{"id":"https://openalex.org/W2150582039","doi":"https://doi.org/10.1155/2012/675781","title":"Numerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non\u2010Lipschitz Coefficients","display_name":"Numerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non\u2010Lipschitz Coefficients","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W2150582039","doi":"https://doi.org/10.1155/2012/675781","mag":"2150582039"},"language":"en","primary_location":{"id":"doi:10.1155/2012/675781","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/675781","pdf_url":"https://downloads.hindawi.com/journals/jam/2012/675781.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/jam/2012/675781.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5075481578","display_name":"Hui Yu","orcid":"https://orcid.org/0000-0001-8962-5856"},"institutions":[{"id":"https://openalex.org/I204983213","display_name":"Harbin Institute of Technology","ror":"https://ror.org/01yqg2h08","country_code":"CN","type":"education","lineage":["https://openalex.org/I204983213"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hui Yu","raw_affiliation_strings":["Department of Mathematics, Harbin Institute of Technology, Harbin 150001, China","Department of Mathematics, Harbin Institute of Technology, Harbin 150001"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Harbin Institute of Technology, Harbin 150001, China","institution_ids":["https://openalex.org/I204983213"]},{"raw_affiliation_string":"Department of Mathematics, Harbin Institute of Technology, Harbin 150001","institution_ids":["https://openalex.org/I204983213"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5040187407","display_name":"Minghui Song","orcid":"https://orcid.org/0000-0002-0570-0124"},"institutions":[{"id":"https://openalex.org/I204983213","display_name":"Harbin Institute of Technology","ror":"https://ror.org/01yqg2h08","country_code":"CN","type":"education","lineage":["https://openalex.org/I204983213"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Minghui Song","raw_affiliation_strings":["Department of Mathematics, Harbin Institute of Technology, Harbin 150001, China","Department of Mathematics, Harbin Institute of Technology, Harbin 150001"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Harbin Institute of Technology, Harbin 150001, China","institution_ids":["https://openalex.org/I204983213"]},{"raw_affiliation_string":"Department of Mathematics, Harbin Institute of Technology, Harbin 150001","institution_ids":["https://openalex.org/I204983213"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5040187407"],"corresponding_institution_ids":["https://openalex.org/I204983213"],"apc_list":{"value":1025,"currency":"USD","value_usd":1025},"apc_paid":{"value":1025,"currency":"USD","value_usd":1025},"fwci":0.0,"has_fulltext":true,"cited_by_count":2,"citation_normalized_percentile":{"value":0.21900584,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"2012","issue":"1","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":0.9994999766349792,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9736999869346619,"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":0.9631999731063843,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/lipschitz-continuity","display_name":"Lipschitz continuity","score":0.8794242143630981},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.783929169178009},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6940262913703918},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.6431704163551331},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.6266595721244812},{"id":"https://openalex.org/keywords/euler-method","display_name":"Euler method","score":0.5806056261062622},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5261508822441101},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.4813597798347473},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.4749046564102173},{"id":"https://openalex.org/keywords/eulers-formula","display_name":"Euler's formula","score":0.46678221225738525},{"id":"https://openalex.org/keywords/cover","display_name":"Cover (algebra)","score":0.4133206009864807},{"id":"https://openalex.org/keywords/backward-euler-method","display_name":"Backward Euler method","score":0.41015973687171936},{"id":"https://openalex.org/keywords/euler-equations","display_name":"Euler equations","score":0.3764258921146393},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.09991955757141113},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08633190393447876}],"concepts":[{"id":"https://openalex.org/C22324862","wikidata":"https://www.wikidata.org/wiki/Q652707","display_name":"Lipschitz continuity","level":2,"score":0.8794242143630981},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.783929169178009},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6940262913703918},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.6431704163551331},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.6266595721244812},{"id":"https://openalex.org/C75380026","wikidata":"https://www.wikidata.org/wiki/Q868454","display_name":"Euler