{"entities":{"Q433947":{"pageid":435714,"ns":120,"title":"Item:Q433947","lastrevid":61797972,"modified":"2026-04-11T01:44:38Z","type":"item","id":"Q433947","labels":{"en":{"language":"en","value":"Exponential mean square stability of numerical methods for systems of stochastic differential equations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6053792"}},"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":"Q433947$8D4EE16A-617D-4E34-9436-68FFE313FFC5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"64cc151f52f6fb1aaffa8d680b0a10e5e226299b","datavalue":{"value":{"text":"Exponential mean square stability of numerical methods for systems of stochastic differential equations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q433947$3060EE1E-00F0-4A69-9FEC-C05626F96EF3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"cbe3bfe1895d03910cfa2b0cae42cf5691c2107a","datavalue":{"value":"1251.65003","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q433947$81BECBEA-4236-421B-91E0-3FD87A1B483C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9291c21615d62497aa2bb6404791ba4d7844695d","datavalue":{"value":{"entity-type":"item","numeric-id":61355,"id":"Q61355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$1B099404-8BDE-4BF2-997F-9F5FC7DFDF43","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4e767ac93c043bb12c6ab7b74f4e00eaeb16f87e","datavalue":{"value":{"time":"+2012-07-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q433947$FD56C228-EEBB-4D7D-AF51-34479184EB1C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"0587a12d606fbc60214ec269dd95de9544e4a703","datavalue":{"value":"A theorem is proved that establishes numerical exponential mean square stability (NEMSS) of the classic theta method and the split-step theta method for systems of linear It\u00f4 stochastic differential equations (SDEs) that are exponentially mean square stable. Then theorems are proved giving conditions that imply that split-step theta methods for nonlinear systems of SDEs have NEMSS and conditions that imply that they do not. The paper concludes with extension of these results to systems of SDEs with Poisson-driven jumps.","type":"string"},"datatype":"string"},"type":"statement","id":"Q433947$FFFD7A4A-A741-40EC-B1B5-5207AB0C9E62","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":"Q433947$84DA961F-D2BE-4A1A-9FA5-EB6CDBD5B826","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"52d550137ef2aa5d9737ff164f6a8e6e118f84bc","datavalue":{"value":"65C30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q433947$1EA16848-0B71-4BD6-9B76-1032C86E659D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"df022de2ae2f5fed358cd03ae4667aa1d27a99a0","datavalue":{"value":"65L20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q433947$B083A470-DB0A-40D7-92CC-615B2C3142B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9375df1cefbb35e9d725c7f8a9310966359d35cc","datavalue":{"value":"60H35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q433947$A24A230B-3F13-44C0-AB0F-F6291AB971CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q433947$27A39035-5A89-437F-896F-46BA22B1D8CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"70f2a8583021792bf589c1c3fea9b6472f3c0d18","datavalue":{"value":"34F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q433947$CF65CDDE-F6F8-49F0-A795-DCE055A3A87F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"29869e0517d0605821f792e343c6f913a09fcf2d","datavalue":{"value":"6053792","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q433947$EF147D23-BE10-42CE-9292-E0315164F3FA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b603b780dfad0c296c582b5de9006cc81033b3b4","datavalue":{"value":"mean square stability","type":"string"},"datatype":"string"},"type":"statement","id":"Q433947$835D95E5-4821-4507-999F-2DDF466455C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0ede3fdd65349664ed32fe576a596a63800f79b8","datavalue":{"value":"exponential stability","type":"string"},"datatype":"string"},"type":"statement","id":"Q433947$353E7A43-D5DC-4218-B8C2-09C879563D43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d0c74b23c466f5e074d1dad82826e65ed7dbecb7","datavalue":{"value":"theta method","type":"string"},"datatype":"string"},"type":"statement","id":"Q433947$481D3118-982D-4D40-85B7-AE06DD19ABE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d7f136196c9dbddf0e8dcf0cf8bfce9d5fb4f1f6","datavalue":{"value":"Poisson process","type":"string"},"datatype":"string"},"type":"statement","id":"Q433947$4A9B8D14-2005-436A-810C-95B9FFA09EE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c77d37655e5a46f6ae0f3b74ef82e3f462758923","datavalue":{"value":"systems