{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,28]],"date-time":"2026-04-28T10:34:07Z","timestamp":1777372447117,"version":"3.51.4"},"reference-count":36,"publisher":"Global Science Press","issue":"3","license":[{"start":{"date-parts":[[2016,8,31]],"date-time":"2016-08-31T00:00:00Z","timestamp":1472601600000},"content-version":"unspecified","delay-in-days":243,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Commun. Comput. Phys."],"DOI":"10.4208\/cicp.oa-2015-0016","type":"journal-article","created":{"date-parts":[[2016,8,31]],"date-time":"2016-08-31T13:05:53Z","timestamp":1472648753000},"page":"703-732","source":"Crossref","is-referenced-by-count":11,"title":["A Comparison of Higher-Order Weak Numerical Schemes for Stopped Stochastic Differential Equations"],"prefix":"10.4208","volume":"20","author":[{"given":"Francisco","family":"Bernal","sequence":"first","affiliation":[]},{"given":"Juan","family":"A. Acebr\u00f3n","sequence":"additional","affiliation":[]}],"member":"2725","published-online":{"date-parts":[[2016]]},"reference":[{"key":"S1815240616000955_ref020","volume-title":"Numerical Solution of Stochastic Differential Equations","author":"Kloeden","year":"1999"},{"key":"S1815240616000955_ref011","unstructured":"Giles M.B. and Bernal F. , Multilevel simulations of expected exit times and other functionals of stopped diffusions. In preparation. (Unpublished)"},{"key":"S1815240616000955_ref031","volume-title":"Partial Differential Equations of Elliptic Type","author":"Miranda","year":"1970"},{"key":"S1815240616000955_ref005","doi-asserted-by":"publisher","DOI":"10.1137\/050622201"},{"key":"S1815240616000955_ref022","doi-asserted-by":"publisher","DOI":"10.1515\/MCMA.2008.002"},{"key":"S1815240616000955_ref030","first-page":"39","article-title":"The simplest random walks for the Dirichlet problem","volume":"47","author":"Milstein","year":"2002","journal-title":"Teor. Veroyatnost. I Primenen"},{"key":"S1815240616000955_ref025","doi-asserted-by":"publisher","DOI":"10.1016\/S0375-9601(99)00117-6"},{"key":"S1815240616000955_ref029","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-10063-9"},{"key":"S1815240616000955_ref013","doi-asserted-by":"publisher","DOI":"10.1007\/978-0-387-21617-1"},{"key":"S1815240616000955_ref018","doi-asserted-by":"publisher","DOI":"10.1137\/090776895"},{"key":"S1815240616000955_ref007","doi-asserted-by":"crossref","first-page":"73","DOI":"10.1137\/S0036139995291040","article-title":"Numerical approximation for functionals of reflecting diffusion processes","volume":"58","author":"Constantini","year":"1998","journal-title":"SIAM J. Appl. Math."},{"key":"S1815240616000955_ref010","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1070.0496"},{"key":"S1815240616000955_ref001","doi-asserted-by":"publisher","DOI":"10.1137\/030600692"},{"key":"S1815240616000955_ref003","doi-asserted-by":"publisher","DOI":"10.1515\/mcma.2010.001"},{"key":"S1815240616000955_ref016","doi-asserted-by":"publisher","DOI":"10.1051\/ps:2001112"},{"key":"S1815240616000955_ref036","first-page":"94","article-title":"Expansion of the global error for numerical schemes solving stochastic differential equations","volume":"8","author":"Talay","year":"1990","journal-title":"Stoch. Anal. App."},{"key":"S1815240616000955_ref014","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2009.09.014"},{"key":"S1815240616000955_ref021","doi-asserted-by":"crossref","unstructured":"Lemaire P. and Pag\u00e9s G. , Multilevel Richardson-Romberg extrapolation. To appear in Bernoulli, (2015).","DOI":"10.2139\/ssrn.2539114"},{"key":"S1815240616000955_ref028","doi-asserted-by":"publisher","DOI":"10.1080\/17442509708834131"},{"key":"S1815240616000955_ref032","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177728169"},{"key":"S1815240616000955_ref015","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4149(99)00109-X"},{"key":"S1815240616000955_ref035","doi-asserted-by":"publisher","DOI":"10.1016\/j.physd.2014.08.003"},{"key":"S1815240616000955_ref008","doi-asserted-by":"publisher","DOI":"10.1007\/s11009-006-7292-3"},{"key":"S1815240616000955_ref012","doi-asserted-by":"publisher","DOI":"10.1080\/03610919908813596"},{"key":"S1815240616000955_ref024","doi-asserted-by":"publisher","DOI":"10.1007\/s10915-015-0033-4"},{"key":"S1815240616000955_ref004","doi-asserted-by":"publisher","DOI":"10.1137\/140961328"},{"key":"S1815240616000955_ref034","doi-asserted-by":"publisher","DOI":"10.1103\/PhysRevLett.110.204102"},{"key":"S1815240616000955_ref002","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176987797"},{"key":"S1815240616000955_ref009","doi-asserted-by":"crossref","DOI":"10.1515\/9781400881598","volume-title":"Functional Integration and Partial Differential Equations","author":"Freidlin","year":"1985"},{"key":"S1815240616000955_ref017","doi-asserted-by":"publisher","DOI":"10.1137\/120883803"},{"key":"S1815240616000955_ref019","doi-asserted-by":"publisher","DOI":"10.1023\/A:1018711024740"},{"key":"S1815240616000955_ref026","doi-asserted-by":"publisher","DOI":"10.1137\/S1064827503422221"},{"key":"S1815240616000955_ref033","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511606014"},{"key":"S1815240616000955_ref027","doi-asserted-by":"crossref","first-page":"88","DOI":"10.1080\/00031305.1976.10479147","article-title":"Generating random variates using transformations with multiple roots","volume":"30","author":"Michael","year":"1976","journal-title":"Am. Statist."},{"key":"S1815240616000955_ref006","doi-asserted-by":"publisher","DOI":"10.1016\/j.jcp.2004.07.009"},{"key":"S1815240616000955_ref023","doi-asserted-by":"crossref","unstructured":"Mair\u00e9 S. and Simon M. , A partially reflecting random walk on spheres algorithm for electrical impedance tomography. Preprint in arXiv:1502.04318 (2015). (Unpublished)","DOI":"10.1016\/j.jcp.2015.10.005"}],"container-title":["Communications in Computational Physics"],"original-title":[],"link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S1815240616000955","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,4,28]],"date-time":"2026-04-28T08:53:07Z","timestamp":1777366387000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.global-sci.com\/cicp\/article\/view\/6364"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016]]},"references-count":36,"journal-issue":{"issue":"3","published-online":{"date-parts":[[2016]]}},"URL":"https:\/\/doi.org\/10.4208\/cicp.oa-2015-0016","relation":{},"ISSN":["1991-7120","1815-2406"],"issn-type":[{"value":"1991-7120","type":"electronic"},{"value":"1815-2406","type":"print"}],"subject":[],"published":{"date-parts":[[2016]]}}}