{"id":"https://openalex.org/W2046001715","doi":"https://doi.org/10.1007/s00211-008-0200-8","title":"Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients","display_name":"Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients","publication_year":2008,"publication_date":"2008-11-26","ids":{"openalex":"https://openalex.org/W2046001715","doi":"https://doi.org/10.1007/s00211-008-0200-8","mag":"2046001715"},"language":"en","primary_location":{"id":"doi:10.1007/s00211-008-0200-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00211-008-0200-8","pdf_url":null,"source":{"id":"https://openalex.org/S4210205683","display_name":"Numerische Mathematik","issn_l":"0029-599X","issn":["0029-599X","0945-3245"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerische Mathematik","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074382323","display_name":"Arnulf Jentzen","orcid":"https://orcid.org/0000-0002-9840-3339"},"institutions":[{"id":"https://openalex.org/I114090438","display_name":"Goethe University Frankfurt","ror":"https://ror.org/04cvxnb49","country_code":"DE","type":"education","lineage":["https://openalex.org/I114090438"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"A. Jentzen","raw_affiliation_strings":["Johann Wolfgang Goethe-Universit\u00e4t, Institut f\u00fcr Mathematik, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany","Institut f\u00fcr Mathematik, Johann Wolfgang Goethe-Universit\u00e4t, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Johann Wolfgang Goethe-Universit\u00e4t, Institut f\u00fcr Mathematik, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany","institution_ids":["https://openalex.org/I114090438"]},{"raw_affiliation_string":"Institut f\u00fcr Mathematik, Johann Wolfgang Goethe-Universit\u00e4t, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany#TAB#","institution_ids":["https://openalex.org/I114090438"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5107842711","display_name":"Peter E. Kloeden","orcid":null},"institutions":[{"id":"https://openalex.org/I114090438","display_name":"Goethe University Frankfurt","ror":"https://ror.org/04cvxnb49","country_code":"DE","type":"education","lineage":["https://openalex.org/I114090438"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"P. E. Kloeden","raw_affiliation_strings":["Johann Wolfgang Goethe-Universit\u00e4t, Institut f\u00fcr Mathematik, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany","Institut f\u00fcr Mathematik, Johann Wolfgang Goethe-Universit\u00e4t, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Johann Wolfgang Goethe-Universit\u00e4t, Institut f\u00fcr Mathematik, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany","institution_ids":["https://openalex.org/I114090438"]},{"raw_affiliation_string":"Institut f\u00fcr Mathematik, Johann Wolfgang Goethe-Universit\u00e4t, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany#TAB#","institution_ids":["https://openalex.org/I114090438"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5088256243","display_name":"Andreas Neuenkirch","orcid":"https://orcid.org/0000-0002-0419-1225"},"institutions":[{"id":"https://openalex.org/I114090438","display_name":"Goethe University Frankfurt","ror":"https://ror.org/04cvxnb49","country_code":"DE","type":"education","lineage":["https://openalex.org/I114090438"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"A. Neuenkirch","raw_affiliation_strings":["Johann Wolfgang Goethe-Universit\u00e4t, Institut f\u00fcr Mathematik, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany","Institut f\u00fcr Mathematik, Johann Wolfgang Goethe-Universit\u00e4t, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Johann Wolfgang Goethe-Universit\u00e4t, Institut f\u00fcr Mathematik, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany","institution_ids":["https://openalex.org/I114090438"]},{"raw_affiliation_string":"Institut f\u00fcr Mathematik, Johann Wolfgang Goethe-Universit\u00e4t, Robert-Mayer-Stra\u00dfe 10, 60325, Frankfurt am Main, Germany#TAB#","institution_ids":["https://openalex.org/I114090438"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":8.6585,"has_fulltext":false,"cited_by_count":71,"citation_normalized_percentile":{"value":0.97646834,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"112","issue":"1","first_page":"41","last_page":"64"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"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":0.9994999766349792,"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/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9929999709129333,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12727","display_name":"Differential Equations and Numerical Methods","score":0.9527000188827515,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.9045194387435913},{"id":"https://openalex.org/keywords/lipschitz-continuity","display_name":"Lipschitz continuity","score":0.8645823001861572},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6746149063110352},{"id":"https://openalex.org/keywords/differentiable-function","display_name":"Differentiable