{"id":"https://openalex.org/W2010954367","doi":"https://doi.org/10.1007/s11222-006-9001-z","title":"Confidence bands for Brownian motion and applications to Monte Carlo simulation","display_name":"Confidence bands for Brownian motion and applications to Monte Carlo simulation","publication_year":2007,"publication_date":"2007-01-30","ids":{"openalex":"https://openalex.org/W2010954367","doi":"https://doi.org/10.1007/s11222-006-9001-z","mag":"2010954367"},"language":"en","primary_location":{"id":"doi:10.1007/s11222-006-9001-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11222-006-9001-z","pdf_url":null,"source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"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":"Statistics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://basepub.dauphine.fr/handle/123456789/6224","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5002806054","display_name":"Wilfrid S. Kendall","orcid":"https://orcid.org/0000-0001-9799-3480"},"institutions":[{"id":"https://openalex.org/I39555362","display_name":"University of Warwick","ror":"https://ror.org/01a77tt86","country_code":"GB","type":"education","lineage":["https://openalex.org/I39555362"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"W. S. Kendall","raw_affiliation_strings":["Department of Statistics, University of Warwick, Coventry, England"],"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Warwick, Coventry, England","institution_ids":["https://openalex.org/I39555362"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5033156491","display_name":"Jean\u2010Michel Marin","orcid":"https://orcid.org/0000-0001-7451-9719"},"institutions":[{"id":"https://openalex.org/I3019441195","display_name":"Laboratoire de Math\u00e9matiques d'Orsay","ror":"https://ror.org/03ab0zs98","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I277688954","https://openalex.org/I3019441195"]},{"id":"https://openalex.org/I1326498283","display_name":"Institut national de recherche en sciences et technologies du num\u00e9rique","ror":"https://ror.org/02kvxyf05","country_code":"FR","type":"government","lineage":["https://openalex.org/I1326498283"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"J.-M. Marin","raw_affiliation_strings":["Projet select,INRIAfuturs,Laboratoire de Math\u00e9matiques, Universit\u00e9 d\u2019Orsay (B\u00e2t. 425), 91405, Orsay, France"],"affiliations":[{"raw_affiliation_string":"Projet select,INRIAfuturs,Laboratoire de Math\u00e9matiques, Universit\u00e9 d\u2019Orsay (B\u00e2t. 425), 91405, Orsay, France","institution_ids":["https://openalex.org/I3019441195","https://openalex.org/I1326498283"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080652581","display_name":"Christian P. Robert","orcid":"https://orcid.org/0000-0001-6635-3261"},"institutions":[{"id":"https://openalex.org/I1339876250","display_name":"Institut National de la Statistique et des Etudes Economiques","ror":"https://ror.org/03v6yxf25","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1339876250"]},{"id":"https://openalex.org/I56435720","display_name":"Universit\u00e9 Paris Dauphine-PSL","ror":"https://ror.org/052bz7812","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580","https://openalex.org/I56435720"]},{"id":"https://openalex.org/I4210137396","display_name":"Centre de Recherche en \u00c9conomie et Statistique","ror":"https://ror.org/0449khs19","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I142476485","https://openalex.org/I4210108488","https://openalex.org/I4210108488","https://openalex.org/I4210137396","https://openalex.org/I4210145102","https://openalex.org/I4210145102","https://openalex.org/I4210150854","https://openalex.org/I84009706"]},{"id":"https://openalex.org/I171048554","display_name":"Centre de Recherche en Math\u00e9matiques de la D\u00e9cision","ror":"https://ror.org/03s0gj002","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I2746051580","https://openalex.org/I4210141950","https://openalex.org/I56435720"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"C. P. Robert","raw_affiliation_strings":["CEREMADE, Universit\u00e9 Paris Dauphine and CREST,INSEE, Paris, France"],"affiliations":[{"raw_affiliation_string":"CEREMADE, Universit\u00e9 Paris Dauphine and CREST,INSEE, Paris, France","institution_ids":["https://openalex.org/I56435720","https://openalex.org/I1339876250","https://openalex.org/I4210137396","https://openalex.org/I171048554"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5002806054"],"corresponding_institution_ids":["https://openalex.org/I39555362"],"apc_list":{"value":2090,"currency":"EUR","value_usd":2690},"apc_paid":null,"fwci":1.1756,"has_fulltext":false,"cited_by_count":20,"citation_normalized_percentile":{"value":0.80994002,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"17","issue":"1","first_page":"1","last_page":"10"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"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/T12404","display_name":"Mathematical Approximation and Integration","score":0.9940999746322632,"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/monte-carlo-method","display_name":"Monte Carlo method","score":0.6959788799285889},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.6853811144828796},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.6704862713813782},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.6074894666671753},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.567227840423584},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5150065422058105},{"id":"https://openalex.org/keywords/monte-carlo-molecular-modeling","display_name":"Monte Carlo molecular modeling","score":0.5062410235404968},{"id":"https://openalex.org/keywords/geometric-brownian-motion","display_name":"Geometric Brownian motion","score":0.494987428188324},{"id":"https://openalex.org/keywords/reflected-brownian-motion","display_name":"Reflected Brownian motion","score":0.4847638010978699},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.47887271642684937},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.44110560417175293},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.43953779339790344},{"id":"https://openalex.org/keywords/brownian-excursion","display_name":"Brownian