of linear It\u00f4 stochastic differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q433947$E0765FFC-F205-4EF1-8947-522ADE49E7CC","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"132fe7f0d04041b1fd77b78591fee5a0fcab4144","datavalue":{"value":{"entity-type":"item","numeric-id":641592,"id":"Q641592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$098CDC4A-E480-43A8-AA78-DCBEA62FE052","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$D39CAA57-8E14-42FB-AD0E-B681453C3A27","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"cc12a827e5f91a459af63b754a2c1d03dbef5e5f","datavalue":{"value":"https://doi.org/10.1016/j.cam.2012.03.005","type":"string"},"datatype":"url"},"type":"statement","id":"Q433947$7E7B4181-A08A-47F6-B9C4-E0DF3F467DEC","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"04e1ad8924aeedbd6e4ff8729469926584f1f24a","datavalue":{"value":"W1983176089","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q433947$8B578F45-20AA-42D0-8D3C-A9FC57BF207F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ea6013a80606d615cc9ead98a496b5b9596e5d4","datavalue":{"value":{"entity-type":"item","numeric-id":3043439,"id":"Q3043439"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$330AB6DA-3D2C-4790-9CBF-DDA084607F32","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":"Q433947$2FC17B56-1D2F-473B-A2F3-9ADFF66FAF56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"34e74db91d7b49d7397d0f7cab9009a08315845d","datavalue":{"value":{"entity-type":"item","numeric-id":5470436,"id":"Q5470436"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$426BED64-82E3-48C3-9F7A-294E9D6F6E3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0381217e3f108ee8fb6aee8494ea8227c6e34559","datavalue":{"value":{"entity-type":"item","numeric-id":4938228,"id":"Q4938228"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$FED6820F-A624-4E72-A92E-6756E52BDD4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3317811be182c63f7cdfa6ab5b43033447ce5bfc","datavalue":{"value":{"entity-type":"item","numeric-id":5284621,"id":"Q5284621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$1376E0DF-5F25-427F-9005-25AF156A8DC0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4de992219f8c3f1dbcfb46891d6c6c46dfbe9685","datavalue":{"value":{"entity-type":"item","numeric-id":4509707,"id":"Q4509707"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$A9DA71AA-776F-449F-830E-2FD3BC20FEAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"71e5347ef40a83baae7125cb87cadaed61cc3166","datavalue":{"value":{"entity-type":"item","numeric-id":2502322,"id":"Q2502322"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$E1DECB98-835D-4D64-9B37-325B1DE61283","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"84cca109ddf28c24105b09dbb668d2143b519463","datavalue":{"value":{"entity-type":"item","numeric-id":1411128,"id":"Q1411128"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$1AC91DDC-6E89-4B8C-87F7-DD3E664D0663","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d94afb7b89cac029a3edfe1f82c9214cdc585013","datavalue":{"value":{"entity-type":"item","numeric-id":3078558,"id":"Q3078558"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$119D09BB-4F67-42C8-919F-487F06A803CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dbf128b55c804bfe617dbfe3ca8e5dbad442bb57","datavalue":{"value":{"entity-type":"item","numeric-id":4253105,"id":"Q4253105"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$64A5F4AD-C1BC-40AD-9BB3-7799780436E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"25846c799a591a950871d33d6bd0c8832e47f031","datavalue":{"value":{"entity-type":"item","numeric-id":4827617,"id":"Q4827617"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$94DD7C3F-A283-46A4-BDBF-747739F97572","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52115f8f1d255623ac4629c9bbacb1167baee493","datavalue":{"value":{"entity-type":"item","numeric-id":2761986,"id":"Q2761986"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$FD208EEF-315C-498B-8F29-4FA2E559B1BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50fd79253aa74e3802606aa8e1d76913725c9bec","datavalue":{"value":{"entity-type":"item","numeric-id":2486675,"id":"Q2486675"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$5604DA43-28CD-415D-875C-F5BEF7C85349","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aa55837d20473eccf68cf0f4f990b92bc37527b7","datavalue":{"value":{"entity-type":"item","numeric-id":5479951,"id":"Q5479951"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$B6E8F671-D22D-472B-8762-6EF1F57E7DAB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c9553171589a9f4fe77c97268b7cf3008dc3d387","datavalue":{"value":{"entity-type":"