function","score":0.6515997648239136},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5916094183921814},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.5789671540260315},{"id":"https://openalex.org/keywords/domain","display_name":"Domain (mathematical analysis)","score":0.5112019181251526},{"id":"https://openalex.org/keywords/taylor-series","display_name":"Taylor series","score":0.4891491234302521},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.4602147340774536},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.4356091320514679},{"id":"https://openalex.org/keywords/rate-of-convergence","display_name":"Rate of convergence","score":0.4335249364376068},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.42969810962677},{"id":"https://openalex.org/keywords/taylors-theorem","display_name":"Taylor's theorem","score":0.4295315146446228},{"id":"https://openalex.org/keywords/boundary","display_name":"Boundary (topology)","score":0.4143292307853699}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.9045194387435913},{"id":"https://openalex.org/C22324862","wikidata":"https://www.wikidata.org/wiki/Q652707","display_name":"Lipschitz continuity","level":2,"score":0.8645823001861572},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6746149063110352},{"id":"https://openalex.org/C202615002","wikidata":"https://www.wikidata.org/wiki/Q783507","display_name":"Differentiable function","level":2,"score":0.6515997648239136},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5916094183921814},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.5789671540260315},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.5112019181251526},{"id":"https://openalex.org/C158946198","wikidata":"https://www.wikidata.org/wiki/Q131187","display_name":"Taylor series","level":2,"score":0.4891491234302521},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4602147340774536},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.4356091320514679},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.4335249364376068},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.42969810962677},{"id":"https://openalex.org/C192523876","wikidata":"https://www.wikidata.org/wiki/Q1137206","display_name":"Taylor's theorem","level":3,"score":0.4295315146446228},{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.4143292307853699},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C127162648","wikidata":"https://www.wikidata.org/wiki/Q16858953","display_name":"Channel (broadcasting)","level":2,"score":0.0},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00211-008-0200-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00211-008-0200-8","pdf_url":null,"source":{"id":"https://openalex.org/S4210205683","display_name":"Numerische Mathematik","issn_l":"0029-599X","issn":["0029-599X","0945-3245"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerische Mathematik","raw_type":"journal-article"},{"id":"pmh:oai:ub-madoc.bib.uni-mannheim.de:51140","is_oa":false,"landing_page_url":"https://madoc.bib.uni-mannheim.de/51140/","pdf_url":null,"source":{"id":"https://openalex.org/S4377196315","display_name":"MADOC (University of Mannheim)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I177802217","host_organization_name":"University of Mannheim","host_organization_lineage":["https://openalex.org/I177802217"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Zeitschriftenartikel"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W36225591","https://openalex.org/W59156669","https://openalex.org/W1275718198","https://openalex.org/W1575104486","https://openalex.org/W1577527822","https://openalex.org/W1580561995","https://openalex.org/W1585178936","https://openalex.org/W1591710988","https://openalex.org/W1802196594","https://openalex.org/W1978275259","https://openalex.org/W1995290527","https://openalex.org/W2019795760","https://openalex.org/W2023541628","https://openalex.org/W2026701194","https://openalex.org/W2030607685","https://openalex.org/W2054854450","https://openalex.org/W2073168439","https://openalex.org/W2076738050","https://openalex.org/W2122771530","https://openalex.org/W2124508608","https://openalex.org/W2158127561","https://openalex.org/W2161033241","https://openalex.org/W2168145847","https://openalex.org/W2254488552","https://openalex.org/W2903087059","https://openalex.org/W4231021340","https://openalex.org/W4292366057"],"related_works":["https://openalex.org/W2369507325","https://openalex.org/W4286857066","https://openalex.org/W4238239967","https://openalex.org/W1677518548","https://openalex.org/W3213958552","https://openalex.org/W4297812081","https://openalex.org/W2949926331","https://openalex.org/W2754545762","https://openalex.org/W4318954848","https://openalex.org/W4206747872"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":8},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":8},{"year":2012,"cited_by_count":3}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
