{"entities":{"Q2701558":{"pageid":2712303,"ns":120,"title":"Item:Q2701558","lastrevid":47574757,"modified":"2026-01-02T03:05:27Z","type":"item","id":"Q2701558","labels":{"en":{"language":"en","value":"On the complexity of stochastic integration"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1566126"}},"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":"Q2701558$763CFCA2-89C6-4684-A3EE-2299B52A604D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4914e09a32dba16f678aaa0ec388174343610be2","datavalue":{"value":{"text":"On the complexity of stochastic integration","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2701558$DDED649B-697E-459E-A09E-71B5672E8F90","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"47152edf2cb270cc9071ae7d1607b9680f220777","datavalue":{"value":"0970.60060","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2701558$7E1824FA-BA8E-4837-B8D8-7DAE194904C9","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c30c7bf776932c11a525dd554fb88544376b90d0","datavalue":{"value":"10.1090/S0025-5718-00-01214-X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2701558$2A63D50B-A47A-4245-A385-E2E2282322CA","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"baa5e802769412f0844a94f995d30b9509cb3673","datavalue":{"value":{"entity-type":"item","numeric-id":65726,"id":"Q65726"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2701558$C357579A-9A26-4518-ADA2-070A42B77DC2","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"7ef592fcbe568fe20d1e22f6164adf86fbb75290","datavalue":{"value":{"time":"+2001-02-19T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2701558$82E1EE52-3DB5-4D07-BDB1-E69BC5D2FA92","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2701558$9A36BD6C-0816-4DF3-8976-20E79DF8EC72","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b27a9dd329983c5b25a374d752bed299934c73d","datavalue":{"value":"60J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2701558$5C5D4485-E2BE-410B-B266-4500C827AB09","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ed678008fc4e9fc53943026afb227ee1d2067f1e","datavalue":{"value":"1566126","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2701558$8FC6F2E3-362D-4E99-A836-BACB2F41AC5A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d96336aa0c85f034bbdafa89ef5cf05271f8b6ad","datavalue":{"value":"approximation of It\u00f4 integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q2701558$4F7F4898-C42A-44D3-A9FE-58300FB4C292","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c5f8382ba04f9f05f645b4d0e4b9ea28f0619583","datavalue":{"value":"complexity","type":"string"},"datatype":"string"},"type":"statement","id":"Q2701558$06F0CDA5-7C7D-4ACE-ACE6-DE326414A107","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fc00012563a75ed0c7975e9c32d5f2d16f0982e3","datavalue":{"value":"optimal algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q2701558$9C294130-AD6F-4A09-9A48-74155A6C97D5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c113d9074d7e915a6c50287c595a62d90d0b14da","datavalue":{"value":{"entity-type":"item","numeric-id":586769,"id":"Q586769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2701558$58305746-B491-45B1-A992-8CDF54E91895","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"022cc2ef7a956d48f142cada4328c1d9ba0d76f3","datavalue":{"value":{"entity-type":"item","numeric-id":346289,"id":"Q346289"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2701558$04D80995-DEB5-4B01-B70E-9710E28C3A8C","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":"Q2701558$0BDF4C1C-260D-490D-9B28-77D6036796D9","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a87adca353debb112cc2cc00bc5a17c58eab94d2","datavalue":{"value":{"entity-type":"item","numeric-id":3997507,"id":"Q3997507"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2701558$D378B0A5-77DE-4339-8E94-57F5D3FF3538","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":"Q2701558$A04D7E17-C70D-49D7-A5E4-50F3E0BEE786","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2663c503a43647191eadeff182ed55378e414b36","datavalue":{"value":{"entity-type":"item","numeric-id":1822710,"id":"Q1822710"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2701558$0E9C4FA8-784E-400B-B03C-492EA43975F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d093db2c51e8f33d5cf8eb8fdf71c68c26adda94","datavalue":{"value":{"entity-type":"item","numeric-id":5966640,"id":"Q5966640"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2701558$032A06D6-C087-4BE1-AA2C-71F35704FD59","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8abd6bf1f6e01814657b16259047f8c2f4ad243e","datavalue":{"value":{"entity-type":"item","numeric-id":4040428,"id":"Q4040428"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