Class information for:
Level 2: FRACTIONAL BROWNIAN MOTION//MALLIAVIN CALCULUS//STOCHASTIC DIFFERENTIAL EQUATIONS

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
550 3       FRACTIONAL BROWNIAN MOTION//MALLIAVIN CALCULUS//STOCHASTIC DIFFERENTIAL EQUATIONS 18599
639 2             FRACTIONAL BROWNIAN MOTION//MALLIAVIN CALCULUS//STOCHASTIC DIFFERENTIAL EQUATIONS 14085
5779 1                   STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS//STOCHASTIC NAVIER STOKES EQUATIONS//STOCHASTIC WAVE EQUATION 1605
6654 1                   LEVY SYSTEM//DIRICHLET FORM//SYMMETRIC STABLE PROCESS 1487
8124 1                   FRACTIONAL BROWNIAN MOTION//ROUGH PATHS//MALLIAVIN CALCULUS 1313
8873 1                   MALLIAVIN CALCULUS//SKOROHOD INTEGRAL//QUASI SURE CONVERGENCE 1239
8898 1                   STOCHASTIC DIFFERENTIAL EQUATIONS//MEAN SQUARE STABILITY//STOCHASTIC RUNGE KUTTA METHOD 1237
9289 1                   LOCAL TIME//INTERSECTION LOCAL TIME//SELF INTERSECTION LOCAL TIME 1201
10413 1                   SELF SIMILAR MARKOV PROCESS//BESSEL PROCESS//EXPONENTIAL FUNCTIONAL 1095
12911 1                   LOGARITHMIC SOBOLEV INEQUALITY//SUPER POINCARE INEQUALITY//LOGARITHMIC SOBOLEV INEQUALITIES 903
14412 1                   UNBOUNDED COEFFICIENTS//DIPARTIMENTO MATEMAT ENNIO DE GIORGI//TRANSITION SEMIGROUP 802
16733 1                   CARMA PROCESS//FRACTIONAL LEVY PROCESS//INFINITELY DIVISIBLE PROCESSES 664
20217 1                   SKEW BROWNIAN MOTION//SCENERY RECONSTRUCTION//STOCHASTIC FLOWS OF KERNELS 493
20638 1                   WHITE NOISE ANALYSIS//LEVY LAPLACIAN//INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS 476
20895 1                   STOCHASTIC FLOWS//ISOTROPIC BROWNIAN FLOW//REGULAR LAGRANGIAN FLOWS 465
25347 1                   VLASOV SCALING//SPATIAL BIRTH AND DEATH PROCESSES//BIBOS 307
25678 1                   SET INDEXED PROCESS//ADAPTED RANDOM SET//SET INDEXED MARTINGALE 297
27553 1                   AVERAGING PRINCIPLE//GLUING CONDITIONS//ERGODIC AND STRONGLY MIXING PROCESSES 246
33358 1                   FELLER CONTINUITY//REGIME SWITCHING DIFFUSIONS//STRONG FELLER CONTINUITY 139
35146 1                   POISSON AND FOURIER TRANSFORMS//INFINITE DIMENSIONAL LEBESGUE MEASURE//CURRENT GROUP 116

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 FRACTIONAL BROWNIAN MOTION authKW 749589 4% 54% 622
2 MALLIAVIN CALCULUS authKW 612444 3% 69% 398
3 STOCHASTIC DIFFERENTIAL EQUATIONS authKW 464591 5% 33% 637
4 LOCAL TIME authKW 442515 2% 56% 351
5 LEVY PROCESS authKW 390121 4% 35% 501
6 STATISTICS & PROBABILITY WoSSC 383151 40% 3% 5659
7 STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS authKW 374659 3% 47% 358
8 STOCHASTIC PROCESSES AND THEIR APPLICATIONS journal 360581 5% 22% 749
9 ANNALS OF PROBABILITY journal 300133 5% 20% 662
10 POTENTIAL ANALYSIS journal 271491 3% 34% 355

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Statistics & Probability 383151 40% 3% 5659
2 Mathematics 122676 41% 1% 5739
3 Mathematics, Applied 57731 26% 1% 3673
4 Physics, Mathematical 5783 6% 0% 887
5 Mathematics, Interdisciplinary Applications 742 2% 0% 300
6 Social Sciences, Mathematical Methods 544 1% 0% 129
7 Automation & Control Systems 208 1% 0% 172
8 Business, Finance 84 1% 0% 82
9 COMPUTER APPLICATIONS & CYBERNETICS 29 0% 0% 7
10 Computer Science, Software Engineering 20 1% 0% 111

