{"entities":{"Q981018":{"pageid":982866,"ns":120,"title":"Item:Q981018","lastrevid":51032354,"modified":"2026-01-16T07:26:44Z","type":"item","id":"Q981018","labels":{"en":{"language":"en","value":"On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5732045"}},"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":"Q981018$BB48CC84-E130-44C8-8EF8-FEB76BD1A622","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"d12d7c07f2f215139622f2b6d2da85dadac8eafc","datavalue":{"value":{"text":"On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q981018$ED7E1CA9-6CD9-44F5-B008-8104AD56454D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b557ea789f26674e5a1f849e0bc6c696d5e52786","datavalue":{"value":"1193.65005","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q981018$D56B8EA3-D17F-4E4A-B125-5C03B10D07A0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$8CC28113-CD60-4F68-8807-2EAC65917F5E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4e2fd15bfb5ff75f3830c4d455e2a782e2b5d1b7","datavalue":{"value":{"time":"+2010-07-08T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q981018$2AD79B9F-ADBE-409D-B972-FEB24D1EB3BB","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"33a5b88fdcab377c689f9326db294724bc97514b","datavalue":{"value":"A Malliavin calculus-based algorithm for the numerical solution of a forward-backward stochastic differential equation is modified to reduce the number of computations required. The new algorithm is shown to converge, and an upper bound on the error is derived. An example is given where both algorithms attain similar accuracy.","type":"string"},"datatype":"string"},"type":"statement","id":"Q981018$5DE21ABC-CEAA-4D32-841A-4E02F7A6282B","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"80fa6170a00c5d388bc23a4a943f97d41a67e4b8","datavalue":{"value":{"entity-type":"item","numeric-id":590513,"id":"Q590513"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$A4753BE7-B21F-43AE-AB6D-6A5F397FF6BF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"52d550137ef2aa5d9737ff164f6a8e6e118f84bc","datavalue":{"value":"65C30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q981018$0220011A-D7DC-4F96-9170-A5F285CDA1CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q981018$3EAD0AE9-7CA6-4387-823B-1A560663AED5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q981018$B57E29D2-8085-4218-BFBF-0C806FD2E979","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f246370bc14817a436fbd110d855471daa5fed99","datavalue":{"value":"62G08","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q981018$3BAB46CF-BE29-4821-B292-A4447A58C8EE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"334c59191670673e5a28513b6cb9b30ced3bdf8a","datavalue":{"value":"5732045","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q981018$B6524F31-E39F-4DF0-AFA7-1C538FE34B5A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"30aac00b18857a887cb2313405a83805a21a64e8","datavalue":{"value":"BSDEs","type":"string"},"datatype":"string"},"type":"statement","id":"Q981018$4F1673F9-C50E-4F4C-A0E4-CDB9AD77550F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"35fbe788020cca376376e1ac96af1534dd8b31fa","datavalue":{"value":"weak approximations","type":"string"},"datatype":"string"},"type":"statement","id":"Q981018$37DEF1EA-81EE-4384-94A6-8E2B71D0E3D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"731b2d90aa6af12c2bb6fec69da63747d84012a9","datavalue":{"value":"Monte Carlo methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q981018$212E930E-3D75-4C8C-BE28-143FFDC186A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92679e30b4570695be291bfa8535e3101c400264","datavalue":{"value":"Malliavin calculus","type":"string"},"datatype":"string"},"type":"statement","id":"Q981018$ECE4D734-5B33-4D20-ACB1-4E6CC18DF262","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"479ba8c38e626a09db13312e93d1c49e6de71481","datavalue":{"value":{"entity-type":"item","numeric-id":405500,"id":"Q405500"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$16F4668A-9C73-4DB6-9A9D-17826FEEB84D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"034407f535c71d63aa87d8fb6d3d6349c939799b","datavalue":{"value":{"entity-type":"item","numeric-id":2448691,"id":"Q2448691"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$FAF18FC7-FF68-46FD-B574-E6BE971D19E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"592f77fbb719be906c77d4f4cde899a59435fb80","datavalue":{"value":{"entity-type":"item","numeric-id":259563,"id":"Q259563"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$15F34642-0323-4A83-9426-30983C2666FC","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":"Q981018$08BDA8B5-8BA7-4F59-822D-61042396AFC6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ac3362a4c50380d00471474861de6f672e160bf8","datavalue":{"value":"https://doi.org/10.1016/j.spa.2010.03.015","type":"string"},"datatype":"url"},"type":"statement","id":"Q981018$C13FA5EF-C0EA-4640-AB04-7951CC6A39E8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"cff8fb936945d24f44c0d9e5bc5ea618950d9e8d","datavalue":{"value":"W2022684404","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q981018$51705407-3323-40B2-8217-0AFE2F45D5F3","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a62260b0f48ff1e86301ea3d7c1d5366b1070c7","datavalue":{"value":{"entity-type":"item","numeric-id":4946977,"id":"Q4946977"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$3F3E155D-9242-4C41-B409-AEE50B0A3768","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b7d51a2f3efaa8fa23ccf89e71f1b7a949643fe9","datavalue":{"value":{"entity-type":"item","numeric-id":5315933,"id":"Q5315933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$CAEE5387-2E51-433A-AE24-CA28A0F6ABBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0d91c820ac55eae57f5b5a83973bb381f42887e7","datavalue":{"value":{"entity-type":"item","numeric-id":2574574,"id":"Q2574574"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$8072C68B-DB7C-4A92-A6E9-D3CE1B98BBBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5188c50897313e0530873bb5076d8cd398bce5eb","datavalue":{"value":{"entity-type":"item","numeric-id":1887263,"id":"Q1887263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$30D3D736-E847-4B17-81E1-050B12A844C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"34de897f1fadcf513348e9ef3ee0d68482490ce8","datavalue":{"value