{"id":"https://openalex.org/W2266611316","doi":"https://doi.org/10.1007/978-3-319-33507-0_2","title":"Construction of a Mean Square Error Adaptive Euler\u2013Maruyama Method With Applications in Multilevel Monte Carlo","display_name":"Construction of a Mean Square Error Adaptive Euler\u2013Maruyama Method With Applications in Multilevel Monte Carlo","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2266611316","doi":"https://doi.org/10.1007/978-3-319-33507-0_2","mag":"2266611316"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-33507-0_2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-33507-0_2","pdf_url":null,"source":{"id":"https://openalex.org/S4210180650","display_name":"Springer proceedings in mathematics & statistics","issn_l":"2194-1009","issn":["2194-1009","2194-1017"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Springer Proceedings in Mathematics & Statistics","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1411.5515","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5064285892","display_name":"H\u00e5kon Hoel","orcid":"https://orcid.org/0000-0003-0723-6641"},"institutions":[{"id":"https://openalex.org/I184942183","display_name":"University of Oslo","ror":"https://ror.org/01xtthb56","country_code":"NO","type":"education","lineage":["https://openalex.org/I184942183"]}],"countries":["NO"],"is_corresponding":false,"raw_author_name":"H\u00e5kon Hoel","raw_affiliation_strings":["Dept of Mathematics, University of Oslo, Blindern, Norway"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dept of Mathematics, University of Oslo, Blindern, Norway","institution_ids":["https://openalex.org/I184942183"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037385797","display_name":"Juho H\u00e4pp\u00f6l\u00e4","orcid":null},"institutions":[{"id":"https://openalex.org/I71920554","display_name":"King Abdullah University of Science and Technology","ror":"https://ror.org/01q3tbs38","country_code":"SA","type":"education","lineage":["https://openalex.org/I71920554"]}],"countries":["SA"],"is_corresponding":false,"raw_author_name":"Juho H\u00e4pp\u00f6l\u00e4","raw_affiliation_strings":["Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia","institution_ids":["https://openalex.org/I71920554"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5004939553","display_name":"Ra\u00fal Tempone","orcid":"https://orcid.org/0000-0003-1967-4446"},"institutions":[{"id":"https://openalex.org/I71920554","display_name":"King Abdullah University of Science and Technology","ror":"https://ror.org/01q3tbs38","country_code":"SA","type":"education","lineage":["https://openalex.org/I71920554"]}],"countries":["SA"],"is_corresponding":false,"raw_author_name":"Ra\u00fal Tempone","raw_affiliation_strings":["Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia","institution_ids":["https://openalex.org/I71920554"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0134521,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"29","last_page":"86"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9948999881744385,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9948999881744385,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9909999966621399,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9819999933242798,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7215209603309631},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.687962532043457},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5736086368560791},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.5702088475227356},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5419642925262451},{"id":"https://openalex.org/keywords/backward-euler-method","display_name":"Backward Euler method","score":0.5167033672332764},{"id":"https://openalex.org/keywords/a-priori-and-a-posteriori","display_name":"A priori and a posteriori","score":0.4876066744327545},{"id":"https://openalex.org/keywords/euler-method","display_name":"Euler method","score":0.4574858248233795},{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.41722372174263},{"id":"https://openalex.org/keywords/eulers-formula","display_name":"Euler's formula","score":0.38806620240211487},{"id":"https://openalex.org/keywords/euler-equations","display_name":"Euler equations","score":0.3504980206489563},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.30552226305007935},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.10697022080421448}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7215209603309631},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.687962532043457},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5736086368560791},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.5702088475227356},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5419642925262451},{"id":"https://openalex.org/C768646","wikidata":"https://www.wikidata.org/wiki/Q2736820","display_name":"Backward Euler method","level":3,"score":0.5167033672332764},{"id":"https://openalex.org/C75553542","wikidata":"https://www.wikidata.org/wiki/Q178161","display_name":"A priori and a posteriori","level":2,"score":0.4876066744327545},{"id":"https://openalex.org/C75380026","wikidata":"https://www.wikidata.org/wiki/Q868454","display_name":"Euler