item","numeric-id":987597,"id":"Q987597"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$661A285D-C6AF-4DF9-AEBA-5741CC2F56F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8199fa984c34ce5996c486287b601d56157d7bb0","datavalue":{"value":{"entity-type":"item","numeric-id":4435521,"id":"Q4435521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$2569A20F-831A-4A85-8AA6-640FE466D0BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8693099782a19574257c4a8f0fd324bd618d56ff","datavalue":{"value":{"entity-type":"item","numeric-id":5386190,"id":"Q5386190"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$3FFFD139-A350-4BCD-BC6B-525E825A0C6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"853d827a1cae0dfe63f3471e3c86e27fe30a8955","datavalue":{"value":{"entity-type":"item","numeric-id":4785807,"id":"Q4785807"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$991F1081-8381-4DC1-8FD7-DDFC28F8ADD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bbbb5e8f38b940cdd98c1bbe80dcee2ffcae0161","datavalue":{"value":{"entity-type":"item","numeric-id":4404205,"id":"Q4404205"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$70797697-3F03-4CE9-9FF2-0025B960914E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"448c235e7bdc9a9fbea8aee9af7b77e6150a6893","datavalue":{"value":{"entity-type":"item","numeric-id":5187881,"id":"Q5187881"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$3F5A10DC-2024-4407-BF48-AD04AE1DAB7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"83464ba923f566740ed9be912aaf3c7b7b85b82b","datavalue":{"value":{"entity-type":"item","numeric-id":4333039,"id":"Q4333039"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$14523981-51DA-4A16-8CA7-4E02DDAF157F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fd14c5e94c85c9ed411d52069b6d439e852de156","datavalue":{"value":{"entity-type":"item","numeric-id":3158164,"id":"Q3158164"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q433947$E76D9806-7071-45E9-BF1C-F1FF47076D24","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"a3a05daca4aae59ac9bb44fdb1f5925623ceb1e2","datavalue":{"value":"10.1016/J.CAM.2012.03.005","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q433947$1F02AD89-30BB-4219-B630-1B3C16595EDF","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9dc57910022ad10bac65d13925fc484092869765","datavalue":{"value":{"entity-type":"item","numeric-id":1708061,"id":"Q1708061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8b50a3cdd223d0104a971e33a8b91185aa4f274f","datavalue":{"value":{"amount":"+0.8935933709144592","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q433947$B40B71B0-939A-4CBC-BEAD-323F288CBE89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"14bbd2fa53578c107fe178254ab9a6c88b28f90f","datavalue":{"value":{"entity-type":"item","numeric-id":2511052,"id":"Q2511052"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c3a4edf5d464c64fb88a2722c21ecb4a4f4312bf","datavalue":{"value":{"amount":"+0.881770670413971","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":"Q433947$20A7F76E-4D3B-4F31-AE64-E22BFD548CBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a7425995e03f8968fe269f8188ab01aa200a5529","datavalue":{"value":{"entity-type":"item","numeric-id":5168660,"id":"Q5168660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"71fd4ee7063c9cd47fdb06a4f95a11253eea4913","datavalue":{"value":{"amount":"+0.8761463761329651","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":"Q433947$9BED47E2-0F5B-48E3-A4EB-401A777DAB81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"197d90e2c869d9baea26411f4d743f59dca80b7d","datavalue":{"value":{"entity-type":"item","numeric-id":1740134,"id":"Q1740134"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aaaa5765a679a6384a5284d1887a39f3c08b44ed","datavalue":{"value":{"amount":"+0.8760831952095032","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":"Q433947$1CC78781-0F30-41E3-9AFE-9E0A234E668F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e2918d715b3c985d4b600a807c9effb44f60f3ae","datavalue":{"value":{"entity-type":"item","numeric-id":2974196,"id":"Q2974196"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dbf39eae7a85950738fce40a94c9277ead90c2ab","datavalue":{"value":{"amount":"+0.8649250268936157","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":"Q433947$4063BCCF-942D-4A9C-ABE7-1D41516DC793","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Exponential mean square stability of numerical methods for systems of stochastic differential equations","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Exponential_mean_square_stability_of_numerical_methods_for_systems_of_stochastic_differential_equations"}}}}}