{"entities":{"Q933117":{"pageid":934965,"ns":120,"title":"Item:Q933117","lastrevid":65448735,"modified":"2026-04-12T02:40:03Z","type":"item","id":"Q933117","labels":{"en":{"language":"en","value":"Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5302273"}},"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":"Q933117$F1AA6B46-73DB-4415-B5BE-9E479C39EBA1","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"99f1eda7d066163f165401b2510050c359faf602","datavalue":{"value":{"text":"Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q933117$197C9501-41FC-46B4-9E29-714F79B79075","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ded9962e18ba13269b66dfcf48cb34c024634e12","datavalue":{"value":"1148.65005","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q933117$65CCB203-7BCB-4B51-B1F4-0D042E6FD336","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b59c5313e987796817e89a90453ed4d231ae7739","datavalue":{"value":{"entity-type":"item","numeric-id":933116,"id":"Q933116"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q933117$B8685BF7-0351-4BB9-8A9B-63F7B1F61BC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"80e7db55f11ce5614ec57215171a9a3282f3d874","datavalue":{"value":{"entity-type":"item","numeric-id":243094,"id":"Q243094"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q933117$BB472ED8-D08C-4AD0-B2AA-CF870D71BB80","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6ee3f1793d7e5966290e09aa570323813f761866","datavalue":{"value":{"entity-type":"item","numeric-id":187082,"id":"Q187082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q933117$25D354DC-FCF0-447E-9F72-AFF76DDA7BFA","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"ef23f451c63fbed589b4692fdb97271c9dafb789","datavalue":{"value":{"time":"+2008-07-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q933117$04025B28-B60F-49C2-852C-99678CBB2219","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"90774516e81daf80493ab09ce83067dbf4e5eee5","datavalue":{"value":"The authors investigate the convergence and the stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes which are popular as models in mathematical finance, and examine strong convergence and mean-square stability of a class of implicit numerical methods, and they prove some interesting theoretical results backed up with numerical experiments.","type":"string"},"datatype":"string"},"type":"statement","id":"Q933117$0775EA12-A849-4E78-9BCE-08D9357CF380","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"fd83905fddc5e450980eec81e7bc8d109cb812ab","datavalue":{"value":{"entity-type":"item","numeric-id":208616,"id":"Q208616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q933117$EDEE21F2-7A5A-429B-A93A-D78EDE9ED156","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"52d550137ef2aa5d9737ff164f6a8e6e118f84bc","datavalue":{"value":"65C30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q933117$020E58E7-C65F-4436-BD8D-BC5654EEB72A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q933117$6FA96AB2-AAED-419B-8FB7-F9E92CFCEE98","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9375df1cefbb35e9d725c7f8a9310966359d35cc","datavalue":{"value":"60H35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q933117$8E6097AF-AF97-46C1-B2EE-5DF4A1D266F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"70f2a8583021792bf589c1c3fea9b6472f3c0d18","datavalue":{"value":"34F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q933117$2284827F-3516-41A0-B4C3-783D42A6A309","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"509564a93ca358a1f4c8858bd3f928473fea2d1d","datavalue":{"value":"65L06","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q933117$C6C75577-1BA0-4285-A4AA-C4FBE36002C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q933117$BC718E36-2246-4FB9-B9E8-ABF7EA8F2FE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"df022de2ae2f5fed358cd03ae4667aa1d27a99a0","datavalue":{"value":"65L20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q933117$2533598A-B108-4DDB-92F1-A9011A03C3BD","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"cb0ebae60d8fd2ebbb51fd0fd4a4a57626cdff94","datavalue":{"value":"5302273","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q933117$37B90897-CE90-472B-9C77-E607180F6C3F","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"10e9112b3f792c5cd77aef440a2c0fbefe75d54f","datavalue":{"value":"mean-sqare stability","type":"string"},"datatype":"string"},"type":"statement","id":"Q933117$A650541B-17DE-4F4F-BA64-FC409E693E6E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c708454add7cf2363ef324b465cad1d0c0b808f4","datavalue":{"value":"backward Euler method","type":"string"},"datatype":"string"},"type":"statement","id":"Q933117$569847C8-46D3-4CC2-B6B3-FB223D1DC364","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9f87a7c8a0b5cb39f4ecc9cfd7b184a2c3c2f3b0","datavalue":{"value":"diffusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q933117$8D602F20-8986-4173-987C-5C1B238DB6F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"244859d95b7a380dfac7460e8bcc3d7a5a499c0d","datavalue":{"value":"strong convergence","type":"string"},"datatype":"string"},"type":"statement","id":"Q933117$7A885608-7D6C-4F7C-8D8C-F34E70E2F720","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":"Q933117$7FD60A1A-43D2-455B-AF1C-26B01FA7AECC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"23fda08019751d6bfbbc6405aaabe84c8d940894","datavalue":{"value":{"entity-type":"item","numeric-id":3067963,"id":"Q3067963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9adff6989569acb9c4e251b149fee211d0dd4ab0","datavalue":{"value":{"amount":"+0.8873075842857361","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":"Q933117$7B6E7AD1-FD2A-4F86-A06C-B2A14AA65FD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2e355b6242acdd7d3e1846b11fbbcb009addcc10","datavalue":{"value":{"entity-type":"item","numeric-id":5479951,"id":"Q5479951"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b459e451b99fb5b141df2980f71422255a73ae2c","datavalue":{"value":{"amount":"+0.8730403184890747","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":"Q933117$3F3FA4AD-2583-411A-BDB5-85D4C4255BE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3ab6b3100821dd719416b391e0a4c127f199dc1b","datavalue":{"value":{"entity-type":"item","numeric-id":718596,"id":"Q718596"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9057035a04740ff411c7df1688e035a2ca1e6c4f","datavalue":{"value":{"amount":"+0.8402064442634583","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q933117$B178DB3F-A174-48CD-9236-E668BA0931F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"29fef2e278b7e837503bdb88e4a4ca1f4c801f15","datavalue":{"value":{"entity-type":"item","numeric-id":1722219,"id":"Q1722219"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7599464bb79f00922749fccb5e3f60d053cee46f","datavalue":{"value":{"amount":"+0.8273277282714844","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":"Q933117$68E8708D-8D51-4426-A60F-72D6F110D932","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"94102ca34c47d02fff66621b2a6c6a583c113d69","datavalue":{"value":{"entity-type":"item","numeric-id":3052231,"id":"Q3052231"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3a4fc6711fbdf779db587602747c292e208cabc5","datavalue":{"value":{"amount":"+0.8004780411720276","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":"Q933117$6997D1DF-8A2B-430B-BCCB-AE613E78DB6E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Convergence_and_stability_analysis_for_implicit_simulations_of_stochastic_differential_equations_with_random_jump_magnitudes"}}}}}