{"id":"https://openalex.org/W4220997335","doi":"https://doi.org/10.1007/s40314-022-01824-3","title":"Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps","display_name":"Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps","publication_year":2022,"publication_date":"2022-04-01","ids":{"openalex":"https://openalex.org/W4220997335","doi":"https://doi.org/10.1007/s40314-022-01824-3"},"language":"en","primary_location":{"id":"doi:10.1007/s40314-022-01824-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s40314-022-01824-3","pdf_url":null,"source":{"id":"https://openalex.org/S4210195884","display_name":"Computational and Applied Mathematics","issn_l":"0101-8205","issn":["0101-8205","1807-0302","2238-3603"],"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":"Computational and Applied 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/A5110392947","display_name":"Quanwei Ren","orcid":null},"institutions":[{"id":"https://openalex.org/I36152291","display_name":"Henan University of Technology","ror":"https://ror.org/05sbgwt55","country_code":"CN","type":"education","lineage":["https://openalex.org/I36152291"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Quanwei Ren","raw_affiliation_strings":["College of Science, Henan University of Technology, Zhengzhou, 450001, Henan, People\u2019s Republic of China","College of Science, Henan University of Technology, Zhengzhou, 450001, Henan, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Science, Henan University of Technology, Zhengzhou, 450001, Henan, People\u2019s Republic of China","institution_ids":["https://openalex.org/I36152291"]},{"raw_affiliation_string":"College of Science, Henan University of Technology, Zhengzhou, 450001, Henan, People's Republic of China","institution_ids":["https://openalex.org/I36152291"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100828217","display_name":"Hongjiong Tian","orcid":null},"institutions":[{"id":"https://openalex.org/I113940042","display_name":"Shanghai University","ror":"https://ror.org/006teas31","country_code":"CN","type":"education","lineage":["https://openalex.org/I113940042"]},{"id":"https://openalex.org/I21945476","display_name":"Shanghai Normal University","ror":"https://ror.org/01cxqmw89","country_code":"CN","type":"education","lineage":["https://openalex.org/I21945476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hongjiong Tian","raw_affiliation_strings":["Department of Mathematics, Shanghai Normal University, 100 Guilin Road, Shanghai, 200234, People\u2019s Republic of China","Scientific Computing Key Laboratory of Shanghai Universities, 100 Guilin Road, Shanghai, 200234, People\u2019s Republic of China","Department of Mathematics, Shanghai Normal University, 100 Guilin Road, Shanghai, 200234, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Shanghai Normal University, 100 Guilin Road, Shanghai, 200234, People\u2019s Republic of China","institution_ids":["https://openalex.org/I21945476"]},{"raw_affiliation_string":"Scientific Computing Key Laboratory of Shanghai Universities, 100 Guilin Road, Shanghai, 200234, People\u2019s Republic of China","institution_ids":["https://openalex.org/I113940042"]},{"raw_affiliation_string":"Department of Mathematics, Shanghai Normal University, 100 Guilin Road, Shanghai, 200234, People's Republic of China","institution_ids":["https://openalex.org/I21945476"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5110392947"],"corresponding_institution_ids":["https://openalex.org/I36152291"],"apc_list":{"value":3090,"currency":"USD","value_usd":3090},"apc_paid":null,"fwci":0.5831,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.65768378,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"41","issue":"3","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":0.9997000098228455,"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":0.9997000098228455,"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/T10136","display_name":"Statistical Methods and Inference","score":0.965399980545044,"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/T10632","display_name":"Housing Market and Economics","score":0.9487000107765198,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8560782670974731},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.6452126502990723},{"id":"https://openalex.org/keywords/mean-square","display_name":"Mean square","score":0.6247559785842896},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.5845023393630981},{"id":"https://openalex.org/keywords/square","display_name":"Square (algebra)","score":0.5686078667640686},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.5645195841789246},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5421804189682007},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.43385380506515503},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.3572635054588318},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.10332244634628296},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.065530925989151},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.048044413328170776}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8560782670974731},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.6452126502990723},{"id":"https://openalex.org/C2988709989","wikidata":"https://www.wikidata.org/wiki/Q85784623","display_name":"Mean square","level":2,"score":0.6247559785842896},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.5845023393630981},{"id":"https://openalex.org/C135692309","wikidata":"https://www.wikidata.org/wiki/Q111124","display_name":"Square (algebra)","level":2,"score":0.5686078667640686},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.5645195841789246},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5421804189682007},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.43385380506515503},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3572635054588318},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.10332244634628296},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.065530925989151},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.048044413328170776},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s40314-022-01824-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s40314-022-01824-3","pdf_url":null,"source":{"id":"https://openalex.org/S4210195884","display_name":"Computational and Applied Mathematics","issn_l":"0101-8205","issn":["0101-8205","1807-0302","2238-3603"],"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":"Computational and Applied Mathematics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1052515073","display_name":null,"funder_award_id":"11801146","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G1942198446","display_name":null,"funder_award_id":"11671266","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5088712678","display_name":null,"funder_award_id":"11871343","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":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1503185336","https://openalex.org/W1568563398","https://openalex.org/W2020881484","https://openalex.org/W2041763130","https://openalex.org/W2042388195","https://openalex.org/W2054028274","https://openalex.org/W2129849411","https://openalex.org/W2153162377","https://openalex.org/W2502413221","https://openalex.org/W2522019820","https://openalex.org/W2734129096","https://openalex.org/W2806513737","https://openalex.org/W2973660074","https://openalex.org/W3159071120","https://openalex.org/W4300473623"],"related_works":["https://openalex.org/W3102623159","https://openalex.org/W1488915263","https://openalex.org/W2077799587","https://openalex.org/W2081706695","https://openalex.org/W2366911843","https://openalex.org/W2138098899","https://openalex.org/W2350577681","https://openalex.org/W2808650567","https://openalex.org/W2370813211","https://openalex.org/W2902606351"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
