{"id":"https://openalex.org/W4401345594","doi":"https://doi.org/10.1007/s11075-024-01892-y","title":"Stochastic theta methods for random periodic solution of stochastic differential equations under non-globally Lipschitz conditions","display_name":"Stochastic theta methods for random periodic solution of stochastic differential equations under non-globally Lipschitz conditions","publication_year":2024,"publication_date":"2024-08-05","ids":{"openalex":"https://openalex.org/W4401345594","doi":"https://doi.org/10.1007/s11075-024-01892-y"},"language":"en","primary_location":{"id":"doi:10.1007/s11075-024-01892-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11075-024-01892-y","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/A5101773784","display_name":"Ziheng Chen","orcid":"https://orcid.org/0000-0001-9671-3977"},"institutions":[{"id":"https://openalex.org/I189210763","display_name":"Yunnan University","ror":"https://ror.org/0040axw97","country_code":"CN","type":"education","lineage":["https://openalex.org/I189210763"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ziheng Chen","raw_affiliation_strings":["School of Mathematics and Statistics, Yunnan University, Kunming, 650500, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Yunnan University, Kunming, 650500, China","institution_ids":["https://openalex.org/I189210763"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109759203","display_name":"Liangmin Cao","orcid":null},"institutions":[{"id":"https://openalex.org/I189210763","display_name":"Yunnan University","ror":"https://ror.org/0040axw97","country_code":"CN","type":"education","lineage":["https://openalex.org/I189210763"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Liangmin Cao","raw_affiliation_strings":["School of Mathematics and Statistics, Yunnan University, Kunming, 650500, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Yunnan University, Kunming, 650500, China","institution_ids":["https://openalex.org/I189210763"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5106460789","display_name":"Lin Chen","orcid":null},"institutions":[{"id":"https://openalex.org/I59649739","display_name":"Jiangxi University of Finance and Economics","ror":"https://ror.org/03efmyj29","country_code":"CN","type":"education","lineage":["https://openalex.org/I59649739"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Lin Chen","raw_affiliation_strings":["School of Statistics and Data Science, Jiangxi University of Finance and Economics, Nanchang, 330013, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Statistics and Data Science, Jiangxi University of Finance and Economics, Nanchang, 330013, China","institution_ids":["https://openalex.org/I59649739"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5106460789"],"corresponding_institution_ids":["https://openalex.org/I59649739"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.5348,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.83347573,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":"99","issue":"2","first_page":"651","last_page":"681"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9926999807357788,"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":0.9926999807357788,"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":0.9708999991416931,"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"}},{"id":"https://openalex.org/T12727","display_name":"Differential Equations and Numerical Methods","score":0.9621999859809875,"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":0.8480350971221924},{"id":"https://openalex.org/keywords/lipschitz-continuity","display_name":"Lipschitz continuity","score":0.8269398212432861},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6640745401382446},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.593976616859436},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4850870668888092},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.4360746145248413},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.4163810610771179},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.33966225385665894}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8480350971221924},{"id":"https://openalex.org/C22324862","wikidata":"https://www.wikidata.org/wiki/Q652707","display_name":"Lipschitz continuity","level":2,"score":0.8269398212432861},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6640745401382446},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.593976616859436},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4850870668888092},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.4360746145248413},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.4163810610771179},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.33966225385665894},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11075-024-01892-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11075-024-01892-y","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/G1223208052","display_name":null,"funder_award_id":"11961029","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G2811826174","display_name":null,"funder_award_id":"12201552","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W1494628843","https://openalex.org/W1621950790","https://openalex.org/W1946723472","https://openalex.org/W1978275259","https://openalex.org/W1981041832","https://openalex.org/W2006012599","https://openalex.org/W2041099100","https://openalex.org/W2044043716","https://openalex.org/W2050939130","https://openalex.org/W2137606648","https://openalex.org/W2205741027","https://openalex.org/W2235503675","https://openalex.org/W2287988740","https://openalex.org/W2951662467","https://openalex.org/W2952838789","https://openalex.org/W2962739985","https://openalex.org/W2962818177","https://openalex.org/W3007710073","https://openalex.org/W3081597225","https://openalex.org/W3098452131","https://openalex.org/W3100051090","https://openalex.org/W3101256565","https://openalex.org/W3102120605","https://openalex.org/W3122662177","https://openalex.org/W3124749042","https://openalex.org/W4206627649","https://openalex.org/W4231021340","https://openalex.org/W4280589649","https://openalex.org/W6601067093","https://openalex.org/W6605506883"],"related_works":["https://openalex.org/W2570224107","https://openalex.org/W620239920","https://openalex.org/W109055908","https://openalex.org/W2060658157","https://openalex.org/W2734530159","https://openalex.org/W1546584948","https://openalex.org/W2972896374","https://openalex.org/W4237379163","https://openalex.org/W2164842548","https://openalex.org/W2085400897"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2}],"updated_date":"2026-05-05T08:41:31.759640","created_date":"2025-10-10T00:00:00"}
