Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
As of 12 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2204.12926.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-12T06:34:41.77262+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-09T17:51:36.528872Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-05-24T00:33:39.765875Z
Reference resolution
0 of 0 outbound references displayed
- verified exact0
- verified fuzzy0
- unresolved0
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
No outbound reference observations are available for this paper version.
Pith citing papers
Observation 426ad393-acf6-4ec4-af45-63f429014af0 · inbound
Higher order approximation of nonlinear SPDEs with additive space-time white noise cites this paper.
Higher order approximation of nonlinear SPDEs with additive space-time white noise Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
Reference 7
- Resolution
- verified exact
- arxiv_id, observed 2026-05-24T00:33:39.769333Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.
Observation baf630a1-7f07-47be-9d0c-32cdaaec96eb · inbound
Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process cites this paper.
Explicit positivity preserving numerical method for linear stochastic volatility models driven by $\alpha$-stable process Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
Reference 3
- Resolution
- unresolved
- no resolver link, observed 2026-08-09T17:51:36.528872Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation f1974e36-0802-4108-b2e8-9630bcb2dd32 · inbound
Randomised Euler-Maruyama Method for SDEs with H\"older Continuous Drift Coefficient Driven by $\alpha$-stable L\'evy Process cites this paper.
Randomised Euler-Maruyama Method for SDEs with H\"older Continuous Drift Coefficient Driven by $\alpha$-stable L\'evy Process Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
Reference 10
- Resolution
- unresolved
- no resolver link, observed 2026-08-06T17:21:32.169510Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.