{"id":"https://openalex.org/W7163694975","doi":"https://doi.org/10.1016/j.cam.2026.117862","title":"A new numerical scheme for stochastic control problems of jump-diffusion equations by means of Runge-Kutta method","display_name":"A new numerical scheme for stochastic control problems of jump-diffusion equations by means of Runge-Kutta method","publication_year":2026,"publication_date":"2026-06-05","ids":{"openalex":"https://openalex.org/W7163694975","doi":"https://doi.org/10.1016/j.cam.2026.117862"},"language":"en","primary_location":{"id":"doi:10.1016/j.cam.2026.117862","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.cam.2026.117862","pdf_url":null,"source":{"id":"https://openalex.org/S165473669","display_name":"Journal of Computational and Applied Mathematics","issn_l":"0377-0427","issn":["0377-0427","1879-1778"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of 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/A5073813997","display_name":"Derya Alt\u0131ntan","orcid":"https://orcid.org/0000-0003-3497-7760"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Derya Alt\u0131ntan","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5137938920","display_name":"Elif AYDIN","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Elif Ayd\u0131n","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5137946576","display_name":"Fikriye YILMAZ","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Fikriye Y\u0131lmaz","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5050489285","display_name":"B\u00fc\u015fra Zeynep Temo\u00e7in","orcid":null},"institutions":[{"id":"https://openalex.org/I155660961","display_name":"University of Turku","ror":"https://ror.org/05vghhr25","country_code":"FI","type":"education","lineage":["https://openalex.org/I155660961"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"B\u00fc\u015fra Zeynep Temo\u00e7i\u0307n","raw_affiliation_strings":["Department of Mathematics, Institute of Applied Mathematics, METU, Ankara, T\u00fcrkiye"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Institute of Applied Mathematics, METU, Ankara, T\u00fcrkiye","institution_ids":["https://openalex.org/I155660961"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3040,"currency":"USD","value_usd":3040},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.72921738,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"489","issue":null,"first_page":"117862","last_page":"117862"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.28349998593330383,"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":0.28349998593330383,"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/T10339","display_name":"Advanced Numerical Methods in Computational Mathematics","score":0.11729999631643295,"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/T12727","display_name":"Differential Equations and Numerical Methods","score":0.08590000122785568,"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/scheme","display_name":"Scheme (mathematics)","score":0.5835000276565552},{"id":"https://openalex.org/keywords/numerical-analysis","display_name":"Numerical analysis","score":0.5085999965667725},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.3831000030040741},{"id":"https://openalex.org/keywords/numerical-approximation","display_name":"Numerical approximation","score":0.3580000102519989},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.33309999108314514},{"id":"https://openalex.org/keywords/finite-difference-scheme","display_name":"Finite difference scheme","score":0.33009999990463257},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.31790000200271606}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8622000217437744},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.5835000276565552},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5346999764442444},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.5085999965667725},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.3831000030040741},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3723999857902527},{"id":"https://openalex.org/C2986878899","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical approximation","level":3,"score":0.3580000102519989},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.33309999108314514},{"id":"https://openalex.org/C2988766672","wikidata":"https://www.wikidata.org/wiki/Q1147751","display_name":"Finite difference scheme","level":2,"score":0.33009999990463257},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.31790000200271606},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.2799000144004822},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.26969999074935913},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.26660001277923584},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.26589998602867126},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.26440000534057617},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2635999917984009},{"id":"https://openalex.org/C176321772","wikidata":"https://www.wikidata.org/wiki/Q1430640","display_name":"Numerical stability","level":3,"score":0.2549999952316284}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.cam.2026.117862","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.cam.2026.117862","pdf_url":null,"source":{"id":"https://openalex.org/S165473669","display_name":"Journal of Computational and Applied Mathematics","issn_l":"0377-0427","issn":["0377-0427","1879-1778"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computational and Applied Mathematics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320322626","display_name":"T\u00fcrkiye Bilimsel ve Teknolojik Ara\u015ft\u0131rma Kurumu","ror":"https://ror.org/04w9kkr77"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W1969387947","https://openalex.org/W2019570835","https://openalex.org/W2086139156","https://openalex.org/W2151065060","https://openalex.org/W2968450767","https://openalex.org/W3041081265","https://openalex.org/W3122167020","https://openalex.org/W3123321876","https://openalex.org/W3132715927","https://openalex.org/W3149397915","https://openalex.org/W4377943734","https://openalex.org/W4383506070","https://openalex.org/W4385754146","https://openalex.org/W4386102066","https://openalex.org/W4388975809","https://openalex.org/W4391197647","https://openalex.org/W4393099777","https://openalex.org/W4399107862","https://openalex.org/W4400658467","https://openalex.org/W4400741591","https://openalex.org/W4403244321","https://openalex.org/W4404059113","https://openalex.org/W4405694999"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-06-11T06:19:23.411458","created_date":"2026-06-06T00:00:00"}