{"id":"https://openalex.org/W4410802926","doi":"https://doi.org/10.1137/25m177463x","title":"A Deep Solver for Backward Stochastic Volterra Integral Equations","display_name":"A Deep Solver for Backward Stochastic Volterra Integral Equations","publication_year":2025,"publication_date":"2025-01-01","ids":{"openalex":"https://openalex.org/W4410802926","doi":"https://doi.org/10.1137/25m177463x"},"language":"en","primary_location":{"id":"doi:10.1137/25m177463x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/25m177463x","pdf_url":null,"source":{"id":"https://openalex.org/S165512578","display_name":"SIAM Journal on Scientific Computing","issn_l":"1064-8275","issn":["1064-8275","1095-7197"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Scientific Computing","raw_type":"journal-article"},"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.5268576","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5040100633","display_name":"Kristoffer Andersson","orcid":"https://orcid.org/0000-0001-7186-4840"},"institutions":[{"id":"https://openalex.org/I119439378","display_name":"University of Verona","ror":"https://ror.org/039bp8j42","country_code":"IT","type":"education","lineage":["https://openalex.org/I119439378"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Kristoffer Andersson","raw_affiliation_strings":["Department of Economics, Universit\u00e0 degli Studi di Verona, Verona 37129, Italy"],"raw_orcid":"https://orcid.org/0000-0001-7186-4840","affiliations":[{"raw_affiliation_string":"Department of Economics, Universit\u00e0 degli Studi di Verona, Verona 37129, Italy","institution_ids":[]}]},{"author_position":"middle","author":{"id":null,"display_name":"Alessandro Gnoatto","orcid":"https://orcid.org/0000-0002-2119-7792"},"institutions":[{"id":"https://openalex.org/I45129253","display_name":"University College London","ror":"https://ror.org/02jx3x895","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I45129253"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Alessandro Gnoatto","raw_affiliation_strings":["Department of Economics, Universit\u00e0 degli Studi di Verona, Verona 37129, Italy"],"raw_orcid":"https://orcid.org/0000-0002-2119-7792","affiliations":[{"raw_affiliation_string":"Department of Economics, Universit\u00e0 degli Studi di Verona, Verona 37129, Italy","institution_ids":[]}]},{"author_position":"last","author":{"id":null,"display_name":"Camilo Andr\u00e9s Garc\u00eda Trillos","orcid":"https://orcid.org/0000-0003-2656-0826"},"institutions":[{"id":"https://openalex.org/I119439378","display_name":"University of Verona","ror":"https://ror.org/039bp8j42","country_code":"IT","type":"education","lineage":["https://openalex.org/I119439378"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Camilo Andr\u00e9s Garc\u00eda Trillos","raw_affiliation_strings":["Department of Mathematics, University College London, London WC1E 6BT, UK"],"raw_orcid":"https://orcid.org/0000-0003-2656-0826","affiliations":[{"raw_affiliation_string":"Department of Mathematics, University College London, London WC1E 6BT, UK","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.8186,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.86851839,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":"48","issue":"2","first_page":"C359","last_page":"C384"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11205","display_name":"Numerical methods in inverse problems","score":0.9283999800682068,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"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/T11205","display_name":"Numerical methods in inverse problems","score":0.9283999800682068,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9104999899864197,"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/volterra-integral-equation","display_name":"Volterra integral equation","score":0.786457896232605},{"id":"https://openalex.org/keywords/solver","display_name":"Solver","score":0.7056528925895691},{"id":"https://openalex.org/keywords/volterra-equations","display_name":"Volterra equations","score":0.5233725309371948},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4880470037460327},{"id":"https://openalex.org/keywords/integral-equation","display_name":"Integral equation","score":0.4658798575401306},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.44885608553886414},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.36618679761886597},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.30019593238830566},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.24796894192695618},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.11908191442489624},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.11023718118667603}],"concepts":[{"id":"https://openalex.org/C21965488","wikidata":"https://www.wikidata.org/wiki/Q2632613","display_name":"Volterra integral equation","level":3,"score":0.786457896232605},{"id":"https://openalex.org/C2778770139","wikidata":"https://www.wikidata.org/wiki/Q1966904","display_name":"Solver","level":2,"score":0.7056528925895691},{"id":"https://openalex.org/C2983756050","wikidata":"https://www.wikidata.org/wiki/Q150052","display_name":"Volterra equations","level":3,"score":0.5233725309371948},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4880470037460327},{"id":"https://openalex.org/C27016315","wikidata":"https://www.wikidata.org/wiki/Q580101","display_name":"Integral equation","level":2,"score":0.4658798575401306},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.44885608553886414},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.36618679761886597},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.30019593238830566},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.24796894192695618},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.11908191442489624},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.11023718118667603},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1137/25m177463x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/25m177463x","pdf_url":null,"source":{"id":"https://openalex.org/S165512578","display_name":"SIAM Journal on Scientific Computing","issn_l":"1064-8275","issn":["1064-8275","1095-7197"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Scientific Computing","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.5268576","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.5268576","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:RePEc:arx:papers:2505.18297","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"}],"best_oa_location":{"id":"doi:10.2139/ssrn.5268576","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.5268576","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G3656314139","display_name":null,"funder_award_id":"RIBA2022","funder_id":"https://openalex.org/F4320320282","funder_display_name":"Royal Institute of British Architects"}],"funders":[{"id":"https://openalex.org/F4320320282","display_name":"Royal Institute of British Architects","ror":"https://ror.org/00bma2332"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2082102072","https://openalex.org/W2517687681","https://openalex.org/W2118560105","https://openalex.org/W2358959122","https://openalex.org/W4401089097","https://openalex.org/W4249149186","https://openalex.org/W4225984655","https://openalex.org/W2031624200","https://openalex.org/W1541040149","https://openalex.org/W1539637428"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-06-20T22:02:38.213706","created_date":"2025-10-10T00:00:00"}
