{"id":"W2027562041","doi":"10.1239/jap/1208358962","title":"Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps","year":2008,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"ca_institutions":"McGill University","funders":"Third World Academy of Sciences; University of Technology Sydney","keywords":"Mathematics; Stochastic differential equation; Applied mathematics; Stochastic partial differential equation; Weak convergence; Generalization; Convergence (economics); Differential equation; Mathematical analysis","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002394557,0.0001430173,0.0004100813,0.0001201741,0.0002915079,0.00001974132,0.0002268934,0.00008226479,0.0000479466],"category_scores_gemma":[0.0001703475,0.0001270935,0.0001305733,0.000308669,0.0002324515,0.0001152335,0.00002848166,0.0001814062,0.00002387669],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000100557,"about_ca_system_score_gemma":0.0001418519,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00000958495,"about_ca_topic_score_gemma":0.00001320621,"domain_scores_codex":[0.9986414,0.000002284659,0.0008142634,0.0002524514,0.00007622333,0.0002134117],"domain_scores_gemma":[0.9985798,0.0001717427,0.0006691024,0.0002344052,0.0002323383,0.000112631],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002199171,0.0003292516,0.0002435974,0.00003611546,0.00004615547,2.973895e-7,0.0003060196,0.009712478,0.00001699904,0.9885493,0.00008186117,0.0004579928],"study_design_scores_gemma":[0.001844298,0.0004080402,0.005301997,0.00002185831,0.00005852034,0.00002871339,0.0001081537,0.02712478,0.00006278684,0.9625475,0.002163251,0.0003300942],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01617661,0.000101443,0.9815088,0.0003420468,0.0001060429,0.0005902433,0.0001413989,0.0000171038,0.001016298],"genre_scores_gemma":[0.9705488,0.00000669579,0.02893169,0.00003589812,0.0002461207,0.0001541335,0.00001800178,0.00001976204,0.00003889225],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.9543722,"threshold_uncertainty_score":0.5182723,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03505419788763191,"score_gpt":0.2258894963586643,"score_spread":0.1908352984710323,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}