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 PROBABIL 117208 1% 41% 129
2 MATH 114569 34% 1% 4818
3 PROBABIL MODELES ALEATOI 63436 1% 23% 125
4 BIBOS 57035 0% 48% 53
5 FAK MATH 40690 2% 7% 277
6 STAT PROBABIL 36224 1% 13% 128
7 DIPARTIMENTO MATEMAT ENNIO DE GIORGI 35477 0% 38% 42
8 ECON LA SORBONNE 29063 0% 100% 13
9 UMR 7599 24925 1% 16% 71
10 VITO VOLTERRA 24803 0% 37% 30

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 360581 5% 22% 749
2 ANNALS OF PROBABILITY 300133 5% 20% 662
3 POTENTIAL ANALYSIS 271491 3% 34% 355
4 PROBABILITY THEORY AND RELATED FIELDS 261504 4% 22% 526
5 INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS 183180 2% 36% 229
6 ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 148356 2% 23% 292
7 JOURNAL OF THEORETICAL PROBABILITY 131078 2% 22% 265
8 JOURNAL OF FUNCTIONAL ANALYSIS 112803 4% 9% 581
9 ELECTRONIC JOURNAL OF PROBABILITY 108832 2% 21% 234
10 ELECTRONIC COMMUNICATIONS IN PROBABILITY 107267 1% 24% 202

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 FRACTIONAL BROWNIAN MOTION 749589 4% 54% 622 Search FRACTIONAL+BROWNIAN+MOTION Search FRACTIONAL+BROWNIAN+MOTION
2 MALLIAVIN CALCULUS 612444 3% 69% 398 Search MALLIAVIN+CALCULUS Search MALLIAVIN+CALCULUS
3 STOCHASTIC DIFFERENTIAL EQUATIONS 464591 5% 33% 637 Search STOCHASTIC+DIFFERENTIAL+EQUATIONS Search STOCHASTIC+DIFFERENTIAL+EQUATIONS
4 LOCAL TIME 442515 2% 56% 351 Search LOCAL+TIME Search LOCAL+TIME
5 LEVY PROCESS 390121 4% 35% 501 Search LEVY+PROCESS Search LEVY+PROCESS
6 STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS 374659 3% 47% 358 Search STOCHASTIC+PARTIAL+DIFFERENTIAL+EQUATIONS Search STOCHASTIC+PARTIAL+DIFFERENTIAL+EQUATIONS
7 DIRICHLET FORM 221690 1% 50% 199 Search DIRICHLET+FORM Search DIRICHLET+FORM
8 STABLE PROCESS 172065 1% 51% 151 Search STABLE+PROCESS Search STABLE+PROCESS
9 ROUGH PATHS 134239 0% 88% 68 Search ROUGH+PATHS Search ROUGH+PATHS
10 STOCHASTIC HEAT EQUATION 134122 1% 76% 79 Search STOCHASTIC+HEAT+EQUATION Search STOCHASTIC+HEAT+EQUATION

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 2


rank cluster_id2 link
1 4176 CHABAUTY TOPOLOGY//IDEMPOTENT DISTRIBUTION//INDEPENDENT LINEAR STATISTICS
2 653 OPTION PRICING//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//REAL OPTIONS
3 1025 ANNALS OF PROBABILITY//BRANCHING RANDOM WALK//BRANCHING PROCESS
4 1242 STATISTICS & PROBABILITY//COMPLETE CONVERGENCE//THEORY OF PROBABILITY AND ITS APPLICATIONS
5 3707 FINITE DIMENSIONAL FILTER//ESTIMATION ALGEBRA//NONLINEAR DRIFT
6 3948 BURGERS TURBULENCE//RANDOM INITIAL VELOCITY//GABINETE REITORIA
7 3358 P ADIC NUMBERS//GENERALIZED BROWNIAN MOTION PROCESS//FIRST VARIATION
8 3066 JOURNAL OF STATISTICAL PHYSICS//NON GIBBSIAN MEASURES//ENTROPIC REPULSION
9 2770 JOURNAL OF COMPLEXITY//QUASI MONTE CARLO METHODS//QUASI MONTE CARLO
10 521 MATHEMATICS//BMO//COMMUTATOR

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