{"id":"https://openalex.org/W1985321567","doi":"https://doi.org/10.3390/a3030216","title":"Algorithmic Solution of Stochastic Differential Equations","display_name":"Algorithmic Solution of Stochastic Differential Equations","publication_year":2010,"publication_date":"2010-07-01","ids":{"openalex":"https://openalex.org/W1985321567","doi":"https://doi.org/10.3390/a3030216","mag":"1985321567"},"language":"en","primary_location":{"id":"doi:10.3390/a3030216","is_oa":true,"landing_page_url":"https://doi.org/10.3390/a3030216","pdf_url":"https://www.mdpi.com/1999-4893/3/3/216/pdf?version=1277973512","source":{"id":"https://openalex.org/S190629608","display_name":"Algorithms","issn_l":"1999-4893","issn":["1999-4893"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Algorithms","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://www.mdpi.com/1999-4893/3/3/216/pdf?version=1277973512","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5039299686","display_name":"Henri Schurz","orcid":"https://orcid.org/0000-0001-9108-0701"},"institutions":[{"id":"https://openalex.org/I110378019","display_name":"Southern Illinois University Carbondale","ror":"https://ror.org/049kefs16","country_code":"US","type":"education","lineage":["https://openalex.org/I110378019","https://openalex.org/I2801502357"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Henri Schurz","raw_affiliation_strings":["Department of Mathematics, Southern Illinois University, 1245 Lincoln Drive, Carbondale, IL 62901, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Southern Illinois University, 1245 Lincoln Drive, Carbondale, IL 62901, USA","institution_ids":["https://openalex.org/I110378019"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5039299686"],"corresponding_institution_ids":["https://openalex.org/I110378019"],"apc_list":{"value":1400,"currency":"CHF","value_usd":1515},"apc_paid":{"value":1400,"currency":"CHF","value_usd":1515},"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.16200889,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"3","issue":"3","first_page":"216","last_page":"223"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9297000169754028,"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":0.9297000169754028,"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/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.757697582244873},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6279674768447876},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5690176486968994},{"id":"https://openalex.org/keywords/numerical-partial-differential-equations","display_name":"Numerical partial differential equations","score":0.5642755031585693},{"id":"https://openalex.org/keywords/ordinary-differential-equation","display_name":"Ordinary differential equation","score":0.5457368493080139},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5137647390365601},{"id":"https://openalex.org/keywords/partial-differential-equation","display_name":"Partial differential equation","score":0.45762357115745544},{"id":"https://openalex.org/keywords/separable-partial-differential-equation","display_name":"Separable partial differential equation","score":0.4510648548603058},{"id":"https://openalex.org/keywords/collocation-method","display_name":"Collocation method","score":0.4140307307243347},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4076654314994812},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.3944776952266693},{"id":"https://openalex.org/keywords/differential-algebraic-equation","display_name":"Differential algebraic equation","score":0.3397241234779358},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3310320973396301},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.3026142418384552}],"concepts":[{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.757697582244873},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6279674768447876},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5690176486968994},{"id":"https://openalex.org/C97826883","wikidata":"https://www.wikidata.org/wiki/Q7069659","display_name":"Numerical partial differential equations","level":3,"score":0.5642755031585693},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.5457368493080139},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5137647390365601},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.45762357115745544},{"id":"https://openalex.org/C101487385","wikidata":"https://www.wikidata.org/wiki/Q7451766","display_name":"Separable partial differential