2701558$41AC5C82-7B6D-4FF3-B733-0518EDF5934B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"45d9d8deb7e99ac58ecc811cfdae6fb3568fe3ff","datavalue":{"value":{"entity-type":"item","numeric-id":1821084,"id":"Q1821084"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2701558$AF5365E6-8CAC-4C2F-800A-6A15C6D14ED5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d3985fd40f0c9450a9df6c984ff8de8431f067eb","datavalue":{"value":{"entity-type":"item","numeric-id":582818,"id":"Q582818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2701558$51B4AFD7-3940-466B-953B-05B09929C118","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"7fb706b5d3ddd7a3ecc22208bf51b290e26f162b","datavalue":{"value":"https://doi.org/10.1090/s0025-5718-00-01214-x","type":"string"},"datatype":"url"},"type":"statement","id":"Q2701558$A6E665BC-7CE2-4508-ABBB-DD99149F1608","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"98b4a91c1bd4960a3d0cb064f743cf59f1ee08fe","datavalue":{"value":"W1996171685","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2701558$ED8CAD9B-D0D5-49B3-BD33-0DE722957173","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"c462421dc797b698d6909cc2b4dd8b8785f62aff","datavalue":{"value":"Fix \\(T,L,K>0\\), and consider functions \\(f\\) of \\([0,T]\\times \\mathbb{R}\\) into \\(\\mathbb{R}\\) such that \\(\\partial_1f\\) and \\(\\partial^2_2f\\) are continuous, and bounded by \\(L,K\\), respectively. Set \\(I(f):= \\int^T_0 f(t,B_t)dB_t\\), \\(B_t\\) being a Brownian motion, and for \\(n\\in\\mathbb{N}^*\\): NEWLINE\\[NEWLINE\\begin{multlined} A_n(f):= \\sum^n_{j=1} f\\bigl(((j-1)/n) T,B_{((j-1)/n)T} \\bigr)\\times \\bigl(B_{(j/n)T}- B_{((j-1)/n)T}\\bigr) \\\\ +{1\\over 2}\\sum^n_{j=1} \\partial_2f\\bigl(((j-1)/n)T,B_{((j-1)/n)T}\\bigr) \\times \\Bigl[(B_{(j/n)T}-B_{((j-1)/n)T})^2 -{T\\over n}\\Bigr]. \\end{multlined}NEWLINE\\]NEWLINE Then NEWLINE\\[NEWLINE\\bigl \\|I(f)-A_n(f) \\bigr\\|_2\\leq {T^{3/2}\\over n}\\times \\sqrt{{2\\over 3} L^2+K^2},NEWLINE\\]NEWLINE and this estimate is sharp, up to some multiplicative constant.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2701558$FF131017-AFFF-4A94-980D-69E576923186","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"afd9d387d5b495e8550df0b9214728717d6de8b5","datavalue":{"value":{"entity-type":"item","numeric-id":177306,"id":"Q177306"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2701558$015451E5-E108-41FD-8651-A504CA590642","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5ef644614822a7693b8782a0801e1af7409c1128","datavalue":{"value":{"entity-type":"item","numeric-id":478999,"id":"Q478999"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"14b94f526431e3520afc303562ed25d01f3c96a6","datavalue":{"value":{"amount":"+0.8189483880996704","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2701558$CB6219E4-5B35-47D4-88F5-CED3826AD232","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"05255da289e5f8f7034eaa93806c70acff56b40c","datavalue":{"value":{"entity-type":"item","numeric-id":4384403,"id":"Q4384403"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"56b6e40c90ccef83cbad17a02fbaf96d0d717ab3","datavalue":{"value":{"amount":"+0.7961913347244263","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":"Q2701558$7C456700-3686-4BA1-8AF6-2FCAA78EACDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"03e4320c67dab83910d3947d5a57836efab6fb1a","datavalue":{"value":{"entity-type":"item","numeric-id":1722526,"id":"Q1722526"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"31ce52d947a40f272e9967c1f48dea666dea7801","datavalue":{"value":{"amount":"+0.7952188849449158","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":"Q2701558$932D76A1-04FB-48FA-B45B-102316E09BE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"60e5767715275f90ce43c8ddfd8129a1b17c36d2","datavalue":{"value":{"entity-type":"item","numeric-id":2633847,"id":"Q2633847"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ec5c6720685303d09cd48a30bff8a3af6dad8c6a","datavalue":{"value":{"amount":"+0.7883753776550293","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":"Q2701558$6E220AB5-7E1A-47B3-B0F5-C4676B7CD624","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b8a594a7c07244200b47882b554424864c9c50a0","datavalue":{"value":{"entity-type":"item","numeric-id":1265413,"id":"Q1265413"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"96772762ceab694d3d937bd38961805706ce50dd","datavalue":{"value":{"amount":"+0.782657265663147","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2701558$CB486F6A-E27A-41A8-8C94-65B7BBBD73F8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2701558","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2701558"}}}}}