using numerical methods to approximate the solutions of initial value problems for It\u00f4 stochastic differential equations (SDEs). The mean square error in the approximation is separated into the error in approximating the SDEs by simulation and the error in approximating the solutions of the simulation equations by numerical methods. The paper focuses on the latter error. Nine methods (due to Maruyama, McShane, Mil'shtein, Kloeden and Platen (2), Newton (2), and Saito and Mitsui) are compared using three different stepsizes for five examples (three linear SDEs and two nonlinear SDEs).","type":"string"},"datatype":"string"},"type":"statement","id":"Q1335342$4D50FADB-9DB9-49FE-B5B2-545300189ACE","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"9d53b6d887f8d02f744e09bef54fb1930d2da928","datavalue":{"value":"65C99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1335342$F4E5607E-0BB7-4B80-8776-6150E2929E91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5a791263e4e07e7e02b7f9a5a0bca82e7a96f68a","datavalue":{"value":"65L05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1335342$91A2C81D-4CC2-415B-981B-FEFF566A04E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d1176ef9b8b04e78ba0d319b9004ab77984480ff","datavalue":{"value":"65L70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1335342$C8A0F9F2-FE9C-4E99-A135-A8735059513B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"70f2a8583021792bf589c1c3fea9b6472f3c0d18","datavalue":{"value":"34F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1335342$46937CC1-7340-4222-8512-9426C9281CC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1335342$3E5C8EB1-C1D1-42FB-A7F5-AC64077EA34D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"bbcaa8e22b8955e8cfea7197744d6b79932b0f43","datavalue":{"value":"646696","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1335342$3E8C395A-695B-4F3D-9015-5B42D93B8722","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"60c48eae60a8bbbd4d689a5e1dc6420b675b0d4a","datavalue":{"value":"error estimates","type":"string"},"datatype":"string"},"type":"statement","id":"Q1335342$67DCED02-91D8-469D-8DDE-C7C23D94FACA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4a5ad9ff03b17c8457e1ed84ec13768350695ce6","datavalue":{"value":"numerical experiments","type":"string"},"datatype":"string"},"type":"statement","id":"Q1335342$EB099E54-1695-430A-BC63-02551A56E0D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c029cb685ede39bcf26fa36aefc2ab70f08591c9","datavalue":{"value":"initial value problems","type":"string"},"datatype":"string"},"type":"statement","id":"Q1335342$C16B87A1-4333-4CD7-AF5A-478AFD4EBC93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3d05cee47e192941d3d25b791fce1e431b8b640d","datavalue":{"value":"It\u00f4 stochastic differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q1335342$9ECDD551-2D90-4F9A-B1A3-67D3906BC37F","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"80fa6170a00c5d388bc23a4a943f97d41a67e4b8","datavalue":{"value":{"entity-type":"item","numeric-id":590513,"id":"Q590513"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$229307E4-A932-4AB7-BF7A-7C6DC278213F","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$1378EF8C-603C-41D4-A5FB-FF2B38F008A8","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"130c5405e86e30ba8441523192d8f089bb5e4873","datavalue":{"value":{"entity-type":"item","numeric-id":3764976,"id":"Q3764976"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$69B554C4-684F-4B83-BF7F-53AAD2E69381","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5e72a64803295398cd56b037d91d470b14fe980","datavalue":{"value":{"entity-type":"item","numeric-id":799309,"id":"Q799309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$C81BE7F6-FF8D-42D1-85EE-964D29FE628D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d996f5c321796314bb5f6d37d5d5d02335686219","datavalue":{"value":{"entity-type":"item","numeric-id":914253,"id":"Q914253"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$4DDD1242-CCE5-4F7D-8CC7-977B2EF238D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7bba8aa8d93bc1cfe4c727b15a41173f2c100e36","datavalue":{"value":{"entity-type":"item","numeric-id":914251,"id":"Q914251"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$66DD776A-6857-44EE-ADCD-11C374FA1BEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4eef6ec57dc1f059a1e3d5a7b63a5c73a977635","datavalue":{"value":{"entity-type":"item","numeric-id":4004