Class information for:
Level 1: FRACTIONAL BROWNIAN MOTION//ROUGH PATHS//MALLIAVIN CALCULUS

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
7371 1295 21.5 40%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
499 14611 MALLIAVIN CALCULUS//FRACTIONAL BROWNIAN MOTION//STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 FRACTIONAL BROWNIAN MOTION Author keyword 199 38% 32% 414
2 ROUGH PATHS Author keyword 56 80% 3% 35
3 MALLIAVIN CALCULUS Author keyword 38 26% 10% 128
4 MULTIPLE STOCHASTIC INTEGRALS Author keyword 32 63% 2% 32
5 SUB FRACTIONAL BROWNIAN MOTION Author keyword 31 82% 1% 18
6 FRACTIONAL LEVY PROCESS Author keyword 30 100% 1% 12
7 ROUGH PATHS THEORY Author keyword 27 92% 1% 11
8 MULTIFRACTIONAL BROWNIAN MOTION Author keyword 23 64% 2% 23
9 CARMA PROCESS Author keyword 23 86% 1% 12
10 ROSENBLATT PROCESS Author keyword 21 75% 1% 15

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 FRACTIONAL BROWNIAN MOTION 199 38% 32% 414 Search FRACTIONAL+BROWNIAN+MOTION Search FRACTIONAL+BROWNIAN+MOTION
2 ROUGH PATHS 56 80% 3% 35 Search ROUGH+PATHS Search ROUGH+PATHS
3 MALLIAVIN CALCULUS 38 26% 10% 128 Search MALLIAVIN+CALCULUS Search MALLIAVIN+CALCULUS
4 MULTIPLE STOCHASTIC INTEGRALS 32 63% 2% 32 Search MULTIPLE+STOCHASTIC+INTEGRALS Search MULTIPLE+STOCHASTIC+INTEGRALS
5 SUB FRACTIONAL BROWNIAN MOTION 31 82% 1% 18 Search SUB+FRACTIONAL+BROWNIAN+MOTION Search SUB+FRACTIONAL+BROWNIAN+MOTION
6 FRACTIONAL LEVY PROCESS 30 100% 1% 12 Search FRACTIONAL+LEVY+PROCESS Search FRACTIONAL+LEVY+PROCESS
7 ROUGH PATHS THEORY 27 92% 1% 11 Search ROUGH+PATHS+THEORY Search ROUGH+PATHS+THEORY
8 MULTIFRACTIONAL BROWNIAN MOTION 23 64% 2% 23 Search MULTIFRACTIONAL+BROWNIAN+MOTION Search MULTIFRACTIONAL+BROWNIAN+MOTION
9 CARMA PROCESS 23 86% 1% 12 Search CARMA+PROCESS Search CARMA+PROCESS
10 ROSENBLATT PROCESS 21 75% 1% 15 Search ROSENBLATT+PROCESS Search ROSENBLATT+PROCESS

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 MULTIPLE STOCHASTIC INTEGRALS 60 83% 3% 34
2 FRACTIONAL BROWNIAN MOTION 31 21% 10% 130
3 ROUGH PATHS 27 78% 1% 18
4 HURST INDEX 27 92% 1% 11
5 WHITE NOISE THEORY 27 83% 1% 15
6 STOCHASTIC CALCULUS 23 33% 4% 58
7 DIFFERENTIAL EQUATIONS DRIVEN 17 50% 2% 25
8 FRACTAL FUNCTIONS 13 47% 2% 21
9 CENTRAL LIMIT THEOREMS 13 21% 4% 55
10 QUADRATIC VARIATIONS 12 75% 1% 9

Journals

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
Integral transformations and anticipative calculus for fractional Brownian motions 2005 25 49 61%
Recent results in the theory and applications of CARMA processes 2014 0 40 45%
Wong-Zakai approximations for stochastic differential equations 1996 20 18 39%
Goodness of fit assessment for a fractal model of stock markets 2014 0 18 33%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 ECON LA SORBONNE 15 77% 0.8% 10
2 IMSS BSHM 6 100% 0.3% 4
3 REGULAR TEAM 5 47% 0.6% 8
4 SAMOS MATISSE 4 33% 0.8% 11
5 PROBABIL STAT ACTUARIAL MATH 4 46% 0.5% 6
6 GALILEE MATH 3 43% 0.5% 6
7 CNRS UP A 6016 3 100% 0.2% 3
8 UR MATH 3 40% 0.5% 6
9 ANAL FONCT 2 67% 0.2% 2
10 SAMOS 2 19% 0.8% 10

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000198706 LOCAL TIME//INTERSECTION LOCAL TIME//RANDOM WALK IN RANDOM SCENERY
2 0.0000168164 MALLIAVIN CALCULUS//SKOROHOD INTEGRAL//QUASI SURE CONVERGENCE
3 0.0000160233 CONSERVATIVE FLOW//EVANESCENT RANDOM FIELDS//MIXED MOVING AVERAGE
4 0.0000124093 STOCHASTIC NAVIER STOKES EQUATIONS//STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS//SPACE TIME WHITE NOISE
5 0.0000115358 GAME THEORETIC PROBABILITY//RATE OF WEAK CONVERGENCE//LOG LIKELIHOOD RATIO PROCESS
6 0.0000101611 LONG MEMORY//FRACTIONAL INTEGRATION//FRACTIONAL COINTEGRATION
7 0.0000088497 SMALL BALL PROBABILITIES//SMALL DEVIATIONS//FUNCTIONAL QUANTIZATION
8 0.0000075641 WHITE NOISE ANALYSIS//LEVY LAPLACIAN//VITO VOLTERRA
9 0.0000069503 MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATION//SLOSHING PROBLEM//REFLECTING BROWNIAN MOTION
10 0.0000067609 SELFDECOMPOSABLE DISTRIBUTION//INDEPENDENT LINEAR STATISTICS//STOCHASTIC INTEGRAL MAPPING