{"id":"https://openalex.org/W2911214857","doi":"https://doi.org/10.1007/s11075-019-00661-6","title":"Divergence of the backward Euler method for ordinary stochastic differential equations","display_name":"Divergence of the backward Euler method for ordinary stochastic differential equations","publication_year":2019,"publication_date":"2019-01-11","ids":{"openalex":"https://openalex.org/W2911214857","doi":"https://doi.org/10.1007/s11075-019-00661-6","mag":"2911214857"},"language":"en","primary_location":{"id":"doi:10.1007/s11075-019-00661-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11075-019-00661-6","pdf_url":null,"source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"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":"Numerical Algorithms","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/A5022155844","display_name":"Marija Milo\u0161evi\u0107","orcid":"https://orcid.org/0000-0002-5399-3320"},"institutions":[{"id":"https://openalex.org/I152518017","display_name":"University of Nis","ror":"https://ror.org/00965bg92","country_code":"RS","type":"education","lineage":["https://openalex.org/I152518017"]}],"countries":["RS"],"is_corresponding":true,"raw_author_name":"Marija Milo\u0161evi\u0107","raw_affiliation_strings":["Faculty of Science and Mathematics, University of Ni\u0161, Vi\u0161egradska 33, 18000, Ni\u0161, Serbia"],"affiliations":[{"raw_affiliation_string":"Faculty of Science and Mathematics, University of Ni\u0161, Vi\u0161egradska 33, 18000, Ni\u0161, Serbia","institution_ids":["https://openalex.org/I152518017"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5022155844"],"corresponding_institution_ids":["https://openalex.org/I152518017"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.5711,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.69577892,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"82","issue":"4","first_page":"1395","last_page":"1407"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998999834060669,"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":0.9998999834060669,"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/T10360","display_name":"Fluid Dynamics and Turbulent Flows","score":0.9937999844551086,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9847999811172485,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8695231676101685},{"id":"https://openalex.org/keywords/divergence","display_name":"Divergence (linguistics)","score":0.7993848323822021},{"id":"https://openalex.org/keywords/backward-euler-method","display_name":"Backward Euler method","score":0.6128652691841125},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.60792076587677},{"id":"https://openalex.org/keywords/euler-method","display_name":"Euler method","score":0.5557300448417664},{"id":"https://openalex.org/keywords/ordinary-differential-equation","display_name":"Ordinary differential equation","score":0.5345617532730103},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.5256037712097168},{"id":"https://openalex.org/keywords/eulers-formula","display_name":"Euler's formula","score":0.5244196653366089},{"id":"https://openalex.org/keywords/backward-differentiation-formula","display_name":"Backward differentiation formula","score":0.4717824161052704},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4582675099372864},{"id":"https://openalex.org/keywords/euler-equations","display_name":"Euler equations","score":0.4555529057979584},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.45102566480636597},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.39062952995300293},{"id":"https://openalex.org/keywords/differential-algebraic-equation","display_name":"Differential algebraic equation","score":0.24129816889762878},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.10748028755187988}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8695231676101685},{"id":"https://openalex.org/C207390915","wikidata":"https://www.wikidata.org/wiki/Q1230525","display_name":"Divergence (linguistics)","level":2,"score":0.7993848323822021},{"id":"https://openalex.org/C768646","wikidata":"https://www.wikidata.org/wiki/Q2736820","display_name":"Backward Euler method","level":3,"score":0.6128652691841125},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.60792076587677},{"id":"https://openalex.org/C75380026","wikidata":"https://www.wikidata.org/wiki/Q868454","display_name":"Euler method","level":3,"score":0.5557300448417664},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.5345617532730103},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.5256037712097168},{"id":"https://openalex.org/C62884695","wikidata":"https://www.wikidata.org/wiki/Q184871","display_name":"Euler's formula","level":2,"score":0.5244196653366089},{"id":"https://openalex.org/C152522140","wikidata":"https://www.wikidata.org/wiki/Q795746","display_name":"Backward differentiation formula","level":5,"score":0.4717824161052704},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4582675099372864},{"id":"https://openalex.org/C38409319","wikidata":"https://www.wikidata.org/wiki/Q375175","display_name":"Euler equations","level":2,"score":0.4555529057979584},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.45102566480636597},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.39062952995300293},{"id":"https://openalex.org/C186219872","wikidata":"https://www.wikidata.org/wiki/Q955889","display_name":"Differential algebraic equation","level":4,"score":0.24129816889762878},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.10748028755187988},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11075-019-00661-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11075-019-00661-6","pdf_url":null,"source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"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":"Numerical Algorithms","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2383594216","display_name":null,"funder_award_id":"174007","funder_id":"https://openalex.org/F4320322729","funder_display_name":"Ministarstvo Prosvete, Nauke i Tehnolo\u0161kog Razvoja"}],"funders":[{"id":"https://openalex.org/F4320322729","display_name":"Ministarstvo Prosvete, Nauke i Tehnolo\u0161kog Razvoja","ror":"https://ror.org/01znas443"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W194549626","https://openalex.org/W1275718198","https://openalex.org/W1969497435","https://openalex.org/W1978275259","https://openalex.org/W1983452151","https://openalex.org/W1986291802","https://openalex.org/W2003530131","https://openalex.org/W2003795066","https://openalex.org/W2034538808","https://openalex.org/W2070845660","https://openalex.org/W2088070062","https://openalex.org/W2095644750","https://openalex.org/W2104049095","https://openalex.org/W2104659821","https://openalex.org/W2137519698","https://openalex.org/W2900812847","https://openalex.org/W2951662467","https://openalex.org/W3013068944","https://openalex.org/W3101471540","https://openalex.org/W3124749042","https://openalex.org/W4231021340"],"related_works":["https://openalex.org/W2009711572","https://openalex.org/W2365810470","https://openalex.org/W2131733331","https://openalex.org/W2134248673","https://openalex.org/W1674877062","https://openalex.org/W1981367860","https://openalex.org/W2065785067","https://openalex.org/W2340807170","https://openalex.org/W2094035517","https://openalex.org/W2039043967"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}