{"id":"https://openalex.org/W3159071120","doi":"https://doi.org/10.1080/00207160.2021.1923013","title":"Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps","display_name":"Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps","publication_year":2021,"publication_date":"2021-04-29","ids":{"openalex":"https://openalex.org/W3159071120","doi":"https://doi.org/10.1080/00207160.2021.1923013","mag":"3159071120"},"language":"en","primary_location":{"id":"doi:10.1080/00207160.2021.1923013","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207160.2021.1923013","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/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, Henan, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Science, Henan University of Technology, Zhengzhou, Henan, People's Republic of China","institution_ids":["https://openalex.org/I36152291"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5110392947"],"corresponding_institution_ids":["https://openalex.org/I36152291"],"apc_list":null,"apc_paid":null,"fwci":0.4481,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.65564211,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"99","issue":"3","first_page":"520","last_page":"536"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"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":0.9995999932289124,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9805999994277954,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9661999940872192,"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/mathematics","display_name":"Mathematics","score":0.8770440816879272},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.5901269912719727},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5808194875717163},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.5691409111022949},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5477551221847534},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5092843770980835},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.41718754172325134},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.11824032664299011}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8770440816879272},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.5901269912719727},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5808194875717163},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.5691409111022949},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5477551221847534},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5092843770980835},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.41718754172325134},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11824032664299011},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","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},{"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/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/00207160.2021.1923013","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207160.2021.1923013","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":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W1499969990","https://openalex.org/W1568563398","https://openalex.org/W1602773783","https://openalex.org/W1969804920","https://openalex.org/W1976957819","https://openalex.org/W1990138941","https://openalex.org/W1993659833","https://openalex.org/W2020881484","https://openalex.org/W2041763130","https://openalex.org/W2042388195","https://openalex.org/W2054028274","https://openalex.org/W2058946199","https://openalex.org/W2088490853","https://openalex.org/W2089539503","https://openalex.org/W2096710166","https://openalex.org/W2129849411","https://openalex.org/W2139227432","https://openalex.org/W2502413221","https://openalex.org/W2522019820","https://openalex.org/W2734129096","https://openalex.org/W2806513737","https://openalex.org/W3105613362","https://openalex.org/W4300473623","https://openalex.org/W4300810540"],"related_works":["https://openalex.org/W1488915263","https://openalex.org/W2077799587","https://openalex.org/W2081706695","https://openalex.org/W2138098899","https://openalex.org/W1546343339","https://openalex.org/W2749866257","https://openalex.org/W2312435285","https://openalex.org/W2379968129","https://openalex.org/W1517908938","https://openalex.org/W2789172445"],"abstract_inverted_index":{"In":[0,31],"this":[1],"article":[2],"we":[3],"present":[4],"the":[5,11,58],"compensated":[6,33,49],"two-step":[7,34],"Maruyama":[8,35],"methods":[9,36],"for":[10],"stochastic":[12],"differential":[13],"equations":[14],"with":[15,48],"Poisson":[16],"jumps.":[17],"Mean-square":[18],"(M-S)":[19],"order":[20],"convergence":[21,60],"12":[22],"is":[23],"established":[24],"and":[25,61],"M-S":[26,44,59],"stability":[27,45,62],"analysis":[28],"are":[29,40,53,63],"displayed.":[30],"particular,":[32],"of":[37],"Adams":[38],"type":[39],"considered,":[41],"their":[42],"linear":[43],"regions":[46],"compared":[47],"Euler\u2013Maruyama":[50],"method":[51],"(EM)":[52],"plotted.":[54],"Numerical":[55],"results":[56],"show":[57],"given.":[64]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2022,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
