{"entities":{"Q4583455":{"pageid":6613040,"ns":120,"title":"Item:Q4583455","lastrevid":53189516,"modified":"2026-01-24T10:27:01Z","type":"item","id":"Q4583455","labels":{"en":{"language":"en","value":"Generating sample paths and their convergence of the geometric fractional Brownian motion"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6929693"}},"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":"Q4583455$D2139CCB-32B8-4A60-9920-7513967DB888","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"a52b63ae1956fe21964b9886361b6f6b14fbbdd6","datavalue":{"value":"1394.60035","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4583455$B28ABEB7-680E-417D-9C00-7BE538979801","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"94442fdc1855132bece079f0c815d42f9779d0c2","datavalue":{"value":{"entity-type":"item","numeric-id":232471,"id":"Q232471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$4235F6FF-4FF4-410E-8628-704B35D11068","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"04a03cdf17e25f6f61f95240a38978d1088cda7c","datavalue":{"value":{"entity-type":"item","numeric-id":861104,"id":"Q861104"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$E80D29BD-13A7-4DB2-8523-39CB6FBA2A52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2bc97fec90fef779f2c9e23695a0d2228e4e2283","datavalue":{"value":{"entity-type":"item","numeric-id":1025322,"id":"Q1025322"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$1E8B3F73-28F1-4572-B890-455FF8197E22","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d2127a2b03868a3a75d4f520fcfaacc8b031119e","datavalue":{"value":{"time":"+2018-08-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4583455$B59A1EDC-D896-4D0E-99B0-AEAB16E5DF6B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"a45c41232c6931f169bb879be71dd4b7ad0aa1d2","datavalue":{"value":"60G22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4583455$68434F21-51D6-4805-92A0-9B73FCD67568","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"43c201755fcafd36f50e8b92611d32a8e3c1f461","datavalue":{"value":"60G17","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4583455$98C827C4-9C75-443A-8BA1-FABE90B2F6AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4583455$7E1870B1-F73E-4A4D-A97F-A145201D4CE4","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"114a3a8f23900124d799277e46a0bd077d080f5a","datavalue":{"value":"6929693","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4583455$B98EBA29-2C8D-4991-852C-C574D9B8F43D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cc36623d09c1df4d893856ef3efbf6e71768ec69","datavalue":{"value":"discrete asset model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4583455$211BB0EB-460D-408D-AFBE-13879DCECAF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b667044fecd62dfdceea4abbb4c0f04769e2532a","datavalue":{"value":"Monte Carlo","type":"string"},"datatype":"string"},"type":"statement","id":"Q4583455$88C8EB28-641B-403F-99EB-A63251EF13EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"21f70b0ed7fff22a4d967fd1bb05af05a872d618","datavalue":{"value":"geometric fractional Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q4583455$0388D3CD-C2F7-4532-ADF1-7E3E4312F0AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92679e30b4570695be291bfa8535e3101c400264","datavalue":{"value":"Malliavin calculus","type":"string"},"datatype":"string"},"type":"statement","id":"Q4583455$1C2D6454-8D6C-40EE-808F-DA6A2F06CA14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8900c8d59d463a383a30de4b50aa3e8609f55f8a","datavalue":{"value":"Euler-Maruyama scheme","type":"string"},"datatype":"string"},"type":"statement","id":"Q4583455$D28B0F72-4A9C-482D-A307-1B4475BA36C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2091ad33e6496377f021b5f4b5e954d3c7597ee8","datavalue":{"value":"Black-Scholes model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4583455$EA0C4E5B-7561-41B8-9CA5-C87C9E9316B2","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$D14CBD74-EB22-465F-ADBF-BC6FA177B76F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5d919ac2030bcfa007eebb8e03298fda75c64a9","datavalue":{"value":{"entity-type":"item","numeric-id":2642923,"id":"Q2642923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$348C0836-8401-4E83-9AE9-94FB6C2AAE1B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"66b494827dc80d42acc70c530b9227a084a30833","datavalue":{"value":{"entity-type":"item","numeric-id":2574549,"id":"Q2574549"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$C4813E15-A226-4CAC-A2FF-3A1BB8235009","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"09f1d16e031897b66373e61dece5d11c6f3ab576","datavalue":{"value":{"entity-type":"item","numeric-id":5704206,"id":"Q5704206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$ECF192C8-8FC8-4283-B611-7910A6B8712B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e711decca5c1589fb5849ee978bc376720224530","datavalue":{"value":{"entity-type":"item","numeric-id":4925737,"id":"Q4925737"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$A4C4414E-C58F-4FCE-8A15-B2349BE7AE57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"29ea458aeda4dcd2b70d13fd576af1ddc92e3f97","datavalue":{"value":{"entity-type":"item","numeric-id":5430704,"id":"Q5430704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$0067FD5C-5684-4B4A-BB7A-6DF55D0496CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9eaec9b133f54287c656f44e37c39758c8ed53dc","datavalue":{"value":{"entity-type":"item","numeric-id":5452309,"id":"Q5452309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$DA192002-CB3F-4B00-A532-2A7009627A3C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56530a7a1a55ce8fe79dca9ac0baad4ed0169574","datavalue":{"value":{"entity-type":"item","numeric-id":2488475,"id":"Q2488475"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$2279ECCC-FA64-4B32-955B-20A4537E50B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ac025a5ef9b87528db97555a193916cd668d8fb","datavalue":{"value":{"entity-type":"item","numeric-id":1424724,"id":"Q1424724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$725281C0-0AE6-4365-92F1-BABD01ECEBA4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b8d4a2428da6eb837576cc82b43aef158e6cbedf","datavalue":{"value":{"entity-type":"item","numeric-id":1568192,"id":"Q1568192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$FEC34A4D-6D16-46A5-85A7-68310727F4DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0072ea70610ddd75740dc2f73583317d82a3f2c6","datavalue":{"value":{"entity-type":"item","numeric-id":4943736,"id":"Q4943736"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$69038D6D-743C-442A-B1C1-31E792C5BE89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a727dc5762ac731080df1030557a8acc63260a09","datavalue":{"value":{"entity-type":"item","numeric-id":4409032,"id":"Q4409032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$3A64B57F-E4A5-439C-A230-43E98F198D1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"de5597bc3769d66bc5889c3f86ecb850639bbece","datavalue":{"value":{"entity-type":"item","numeric-id":5455263,"id":"Q5455263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$F1411CBB-F46C-4B1B-BC57-1B913EB73890","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f36a67d95bb5251ce24e008c13471a31f4918139","datavalue":{"value":{"entity-type":"item","numeric-id":2426603,"id":"Q2426603"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$BAAE6CF7-F52A-4BC9-A908-5F4620F2040D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52e9376ee9e81955859a1712d59080a004ad217a","datavalue":{"value":{"entity-type":"item","numeric-id":3043488,"id":"Q3043488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$B559CAE2-84EF-41DB-B6C2-D17C68102553","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":"Q4583455$1E445518-37D3-4AFB-9D89-5EF166421399","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"37f7b3aae055935c550e0bedfe0a2b5c2fc1d176","datavalue":{"value":{"entity-type":"item","numeric-id":4367302,"id":"Q4367302"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$ED826C01-5BE1-4CF6-A78A-19E092753128","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"48809064e7a33e0524269ada5c54be053394bc65","datavalue":{"value":{"entity-type":"item","numeric-id":2891288,"id":"Q2891288"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$30B3C038-8B2F-4A1F-8040-DCB7BB53CF3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b11ae815bac15d31e6e90522d0739462f8b1f608","datavalue":{"value":{"entity-type":"item","numeric-id":4842684,"id":"Q4842684"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$E26092B4-C83D-41F0-B9B1-6F3C788FAA5A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"100941d1e58bd699806858ebef21acbb54fa91e1","datavalue":{"value":{"entity-type":"item","numeric-id":4372054,"id":"Q4372054"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$80AD6882-F3DF-4E02-9A6F-288E5CBEFF9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c97ab9a4af1a7fc1df41c78fd4124c880a8f5da","datavalue":{"value":{"entity-type":"item","numeric-id":1012830,"id":"Q1012830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$670F9CB5-65DF-463A-9D0B-F91BF82B980B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"730633bb29e5e69a1871442a89a0f948e05ee11b","datavalue":{"value":{"entity-type":"item","numeric-id":4220653,"id":"Q4220653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$0DCFEC13-D644-4489-82E6-1732ADC58F61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9dec27cc109088d18fa9da078f512fab0d1b0034","datavalue":{"value":{"entity-type":"item","numeric-id":5950464,"id":"Q5950464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$714F5131-EF0C-40D6-8708-51AA2F425173","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2d655e7f1c3b7f9c06bf5fba6ea0eb7b592601c","datavalue":{"value":{"entity-type":"item","numeric-id":4459750,"id":"Q4459750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$A14F7F86-FA8A-4A6C-A208-98688C1DAB3C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"85f5e5db6495071b62757ec3e27db73a2b93afe4","datavalue":{"value":{"entity-type":"item","numeric-id":3400721,"id":"Q3400721"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4583455$D5E4A7CE-BD93-40CA-9C79-6F4FDC82E591","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"047228cff84103e40761ba6fe43aa37ca5b2b9e6","datavalue":{"value":{"entity-type":"item","numeric-id":453268,"id":"Q453268"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"216409043e9b62b75adb49ad00a2acc28c4d9e1c","datavalue":{"value":{"amount":"+0.7879248261451721","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":"Q4583455$2FA37D88-60A8-4DC3-AC5B-CEB9711A6A86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4a89238d9d3017f852165b24b23711ddd6c1b455","datavalue":{"value":{"entity-type":"item","numeric-id":2741102,"id":"Q2741102"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ed4bf116f0780d0049cae6b797fb25fc5a138efd","datavalue":{"value":{"amount":"+0.7804069519042969","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":"Q4583455$19BEC33D-C040-4E4C-9936-1112CB00816B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b2eb790913ce912c9c36fd2f7a923129754cc186","datavalue":{"value":{"entity-type":"item","numeric-id":4929899,"id":"Q4929899"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"831ea7e60c5e05b98ab20b8b58ad6ed7cdb8af20","datavalue":{"value":{"amount":"+0.7702149152755737","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":"Q4583455$21524414-0A38-4AF0-82BB-133CA4CC38ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d25334f00fd4b7c8422621a0dd64b42161fe645f","datavalue":{"value":{"entity-type":"item","numeric-id":2257577,"id":"Q2257577"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fd44e9555af5051134c47195c537406a2701f9ff","datavalue":{"value":{"amount":"+0.7604551315307617","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4583455$B6BAEEEA-DA7D-45A1-B969-382F108B39EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"acb23dd2e15a73c39f87820e9935a04595f25668","datavalue":{"value":{"entity-type":"item","numeric-id":5086430,"id":"Q5086430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4edd583cc4d56bf7cad78892e003473d55e75401","datavalue":{"value":{"amount":"+0.7562782764434814","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":"Q4583455$821387BF-E25F-4134-9487-44F906438EC1","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4583455","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4583455"}}}}}