method","level":3,"score":0.5806056261062622},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5261508822441101},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.4813597798347473},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.4749046564102173},{"id":"https://openalex.org/C62884695","wikidata":"https://www.wikidata.org/wiki/Q184871","display_name":"Euler's formula","level":2,"score":0.46678221225738525},{"id":"https://openalex.org/C2780428219","wikidata":"https://www.wikidata.org/wiki/Q16952335","display_name":"Cover (algebra)","level":2,"score":0.4133206009864807},{"id":"https://openalex.org/C768646","wikidata":"https://www.wikidata.org/wiki/Q2736820","display_name":"Backward Euler method","level":3,"score":0.41015973687171936},{"id":"https://openalex.org/C38409319","wikidata":"https://www.wikidata.org/wiki/Q375175","display_name":"Euler equations","level":2,"score":0.3764258921146393},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.09991955757141113},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08633190393447876},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","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},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1155/2012/675781","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/675781","pdf_url":"https://downloads.hindawi.com/journals/jam/2012/675781.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},{"id":"pmh:oai:CULeuclid:euclid.jam/1355495206","is_oa":false,"landing_page_url":"http://projecteuclid.org/euclid.jam/1355495206","pdf_url":null,"source":{"id":"https://openalex.org/S4306400787","display_name":"Project Euclid (Cornell University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"},{"id":"pmh:oai:RePEc:hin:jnljam:675781","is_oa":false,"landing_page_url":"http://downloads.hindawi.com/journals/JAM/2012/675781.xml","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":"article"},{"id":"pmh:oai:doaj.org/article:6ad68febab3a401987e5ad87ba024f1d","is_oa":true,"landing_page_url":"https://doaj.org/article/6ad68febab3a401987e5ad87ba024f1d","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Applied Mathematics, Vol 2012 (2012)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2012/675781","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2012/675781","pdf_url":"https://downloads.hindawi.com/journals/jam/2012/675781.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2087396116","display_name":null,"funder_award_id":"China","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G560307887","display_name":null,"funder_award_id":"11071050","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7020325611","display_name":"EAPSI: Quantum affine algebra representations and Box-Ball systems","funder_award_id":"1107105","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2150582039.pdf","grobid_xml":"https://content.openalex.org/works/W2150582039.grobid-xml"},"referenced_works_count":12,"referenced_works":["https://openalex.org/W1578103278","https://openalex.org/W1989866077","https://openalex.org/W2012965380","https://openalex.org/W2029471792","https://openalex.org/W2033608413","https://openalex.org/W2044577408","https://openalex.org/W2053435853","https://openalex.org/W2056380017","https://openalex.org/W2117488764","https://openalex.org/W2151065060","https://openalex.org/W2900812847","https://openalex.org/W3142361086"],"related_works":["https://openalex.org/W2009711572","https://openalex.org/W2365810470","https://openalex.org/W2131733331","https://openalex.org/W1674877062","https://openalex.org/W2134248673","https://openalex.org/W1981367860","https://openalex.org/W2039043967","https://openalex.org/W786968757","https://openalex.org/W4318751895","https://openalex.org/W3153879842"],"abstract_inverted_index":{"The":[0,55],"numerical":[1],"methods":[2],"in":[3,67],"the":[4,9,20,25,61,64],"current":[5],"known":[6],"literature":[7],"require":[8],"stochastic":[10],"differential":[11],"equations":[12,52,71],"(SDEs)":[13],"driven":[14,38],"by":[15,39],"Poisson":[16,40],"random":[17,41],"measure":[18,42],"satisfying":[19],"global":[21],"Lipschitz":[22],"condition":[23],"and":[24],"linear":[26],"growth":[27],"condition.":[28],"In":[29],"this":[30],"paper,":[31],"Euler\u2032s":[32],"method":[33,66],"is":[34,58,77],"introduced":[35],"for":[36],"SDEs":[37],"with":[43,72],"non\u2010Lipschitz":[44,73],"coefficients":[45],"which":[46],"cover":[47],"more":[48],"classes":[49],"of":[50,63],"such":[51,70],"than":[53],"before.":[54],"main":[56],"aim":[57],"to":[59,69,79],"investigate":[60],"convergence":[62],"Euler":[65],"probability":[68],"coefficients.":[74],"Numerical":[75],"example":[76],"given":[78],"demonstrate":[80],"our":[81],"results.":[82]},"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2026-04-10T15:06:20.359241","created_date":"2025-10-10T00:00:00"}