":{"entity-type":"item","numeric-id":2469490,"id":"Q2469490"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$890B971D-5A18-4B68-B01A-BAAC08BC65D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b494c8e2d73a7c553b991657706fc23c0038b292","datavalue":{"value":{"entity-type":"item","numeric-id":2485757,"id":"Q2485757"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$EFC1B166-CED0-4DD2-BEDE-034459592DD0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"18acb710113c7a6b8b3919693a5ba4fc152574dd","datavalue":{"value":{"entity-type":"item","numeric-id":2917432,"id":"Q2917432"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$5418F0B9-582F-423A-BD20-4AA421C711A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"07f08b9daa8d9f825e16ec5db1976d465110e789","datavalue":{"value":{"entity-type":"item","numeric-id":5936795,"id":"Q5936795"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$84AC1447-8B58-4079-9AC8-593D602804D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d74269c4d3a75520cabc3db548b71d8eb857080e","datavalue":{"value":{"entity-type":"item","numeric-id":4356591,"id":"Q4356591"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$057C5C18-4943-4F86-967B-0663929ECBF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b08b293fab0a23d3434d7fc38cf07f1512d640c","datavalue":{"value":{"entity-type":"item","numeric-id":1805768,"id":"Q1805768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$1FBC871E-DCC0-425D-AF2B-F85249CFF164","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"408360fa7a556c25261604dc45b7ed732fa978f5","datavalue":{"value":{"entity-type":"item","numeric-id":4372051,"id":"Q4372051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$92405879-9F58-4F3B-A482-7B3964D746A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d743f079fafc88d9f22a3f168bd17f4108af504","datavalue":{"value":{"entity-type":"item","numeric-id":886110,"id":"Q886110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$E4CBFB90-F3D4-44BB-8D12-BD2A4FC137A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ad710164cf7ebe0a45b54339312cad1fcde1c1ad","datavalue":{"value":{"entity-type":"item","numeric-id":2572405,"id":"Q2572405"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$9403778B-EAA6-4D28-A2AA-9BCFADABA2CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dccc9859e3f2a7bf7eaf5fe5c4e454cd1f9dfa44","datavalue":{"value":{"entity-type":"item","numeric-id":882887,"id":"Q882887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$42E02125-DE3B-4D5E-A6DE-36DBE8B6604C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e6921607ed75f4aa2d17b012fa2fb999f3c5cf47","datavalue":{"value":{"entity-type":"item","numeric-id":2476540,"id":"Q2476540"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$2818FC1B-96DB-4962-9E65-C058F7D663E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"357fe72003ebfa7ff3726ef6c302434f30b731a7","datavalue":{"value":{"entity-type":"item","numeric-id":3043430,"id":"Q3043430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$F08C7292-5004-43A9-8C80-AC861096D79D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0691504b0131833c5380af597bbe281471c1f7f6","datavalue":{"value":{"entity-type":"item","numeric-id":1872402,"id":"Q1872402"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$A7A5D89C-B606-4712-9894-BB6A51DEC65D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"11c3675b1db0e4ee916cd8fdd90ee28bf5c1a41e","datavalue":{"value":{"entity-type":"item","numeric-id":2386499,"id":"Q2386499"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$98E589A7-F26F-4656-9247-7D1CCC875E23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9870159413c19733c2f3688fb08a7c73812058a3","datavalue":{"value":{"entity-type":"item","numeric-id":1431562,"id":"Q1431562"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q981018$8675E13B-90FA-4C2A-AF5A-E61D2FCE3466","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"77d7902f167491c29b59d519f0c5873d85b753b8","datavalue":{"value":"10.1016/J.SPA.2010.03.015","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q981018$7918F32C-C9F9-45E4-9947-8C0100D47270","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"51c23bedc88aa69678a0a652dbae357f84294da5","datavalue":{"value":{"entity-type":"item","numeric-id":5963510,"id":"Q5963510"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"97990cae626d983c2bbdca3db64c040cb75b32cd","datavalue":{"value":{"amount":"+0.8247553110122681","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":"Q981018$555B066F-C294-4EF0-8716-55FF8F2DDDE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"26c0441261bb63cb9aceb54a8e9078b864822d3d","datavalue":{"value":{"entity-type":"item","numeric-id":2464848,"id":"Q2464848"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"13ed1e41eae94f8b26c3d271330e6bd08c45ae3c","datavalue":{"value":{"amount":"+0.8147813677787781","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q981018$C909282B-E950-424E-B95C-3D60794E6B43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b2a4b45ec6fda2072ee27494d037de8f90bac15b","datavalue":{"value":{"entity-type":"item","numeric-id":2917434,"id":"Q2917434"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7d91cccdc667724e5689923e2ff3563cec0311f5","datavalue":{"value":{"amount":"+0.814010500907898","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":"Q981018$8841CAA7-0F73-4724-80E4-A0421354D126","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"85c9fa6c317ae22c9837a13662636cf36b97524c","datavalue":{"value":{"entity-type":"item","numeric-id":4356591,"id":"Q4356591"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3fb0f59058ac4bfc9865a6169ba0fe4252ec83f8","datavalue":{"value":{"amount":"+0.8119606971740723","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q981018$EAC75E70-B5E2-49AB-B3A9-A060C23EE27B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3baa0c0f4c722a6271526e4deb959714af3b7d52","datavalue":{"value":{"entity-type":"item","numeric-id":2515917,"id":"Q2515917"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3fb0f59058ac4bfc9865a6169ba0fe4252ec83f8","datavalue":{"value":{"amount":"+0.8119606971740723","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":"Q981018$BBD7166A-FEB2-4E7B-BBE1-CF8B1EDC4F45","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:981018","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:981018"}}}}}