325,"id":"Q4004325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$D5C72B60-FB5C-4B43-874E-3F05BD470EE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ab5eb8bb5c2853da54e8ae97e2981220a7a4b71","datavalue":{"value":{"entity-type":"item","numeric-id":1095628,"id":"Q1095628"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$189678CE-24A6-432B-8DD1-382C16DB144B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c00088e59d8cbd59816edd374d9edbb14856697","datavalue":{"value":{"entity-type":"item","numeric-id":2651517,"id":"Q2651517"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$8C4305D9-2D74-440E-9889-D4BE115ED73D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2d57cd3cd3b17d9e13fad4dddcf197aa04c33fab","datavalue":{"value":{"entity-type":"item","numeric-id":4043889,"id":"Q4043889"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$E3C714B8-7FAE-4773-8236-CC3FEC0226EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"80a7fe62793dcd91a1e659f2dc8737ef8065b5e1","datavalue":{"value":{"entity-type":"item","numeric-id":3212254,"id":"Q3212254"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$FF9CF0A4-8A90-492C-A000-E40019D48E7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c1228083861b6fc637ea07073e4b758a45f7f324","datavalue":{"value":{"entity-type":"item","numeric-id":760095,"id":"Q760095"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$D10DDA0B-8FB3-468C-B815-2C483804DDE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ea9a3bcac7c902607ac10389afb945ee3ec3fcd","datavalue":{"value":{"entity-type":"item","numeric-id":3917262,"id":"Q3917262"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$B7B57252-A6BB-4BDF-A61F-DA3FF81C2FAF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"00c49ce2e7ef06285aeb2ac0e9ec717c5c44b5e2","datavalue":{"value":{"entity-type":"item","numeric-id":3960061,"id":"Q3960061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$771CB2E2-6987-461E-9636-7DCEC347E7F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7fc7322ec2028fd162da8d124d955a2b23645db5","datavalue":{"value":{"entity-type":"item","numeric-id":3331110,"id":"Q3331110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1335342$1EED3520-355A-4BE0-932F-FB8EC60C63EE","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"449e5da6ed2c41b5df1348dafb17f0f50ba3f230","datavalue":{"value":{"entity-type":"item","numeric-id":1335598,"id":"Q1335598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ecb2b138865742fb701cc9294de970dea9e6e11f","datavalue":{"value":{"amount":"+0.8642297387123108","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1335342$70B1DDD2-8605-4EEB-93AE-046FE305325E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"72178201a74760fcee2d4632210cf5daabad92e4","datavalue":{"value":{"entity-type":"item","numeric-id":1711244,"id":"Q1711244"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"416828149bd06830e9a5a5c525db4443e889a39f","datavalue":{"value":{"amount":"+0.8471265435218811","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1335342$9F47ED58-882D-40BE-B218-D83BDA8C417D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a8cf25ece50045ece6418537e227872e16fa04e0","datavalue":{"value":{"entity-type":"item","numeric-id":1095628,"id":"Q1095628"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5a958ab936591997e53d13f61deaffb95c44987f","datavalue":{"value":{"amount":"+0.843986988067627","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1335342$86D48D1B-3945-4712-B1F0-B3AE7B6D62DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b48bf8b3dd514c6025ef289b498ea16cf943e311","datavalue":{"value":{"entity-type":"item","numeric-id":3769935,"id":"Q3769935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1316f69362db41655035ee5feeeaf7fae2c3dacc","datavalue":{"value":{"amount":"+0.829978346824646","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1335342$1780C30B-EB64-4CB3-B28C-42399C776914","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e7e8d1b9a462ea3de7626cb510e4616bc87e8789","datavalue":{"value":{"entity-type":"item","numeric-id":4004325,"id":"Q4004325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7846c0715bb408a4141b469f457bf1c9060ec195","datavalue":{"value":{"amount":"+0.8269256353378296","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1335342$1E0318DD-48CD-4829-BFE4-33E2C48902DB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1335342","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1335342"}}}}}