{"id":"https://openalex.org/W4289170043","doi":"https://doi.org/10.1007/s10444-022-09960-4","title":"Weak approximation of SDEs for tempered distributions and applications","display_name":"Weak approximation of SDEs for tempered distributions and applications","publication_year":2022,"publication_date":"2022-08-01","ids":{"openalex":"https://openalex.org/W4289170043","doi":"https://doi.org/10.1007/s10444-022-09960-4"},"language":"en","primary_location":{"id":"doi:10.1007/s10444-022-09960-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10444-022-09960-4","pdf_url":null,"source":{"id":"https://openalex.org/S57050787","display_name":"Advances in Computational Mathematics","issn_l":"1019-7168","issn":["1019-7168","1572-9044"],"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":"Advances in Computational Mathematics","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/A5048886437","display_name":"Yuga Iguchi","orcid":"https://orcid.org/0000-0002-8424-3995"},"institutions":[{"id":"https://openalex.org/I45129253","display_name":"University College London","ror":"https://ror.org/02jx3x895","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I45129253"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Yuga Iguchi","raw_affiliation_strings":["University College London, 1-19 Torrington Place, London, UK"],"affiliations":[{"raw_affiliation_string":"University College London, 1-19 Torrington Place, London, UK","institution_ids":["https://openalex.org/I45129253"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101803892","display_name":"Toshihiro Yamada","orcid":"https://orcid.org/0000-0002-7396-7330"},"institutions":[{"id":"https://openalex.org/I111428342","display_name":"Hitotsubashi University","ror":"https://ror.org/04jqj7p05","country_code":"JP","type":"education","lineage":["https://openalex.org/I111428342"]},{"id":"https://openalex.org/I4210086780","display_name":"Japan Science and Technology Agency","ror":"https://ror.org/00097mb19","country_code":"JP","type":"government","lineage":["https://openalex.org/I4210086780"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Toshihiro Yamada","raw_affiliation_strings":["Hitotsubashi University, 2-1, Naka, Kunitachi, Tokyo, Japan","Japan Science and Technology Agency (JST), 7, Gobancho, Chiyoda, Tokyo, Japan"],"affiliations":[{"raw_affiliation_string":"Hitotsubashi University, 2-1, Naka, Kunitachi, Tokyo, Japan","institution_ids":["https://openalex.org/I111428342"]},{"raw_affiliation_string":"Japan Science and Technology Agency (JST), 7, Gobancho, Chiyoda, Tokyo, Japan","institution_ids":["https://openalex.org/I4210086780"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5101803892"],"corresponding_institution_ids":["https://openalex.org/I111428342","https://openalex.org/I4210086780"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.4165,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.63890447,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"48","issue":"5","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9993000030517578,"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":0.9993000030517578,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9768999814987183,"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/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9740999937057495,"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/discretization","display_name":"Discretization","score":0.8040407299995422},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7972143292427063},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.7150469422340393},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.5540503859519958},{"id":"https://openalex.org/keywords/computational-science-and-engineering","display_name":"Computational Science and Engineering","score":0.5522567629814148},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5505797266960144},{"id":"https://openalex.org/keywords/approximation-error","display_name":"Approximation error","score":0.5253490805625916},{"id":"https://openalex.org/keywords/numerical-analysis","display_name":"Numerical analysis","score":0.47773024439811707},{"id":"https://openalex.org/keywords/probability-distribution","display_name":"Probability distribution","score":0.4492189586162567},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.4228008985519409},{"id":"https://openalex.org/keywords/numerical-approximation","display_name":"Numerical approximation","score":0.41594821214675903},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.3464469313621521},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1269119381904602}],"concepts":[{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.8040407299995422},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7972143292427063},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.7150469422340393},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.5540503859519958},{"id":"https://openalex.org/C68597687","wikidata":"https://www.wikidata.org/wiki/Q362601","display_name":"Computational Science and Engineering","level":2,"score":0.5522567629814148},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5505797266960144},{"id":"https://openalex.org/C122383733","wikidata":"https://www.wikidata.org/wiki/Q865920","display_name":"Approximation error","level":2,"score":0.5253490805625916},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.47773024439811707},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.4492189586162567},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4228008985519409},{"id":"https://openalex.org/C2986878899","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical approximation","level":3,"score":0.41594821214675903},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3464469313621521},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1269119381904602},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10444-022-09960-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10444-022-09960-4","pdf_url":null,"source":{"id":"https://openalex.org/S57050787","display_name":"Advances in Computational Mathematics","issn_l":"1019-7168","issn":["1019-7168","1572-9044"],"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":"Advances in Computational Mathematics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320314731","display_name":"UK Research and Innovation","ror":"https://ror.org/001aqnf71"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W52263754","https://openalex.org/W389732810","https://openalex.org/W1529305232","https://openalex.org/W1984865765","https://openalex.org/W1985377459","https://openalex.org/W2000293310","https://openalex.org/W2000698170","https://openalex.org/W2006752905","https://openalex.org/W2040191645","https://openalex.org/W2070388948","https://openalex.org/W2076738050","https://openalex.org/W2109544141","https://openalex.org/W2136191484","https://openalex.org/W2161444103","https://openalex.org/W2334095483","https://openalex.org/W2495559533","https://openalex.org/W2607399731","https://openalex.org/W2619876804","https://openalex.org/W2906421926","https://openalex.org/W2910596815","https://openalex.org/W2922568637","https://openalex.org/W2949549174","https://openalex.org/W2949774207","https://openalex.org/W3046357205","https://openalex.org/W3048129528","https://openalex.org/W3097797625","https://openalex.org/W3101933786","https://openalex.org/W3123247881","https://openalex.org/W3146942373","https://openalex.org/W4293510232"],"related_works":["https://openalex.org/W2166601248","https://openalex.org/W2084847783","https://openalex.org/W2911367846","https://openalex.org/W4226238329","https://openalex.org/W4361230184","https://openalex.org/W1965183657","https://openalex.org/W4281260897","https://openalex.org/W3170370106","https://openalex.org/W2082186803","https://openalex.org/W4289170043"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}