Class information for:
Level 1: BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//G EXPECTATION

Basic class information
Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
14 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 912822
424 3       BUSINESS, FINANCE//INSURANCE MATHEMATICS & ECONOMICS//OPTION PRICING 29904
653 2             OPTION PRICING//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//REAL OPTIONS 13895
4103 1                   BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//G EXPECTATION 1880

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION authKW 4655805 19% 77% 359
2 FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS authKW 1166407 4% 84% 83
3 G EXPECTATION authKW 1053015 4% 90% 70
4 G BROWNIAN MOTION authKW 845101 3% 92% 55
5 REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATION authKW 737913 2% 98% 45
6 BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS authKW 592918 2% 91% 39
7 STOCHASTIC MAXIMUM PRINCIPLE authKW 536368 3% 67% 48
8 BACKWARD SDES authKW 496849 2% 87% 34
9 COMPARISON THEOREM authKW 482927 5% 29% 100
10 NONLINEAR EXPECTATION authKW 457154 2% 91% 30

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Statistics & Probability 52617 41% 0% 766
2 Mathematics, Applied 22553 44% 0% 819
3 Automation & Control Systems 7360 13% 0% 251
4 Mathematics 5637 25% 0% 463
5 Mathematics, Interdisciplinary Applications 966 6% 0% 105
6 Social Sciences, Mathematical Methods 685 3% 0% 47
7 Operations Research & Management Science 675 5% 0% 89
8 Business, Finance 277 2% 0% 38
9 Engineering, General 43 2% 0% 32
10 Economics 8 2% 0% 34

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 FINANCE CONTROL SCI 263092 1% 83% 19
2 QILU SECUR FINANCIAL STUDIES 175985 1% 50% 21
3 STAT PROC 142993 1% 37% 23
4 QILU FINANCE 134100 0% 100% 8
5 MANCEAU MATH 130910 1% 46% 17
6 FINANCIAL STUDIES 92372 1% 26% 21
7 FINANCIAL MATH CONTROL SCI 83813 0% 100% 5
8 EQUIPE STAT PROC 68441 0% 58% 7
9 EQUIPE ALEA 50288 0% 100% 3
10 MODELISAT COMBINATOIRE 44697 0% 67% 4

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 174180 10% 5% 190
2 SIAM JOURNAL ON CONTROL AND OPTIMIZATION 72025 7% 3% 127
3 APPLIED MATHEMATICS AND OPTIMIZATION 49485 3% 5% 58
4 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES 49132 1% 13% 22
5 STOCHASTIC ANALYSIS AND APPLICATIONS 44253 2% 6% 42
6 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS 35714 1% 9% 23
7 STOCHASTICS AND DYNAMICS 33116 2% 7% 29
8 ABEL SYMPOSIA 27548 2% 4% 39
9 ANNALS OF APPLIED PROBABILITY 27436 3% 3% 52
10 ELECTRONIC JOURNAL OF PROBABILITY 22669 2% 3% 39

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION 4655805 19% 77% 359 Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION
2 FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1166407 4% 84% 83 Search FORWARD+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS Search FORWARD+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS
3 G EXPECTATION 1053015 4% 90% 70 Search G+EXPECTATION Search G+EXPECTATION
4 G BROWNIAN MOTION 845101 3% 92% 55 Search G+BROWNIAN+MOTION Search G+BROWNIAN+MOTION
5 REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATION 737913 2% 98% 45 Search REFLECTED+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION Search REFLECTED+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION
6 BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS 592918 2% 91% 39 Search BACKWARD+DOUBLY+STOCHASTIC+DIFFERENTIAL+EQUATIONS Search BACKWARD+DOUBLY+STOCHASTIC+DIFFERENTIAL+EQUATIONS
7 STOCHASTIC MAXIMUM PRINCIPLE 536368 3% 67% 48 Search STOCHASTIC+MAXIMUM+PRINCIPLE Search STOCHASTIC+MAXIMUM+PRINCIPLE
8 BACKWARD SDES 496849 2% 87% 34 Search BACKWARD+SDES Search BACKWARD+SDES
9 COMPARISON THEOREM 482927 5% 29% 100 Search COMPARISON+THEOREM Search COMPARISON+THEOREM
10 NONLINEAR EXPECTATION 457154 2% 91% 30 Search NONLINEAR+EXPECTATION Search NONLINEAR+EXPECTATION

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.

Classes with closest relation at Level 1


rank cluster_id2 link
1 27438 MEAN FIELD GAMES//MEAN FIELD TYPE CONTROL//DYNAMIC BLOCKING PROBLEM
2 21648 PAIRS TRADING//SINGULAR STOCHASTIC CONTROL//SELLING RULE
3 7123 INCOMPLETE MARKETS//FINANCE AND STOCHASTICS//FUNDAMENTAL THEOREM OF ASSET PRICING
4 26202 SWING OPTIONS//BERMUDAN OPTIONS//AMERICAN OPTIONS
5 6501 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//HAMILTON JACOBI BELLMAN EQUATION
6 6236 VISCOSITY SOLUTIONS//HAMILTON JACOBI EQUATION//VISCOSITY SOLUTION
7 30429 EXISTENCE AND REGULARITY THEORY//THEORETICAL APPROXIMATION//RANDOM WALK ON RECTANGLES
8 21202 STOCHASTIC GAMES//UNIFORM VALUE//STOPPING GAME
9 20081 OPTIMAL STOPPING//SKOROKHOD EMBEDDING PROBLEM//MAXIMUM PROCESS
10 8124 FRACTIONAL BROWNIAN MOTION//ROUGH PATHS//MALLIAVIN CALCULUS

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