Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
As of 21 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 5 inbound Pith citation observations for arXiv:2303.15463.
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 2026-08-21T06:32:19.484+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-16T05:22:27.837093Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-07T15:43:14.690102Z
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 ae23b8fc-8c67-4afb-8442-acd4000ba95f · inbound
Conditions for uniform in time convergence: applications to averaging, numerical discretisations and mean-field systems cites this paper.
Conditions for uniform in time convergence: applications to averaging, numerical discretisations and mean-field systems Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
Reference 51
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T21:03:53.574729Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 16254718-fcf6-4a84-a203-fe0ea7e739a5 · inbound
Uniform-in-time weak error estimates of explicit full-discretization schemes for SPDEs with non-globally Lipschitz coefficients cites this paper.
Uniform-in-time weak error estimates of explicit full-discretization schemes for SPDEs with non-globally Lipschitz coefficients Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
Reference 2
- Resolution
- unresolved
- no resolver link, observed 2026-08-16T05:22:27.837093Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 5912ac80-239d-40da-9808-4f8d349aeab6 · inbound
Implicit numerical approximation for stochastic delay differential equations with the nonlinear diffusion term in the infinite horizon cites this paper.
Implicit numerical approximation for stochastic delay differential equations with the nonlinear diffusion term in the infinite horizon Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
Reference 1
- Resolution
- unresolved
- no resolver link, observed 2026-08-15T20:33:09.529453Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 052f4048-5be2-4532-99b0-f677b2903c76 · inbound
Strong convergence in the infinite horizon of numerical methods for stochastic delay differential equations cites this paper.
Strong convergence in the infinite horizon of numerical methods for stochastic delay differential equations Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
Reference 1
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T15:43:14.820908Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.
Observation fa55e2b5-496f-4602-948c-e0b94e6e1c62 · inbound
Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients cites this paper.
Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
Reference 1
- Resolution
- unresolved
- no resolver link, observed 2026-08-04T19:35:01.317152Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.