{"entities":{"Q1950672":{"pageid":1961414,"ns":120,"title":"Item:Q1950672","lastrevid":57631587,"modified":"2026-03-31T16:52:56Z","type":"item","id":"Q1950672","labels":{"en":{"language":"en","value":"Strong order one convergence of a drift implicit Euler scheme: application to the CIR process"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6162713"}},"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":"Q1950672$1EE498BD-F913-4DA1-AF5A-CB26236DA2E6","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5411db6f0f3920679f17516f64794a5437231614","datavalue":{"value":{"text":"Strong order one convergence of a drift implicit Euler scheme: application to the CIR process","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1950672$BB72A9EE-4BB4-4DC6-AF54-41AD5DFA9100","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1e9808682f23798dea44c5ee05997c3ac9fb241a","datavalue":{"value":"1273.65007","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950672$5B747247-5B50-400B-91FF-5AED478B5E2E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4569769b8b6d31bd6822d6926af5c275b91095c8","datavalue":{"value":{"entity-type":"item","numeric-id":261923,"id":"Q261923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950672$E187F29E-964A-4FD6-8F73-14B96E16EDEE","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950672$4F23D184-684F-40C1-AB11-E757E2735A52","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f1c659f2d5db271689f4e9c1eeccc577d11f193f","datavalue":{"value":{"time":"+2013-05-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1950672$98061E30-DF6F-4A49-A494-3C983C1F9B5F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"79c77c1196566234bde570f3c31fff7c079a05c7","datavalue":{"value":"https://arxiv.org/abs/1206.3855","type":"string"},"datatype":"url"},"type":"statement","id":"Q1950672$65E375F4-5085-494C-B5FE-43C5D080154A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"ed03e16c2f10a3e0122e1630eb469323994b9ee5","datavalue":{"value":"https://hal-enpc.archives-ouvertes.fr/hal-00709202/file/drift_implicit.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q1950672$CA4E9DEB-C519-4AB8-A05C-C1D9F85ABE49","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"2c58bdc9d36957cacf3d3697e140c70feda4eae3","datavalue":{"value":"This paper considers the strong convergence of a drift implicit Euler method applied to the scalar Cox-Ingersoll-Ross problem. This is done through an It\u00f4 transformation via a square root process which converts the problem to an additive noise one. Strong convergence of order one is obtained under certain restrictions on the model parameters.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1950672$D902DE3C-F5F6-4570-8B1A-F7A11543C15B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"52d550137ef2aa5d9737ff164f6a8e6e118f84bc","datavalue":{"value":"65C30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950672$33C47862-7DC0-4799-B1BB-200BE63144FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9375df1cefbb35e9d725c7f8a9310966359d35cc","datavalue":{"value":"60H35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950672$D0FECE4F-F3C7-4778-933E-D0D40D2C5227","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"acf04f11eabe3baf6837d92265569d2369b0fee7","datavalue":{"value":"6162713","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950672$E9D02B8A-E0A9-40D4-AADE-C838BE096DA8","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b2e55737098375f4120cc5ecac8752c358e56c53","datavalue":{"value":"drift implicit Euler scheme","type":"string"},"datatype":"string"},"type":"statement","id":"Q1950672$3490FEEB-6980-4C82-B982-292B4D41BFCE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"505a360db4066e14dac13a023a58d32d6519afaa","datavalue":{"value":"Cox-Ingersoll-Ross model","type":"string"},"datatype":"string"},"type":"statement","id":"Q1950672$59014C29-9F95-4DAD-98A0-AF37D6C81556","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c0a235415467bbbc2ad561456bc895a208049893","datavalue":{"value":"strong error","type":"string"},"datatype":"string"},"type":"statement","id":"Q1950672$AB441C79-192A-4E51-8068-9F1E726D5122","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cfbd746e2ddde5719c21583017c56d5f0df345b1","datavalue":{"value":"Lamperti transformation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1950672$1A0F3581-1B68-4CEB-9E38-98BD3D181157","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ef051ec5cc41700204ab0111e19dbb9e6f2da6aa","datavalue":{"value":{"entity-type":"item","numeric-id":195085,"id":"Q195085"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950672$6DA05076-2456-4869-9AD7-7D58CAB835BD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1950672$BB1E1CB2-1673-46F4-BB18-B82C04F1F477","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"12639bc6e96143f43e3149bab8c91e9ca1804a6e","datavalue":{"value":"W2591788282","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950672$DC790917-A1A9-4F5E-AA0C-21E0E9C7FA8E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"04acd932fec95667270088cc5aa4dedcacd68a41","datavalue":{"value":"10.1016/J.SPL.2012.10.034","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1950672$B3D7557B-8E0D-42BC-98FD-E7E210251899","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bad97e9ec7ff0df924eba064a03500420f568ab9","datavalue":{"value":{"entity-type":"item","numeric-id":5857310,"id":"Q5857310"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"394c4b2af34a0c45f2de8aff07117f8ae2b7e74e","datavalue":{"value":{"amount":"+0.8402808308601379","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":"Q1950672$9F837B7E-A211-4177-9E61-D788B15AA813","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bdb7aa9fcb3d9a3204aa533b5ea56a0421388c7e","datavalue":{"value":{"entity-type":"item","numeric-id":5345939,"id":"Q5345939"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1d030de51570fb4b918a438c7655f693ddcf34de","datavalue":{"value":{"amount":"+0.8282949924468994","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":"Q1950672$9EB71B88-B27D-44A3-AC37-DE6B1ECF201D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"533ddf27c91eb355b9538ac3b6cb758047123c2a","datavalue":{"value":{"entity-type":"item","numeric-id":1711721,"id":"Q1711721"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5c30ce8beee12bb625dd5e12e29f2e0b09374052","datavalue":{"value":{"amount":"+0.7878178954124451","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1950672$CEE903EA-D0D6-4794-87A0-23A0158E0F33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7c2f1f50e0a8ef52e8ae6ec60a0f6d3d158a440e","datavalue":{"value":{"entity-type":"item","numeric-id":1684814,"id":"Q1684814"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e5dcfa546b4e06019fada56d850101a5947ad1ee","datavalue":{"value":{"amount":"+0.7787437438964844","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":"Q1950672$278F0DBA-CF4C-44C7-BD87-2A727CA9CC1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eaa1bb78c2cd49e2443ce8e2a784780badc1c27c","datavalue":{"value":{"entity-type":"item","numeric-id":453249,"id":"Q453249"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fa0b5c0be492cfedd4bc547854c3913b5ca80521","datavalue":{"value":{"amount":"+0.7782880663871765","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1950672$F202785B-DE91-4F46-A788-8C16A2403F8B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1950672","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1950672"}}}}}