equation","level":5,"score":0.4510648548603058},{"id":"https://openalex.org/C2126413","wikidata":"https://www.wikidata.org/wiki/Q1779479","display_name":"Collocation method","level":4,"score":0.4140307307243347},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4076654314994812},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.3944776952266693},{"id":"https://openalex.org/C186219872","wikidata":"https://www.wikidata.org/wiki/Q955889","display_name":"Differential algebraic equation","level":4,"score":0.3397241234779358},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3310320973396301},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3026142418384552}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.3390/a3030216","is_oa":true,"landing_page_url":"https://doi.org/10.3390/a3030216","pdf_url":"https://www.mdpi.com/1999-4893/3/3/216/pdf?version=1277973512","source":{"id":"https://openalex.org/S190629608","display_name":"Algorithms","issn_l":"1999-4893","issn":["1999-4893"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Algorithms","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:a0df4309ab334b908ee43224b92924d5","is_oa":true,"landing_page_url":"https://doaj.org/article/a0df4309ab334b908ee43224b92924d5","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":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Algorithms, Vol 3, Iss 3, Pp 216-223 (2010)","raw_type":"article"},{"id":"pmh:oai:mdpi.com:/1999-4893/3/3/216/","is_oa":true,"landing_page_url":"https://dx.doi.org/10.3390/a3030216","pdf_url":null,"source":{"id":"https://openalex.org/S4306400947","display_name":"MDPI (MDPI AG)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210097602","host_organization_name":"Multidisciplinary Digital Publishing Institute (Switzerland)","host_organization_lineage":["https://openalex.org/I4210097602"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Algorithms","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.3390/a3030216","is_oa":true,"landing_page_url":"https://doi.org/10.3390/a3030216","pdf_url":"https://www.mdpi.com/1999-4893/3/3/216/pdf?version=1277973512","source":{"id":"https://openalex.org/S190629608","display_name":"Algorithms","issn_l":"1999-4893","issn":["1999-4893"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310310987","host_organization_name":"Multidisciplinary Digital Publishing Institute","host_organization_lineage":["https://openalex.org/P4310310987"],"host_organization_lineage_names":["Multidisciplinary Digital Publishing Institute"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Algorithms","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1985321567.pdf","grobid_xml":"https://content.openalex.org/works/W1985321567.grobid-xml"},"referenced_works_count":21,"referenced_works":["https://openalex.org/W571221908","https://openalex.org/W657747163","https://openalex.org/W1473730842","https://openalex.org/W1483382787","https://openalex.org/W1523471994","https://openalex.org/W1536233603","https://openalex.org/W1545370368","https://openalex.org/W1580561995","https://openalex.org/W1976216024","https://openalex.org/W1995522593","https://openalex.org/W2141436719","https://openalex.org/W2607662541","https://openalex.org/W3020818737","https://openalex.org/W3151431871","https://openalex.org/W4205302168","https://openalex.org/W4214760253","https://openalex.org/W4229911014","https://openalex.org/W4240399370","https://openalex.org/W4255308044","https://openalex.org/W4400536715","https://openalex.org/W6736677149"],"related_works":["https://openalex.org/W3020098708","https://openalex.org/W2136597118","https://openalex.org/W2482000553","https://openalex.org/W3147000368","https://openalex.org/W35059990","https://openalex.org/W4256084332","https://openalex.org/W2582405793","https://openalex.org/W4292934066","https://openalex.org/W4320000798","https://openalex.org/W583597215"],"abstract_inverted_index":{"This":[0],"brief":[1],"note":[2],"presents":[3],"an":[4],"algorithm":[5,14],"to":[6],"solve":[7],"ordinary":[8],"stochastic":[9],"differential":[10,27],"equations":[11,28],"(SDEs).":[12],"The":[13],"is":[15],"based":[16],"on":[17],"the":[18],"joint":[19],"solution":[20],"of":[21,24,36],"a":[22],"system":[23],"two":[25],"partial":[26],"and":[29,43],"provides":[30],"strong":[31],"solutions":[32],"for":[33],"finite-dimensional":[34],"systems":[35],"SDEs":[37],"driven":[38],"by":[39],"standard":[40],"Wiener":[41],"processes":[42],"with":[44],"adapted":[45],"initial":[46],"data.":[47],"Several":[48],"examples":[49],"illustrate":[50],"its":[51],"use.":[52]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2016-06-24T00:00:00"}