method","level":3,"score":0.4574858248233795},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.41722372174263},{"id":"https://openalex.org/C62884695","wikidata":"https://www.wikidata.org/wiki/Q184871","display_name":"Euler's formula","level":2,"score":0.38806620240211487},{"id":"https://openalex.org/C38409319","wikidata":"https://www.wikidata.org/wiki/Q375175","display_name":"Euler equations","level":2,"score":0.3504980206489563},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.30552226305007935},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.10697022080421448},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1007/978-3-319-33507-0_2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-33507-0_2","pdf_url":null,"source":{"id":"https://openalex.org/S4210180650","display_name":"Springer proceedings in mathematics & statistics","issn_l":"2194-1009","issn":["2194-1009","2194-1017"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319972","host_organization_name":"Springer International Publishing","host_organization_lineage":["https://openalex.org/P4310319972","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer International Publishing","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Springer Proceedings in Mathematics & Statistics","raw_type":"book-chapter"},{"id":"pmh:oai:arXiv.org:1411.5515","is_oa":true,"landing_page_url":"https://arxiv.org/abs/1411.5515","pdf_url":"https://arxiv.org/pdf/1411.5515","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:2266611316","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1411.5515v2","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"pmh:oai:repository.kaust.edu.sa:10754/622138","is_oa":false,"landing_page_url":"http://hdl.handle.net/10754/622138","pdf_url":null,"source":{"id":"https://openalex.org/S4306401596","display_name":"King Abdullah University of Science and Technology Repository (King Abdullah University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I71920554","host_organization_name":"King Abdullah University of Science and Technology","host_organization_lineage":["https://openalex.org/I71920554"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Book Chapter"},{"id":"pmh:oai:repository.kaust.edu.sa:10754/624049","is_oa":false,"landing_page_url":"http://hdl.handle.net/10754/624049","pdf_url":null,"source":{"id":"https://openalex.org/S4306401596","display_name":"King Abdullah University of Science and Technology Repository (King Abdullah University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I71920554","host_organization_name":"King Abdullah University of Science and Technology","host_organization_lineage":["https://openalex.org/I71920554"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Poster"},{"id":"doi:10.48550/arxiv.1411.5515","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1411.5515","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1411.5515","is_oa":true,"landing_page_url":"https://arxiv.org/abs/1411.5515","pdf_url":"https://arxiv.org/pdf/1411.5515","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2266611316.pdf","grobid_xml":"https://content.openalex.org/works/W2266611316.grobid-xml"},"referenced_works_count":36,"referenced_works":["https://openalex.org/W2004973016","https://openalex.org/W2006367766","https://openalex.org/W2011301426","https://openalex.org/W2014945091","https://openalex.org/W2018111665","https://openalex.org/W2019795760","https://openalex.org/W2024591553","https://openalex.org/W2024771618","https://openalex.org/W2026701194","https://openalex.org/W2039393861","https://openalex.org/W2046451925","https://openalex.org/W2050871708","https://openalex.org/W2060386985","https://openalex.org/W2069366742","https://openalex.org/W2073937734","https://openalex.org/W2079884585","https://openalex.org/W2091977478","https://openalex.org/W2092264912","https://openalex.org/W2106605796","https://openalex.org/W2113913163","https://openalex.org/W2117227986","https://openalex.org/W2122771530","https://openalex.org/W2124633501","https://openalex.org/W2135459060","https://openalex.org/W2157390830","https://openalex.org/W2163715525","https://openalex.org/W2168958073","https://openalex.org/W2487440882","https://openalex.org/W2797135730","https://openalex.org/W3103019089","https://openalex.org/W3105063129","https://openalex.org/W3106115551","https://openalex.org/W4206537305","https://openalex.org/W4231021340","https://openalex.org/W4245879216","https://openalex.org/W4251265444"],"related_works":["https://openalex.org/W2056380017","https://openalex.org/W1994479003","https://openalex.org/W2767418427","https://openalex.org/W2033464856","https://openalex.org/W3169966847","https://openalex.org/W2767305573","https://openalex.org/W2186821590","https://openalex.org/W2981408849","https://openalex.org/W3033625802","https://openalex.org/W2558873235","https://openalex.org/W612170680","https://openalex.org/W2089164817","https://openalex.org/W1992080121","https://openalex.org/W2180064962","https://openalex.org/W2208241399","https://openalex.org/W2101552627","https://openalex.org/W3201894628","https://openalex.org/W2967662251","https://openalex.org/W2768777660","https://openalex.org/W3200434044"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-07-28T07:46:37.118299","created_date":"2022-10-07T00:00:00"}