{"id":"https://openalex.org/W3009284318","doi":"https://doi.org/10.1080/00207160.2020.1737861","title":"A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions","display_name":"A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions","publication_year":2020,"publication_date":"2020-03-03","ids":{"openalex":"https://openalex.org/W3009284318","doi":"https://doi.org/10.1080/00207160.2020.1737861","mag":"3009284318"},"language":"en","primary_location":{"id":"doi:10.1080/00207160.2020.1737861","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207160.2020.1737861","pdf_url":null,"source":{"id":"https://openalex.org/S124867444","display_name":"International Journal of Computer Mathematics","issn_l":"0020-7160","issn":["0020-7160","1026-7425","1029-0265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Computer 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/A5047902002","display_name":"Li Tan","orcid":"https://orcid.org/0000-0002-1868-7707"},"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":false,"raw_author_name":"Li Tan","raw_affiliation_strings":["Research Center of Applied Statistics, Jiangxi University of Finance and Economics, Nanchang, China","School of Statistics, Jiangxi University of Finance and Economics, Nanchang, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research Center of Applied Statistics, Jiangxi University of Finance and Economics, Nanchang, China","institution_ids":["https://openalex.org/I59649739"]},{"raw_affiliation_string":"School of Statistics, Jiangxi University of Finance and Economics, Nanchang, China","institution_ids":["https://openalex.org/I59649739"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100400931","display_name":"Chenggui Yuan","orcid":"https://orcid.org/0000-0003-0486-5450"},"institutions":[{"id":"https://openalex.org/I39586589","display_name":"Swansea University","ror":"https://ror.org/053fq8t95","country_code":"GB","type":"education","lineage":["https://openalex.org/I39586589"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Chenggui Yuan","raw_affiliation_strings":["Department of Mathematics, Swansea University, Swansea, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Swansea University, Swansea, UK","institution_ids":["https://openalex.org/I39586589"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5100400931"],"corresponding_institution_ids":["https://openalex.org/I39586589"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.0370517,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"98","issue":"2","first_page":"238","last_page":"251"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"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":0.9994999766349792,"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/T12727","display_name":"Differential Equations and Numerical Methods","score":0.9692000150680542,"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"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.963699996471405,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/lipschitz-continuity","display_name":"Lipschitz continuity","score":0.9247838854789734},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.882574200630188},{"id":"https://openalex.org/keywords/uniqueness","display_name":"Uniqueness","score":0.8687707185745239},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.7571566104888916},{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.5881214737892151},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5873242020606995},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5717465281486511},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.44293367862701416}],"concepts":[{"id":"https://openalex.org/C22324862","wikidata":"https://www.wikidata.org/wiki/Q652707","display_name":"Lipschitz continuity","level":2,"score":0.9247838854789734},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.882574200630188},{"id":"https://openalex.org/C2777021972","wikidata":"https://www.wikidata.org/wiki/Q22976830","display_name":"Uniqueness","level":2,"score":0.8687707185745239},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.7571566104888916},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.5881214737892151},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5873242020606995},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5717465281486511},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.44293367862701416},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"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:10.1080/00207160.2020.1737861","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207160.2020.1737861","pdf_url":null,"source":{"id":"https://openalex.org/S124867444","display_name":"International Journal of Computer Mathematics","issn_l":"0020-7160","issn":["0020-7160","1026-7425","1029-0265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Computer Mathematics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1375894256","display_name":null,"funder_award_id":"GJJ150444","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G1975186957","display_name":"\u653f\u5e9c\u4e3b\u5bfc\u578b\u7684\u519c\u6751\u6276\u8d2b\u6548\u7387\u4e0e\u653f\u7b56\u8c03\u63a7\u7814\u7a76\u2014\u2014\u4ee5\u8d63\u5357\u82cf\u533a\u4e3a\u4f8b","funder_award_id":"71563014","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G2506999296","display_name":"\u6709\u96502-\u6d4b\u5730\u7ebf\u4f20\u9012\u56fe\u4e2d\u82e5\u5e72\u95ee\u9898\u7684\u7814\u7a76","funder_award_id":"11661039","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4101367659","display_name":null,"funder_award_id":"20181BAB201005","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4462257111","display_name":null,"funder_award_id":"20192ACBL21007","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5522673067","display_name":"\u9646\u8fd0\u8d27\u7269\u88c5\u8f7d\u5e03\u5c40\u7406\u8bba\u4e0e\u65b9\u6cd5\u7814\u7a76","funder_award_id":"71371193","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6004246808","display_name":null,"funder_award_id":"2018ACB21001","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8829871456","display_name":"\u5e26\u8df3\u7684\u5e73\u5747\u573a\u6cdb\u51fd\u968f\u673a\u5fae\u5206\u65b9\u7a0b\u7406\u8bba\u53ca\u5e94\u7528\u7814\u7a76","funder_award_id":"11561027","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":24,"referenced_works":["https://openalex.org/W1585178936","https://openalex.org/W1621950790","https://openalex.org/W1946723472","https://openalex.org/W1978275259","https://openalex.org/W1981041832","https://openalex.org/W2049553322","https://openalex.org/W2070845660","https://openalex.org/W2078703821","https://openalex.org/W2091019696","https://openalex.org/W2095272332","https://openalex.org/W2104482562","https://openalex.org/W2105277645","https://openalex.org/W2168111113","https://openalex.org/W2276710745","https://openalex.org/W2328265908","https://openalex.org/W2483461032","https://openalex.org/W2765081439","https://openalex.org/W2765548013","https://openalex.org/W2951662467","https://openalex.org/W2963394501","https://openalex.org/W3101256565","https://openalex.org/W3105428761","https://openalex.org/W3124749042","https://openalex.org/W4231021340"],"related_works":["https://openalex.org/W571281153","https://openalex.org/W2949403936","https://openalex.org/W3023806604","https://openalex.org/W2952139525","https://openalex.org/W4301247218","https://openalex.org/W2129818458","https://openalex.org/W2037140903","https://openalex.org/W2964120842","https://openalex.org/W4377938812","https://openalex.org/W2570224107"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3],"aim":[4],"to":[5,52],"study":[6],"strong":[7,46],"convergence":[8,47],"of":[9,27,48],"theta-EM":[10,28,41],"scheme":[11,42],"for":[12],"stochastic":[13],"differential":[14],"equations":[15],"under":[16,33],"a":[17,39],"local":[18,35],"one-sided":[19,36],"Lipschitz":[20,37],"condition.":[21],"Since":[22],"the":[23,34,49,53],"existence":[24],"and":[25,45],"uniqueness":[26],"solution":[29,51,55],"cannot":[30],"be":[31],"guaranteed":[32],"condition,":[38],"modified":[40],"is":[43,56],"proposed,":[44],"numerical":[50],"exact":[54],"given.":[57]},"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}