excursion","score":0.43761342763900757},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.4369305372238159},{"id":"https://openalex.org/keywords/brownian-bridge","display_name":"Brownian bridge","score":0.415147066116333},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.29697155952453613},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.19475144147872925},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.13106459379196167},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.054030030965805054}],"concepts":[{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6959788799285889},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.6853811144828796},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.6704862713813782},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.6074894666671753},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.567227840423584},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5150065422058105},{"id":"https://openalex.org/C37669827","wikidata":"https://www.wikidata.org/wiki/Q6904703","display_name":"Monte Carlo molecular modeling","level":4,"score":0.5062410235404968},{"id":"https://openalex.org/C101615488","wikidata":"https://www.wikidata.org/wiki/Q1503307","display_name":"Geometric Brownian motion","level":4,"score":0.494987428188324},{"id":"https://openalex.org/C116779161","wikidata":"https://www.wikidata.org/wiki/Q7307228","display_name":"Reflected Brownian motion","level":5,"score":0.4847638010978699},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.47887271642684937},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.44110560417175293},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.43953779339790344},{"id":"https://openalex.org/C53920899","wikidata":"https://www.wikidata.org/wiki/Q4976524","display_name":"Brownian excursion","level":5,"score":0.43761342763900757},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.4369305372238159},{"id":"https://openalex.org/C78651780","wikidata":"https://www.wikidata.org/wiki/Q628309","display_name":"Brownian bridge","level":3,"score":0.415147066116333},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.29697155952453613},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.19475144147872925},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.13106459379196167},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.054030030965805054},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.0},{"id":"https://openalex.org/C3017618536","wikidata":"https://www.wikidata.org/wiki/Q304994","display_name":"Innovation diffusion","level":2,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s11222-006-9001-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11222-006-9001-z","pdf_url":null,"source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"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":"Statistics and Computing","raw_type":"journal-article"},{"id":"pmh:oai:wrap.warwick.ac.uk:32145","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306400665","display_name":"Warwick Research Archive Portal (University of Warwick)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I39555362","host_organization_name":"University of Warwick","host_organization_lineage":["https://openalex.org/I39555362"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"},{"id":"pmh:oai:basepub.dauphine.fr:123456789/6224","is_oa":true,"landing_page_url":"https://basepub.dauphine.fr/handle/123456789/6224","pdf_url":null,"source":{"id":"https://openalex.org/S4306401007","display_name":"Base Institutionnelle de Recherche de l'universit\u00e9 Paris-Dauphine (BIRD) (University Paris-Dauphine)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I102197404","host_organization_name":"Universit\u00e9 Paris-Sud","host_organization_lineage":["https://openalex.org/I102197404"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article accept\u00e9 pour publication ou publi\u00e9"}],"best_oa_location":{"id":"pmh:oai:basepub.dauphine.fr:123456789/6224","is_oa":true,"landing_page_url":"https://basepub.dauphine.fr/handle/123456789/6224","pdf_url":null,"source":{"id":"https://openalex.org/S4306401007","display_name":"Base Institutionnelle de Recherche de l'universit\u00e9 Paris-Dauphine (BIRD) (University Paris-Dauphine)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I102197404","host_organization_name":"Universit\u00e9 Paris-Sud","host_organization_lineage":["https://openalex.org/I102197404"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article accept\u00e9 pour publication ou publi\u00e9"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W130710483","https://openalex.org/W1509119367","https://openalex.org/W1545370368","https://openalex.org/W1976880943","https://openalex.org/W1977927939","https://openalex.org/W1985093013","https://openalex.org/W1996097431","https://openalex.org/W2013150990","https://openalex.org/W2017693984","https://openalex.org/W2036493905","https://openalex.org/W2046836163","https://openalex.org/W2056099894","https://openalex.org/W2068728923","https://openalex.org/W2075972171","https://openalex.org/W2082756680","https://openalex.org/W2091147204","https://openalex.org/W2106966080","https://openalex.org/W2110410763","https://openalex.org/W2314682596","https://openalex.org/W2325343629","https://openalex.org/W2491885446","https://openalex.org/W2751862591","https://openalex.org/W2802739963","https://openalex.org/W4231966718","https://openalex.org/W4238517626","https://openalex.org/W4292027175","https://openalex.org/W4292691288","https://openalex.org/W6811096299"],"related_works":["https://openalex.org/W2125865807","https://openalex.org/W1982823440","https://openalex.org/W4386755294","https://openalex.org/W4249668070","https://openalex.org/W1971465382","https://openalex.org/W2951563397","https://openalex.org/W1976991876","https://openalex.org/W2516567326","https://openalex.org/W4235302815","https://openalex.org/W1555736713"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":1},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":1}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
