Class information for:
Level 2: VISCOSITY SOLUTIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
1079 9430 21.0 40%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 3)


ID, lev.
above		 Publications Label for level above
193 49883 INSURANCE MATHEMATICS & ECONOMICS//STATISTICS & PROBABILITY//STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Classes in level below (level 1)


ID, lev. below Publications Label for level below
2400 2188 VISCOSITY SOLUTIONS//HAMILTON JACOBI EQUATIONS//INFINITY LAPLACIAN
3303 1939 FUNDAMENTAL THEOREM OF ASSET PRICING//FINANCE AND STOCHASTICS//UTILITY MAXIMIZATION
6509 1407 BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//G EXPECTATION
8560 1172 OPTIMAL STATIONARY POLICY//DISCRETE TIME MARKOV CONTROL PROCESSES//CONTINUOUS TIME MARKOV DECISION PROCESS
14405 706 NONLINEAR DRIFT//NONLINEAR FILTERING//FINITE DIMENSIONAL FILTER
17262 545 SINGULAR STOCHASTIC CONTROL//OPTIMAL STOPPING//REVERSIBLE INVESTMENT
20719 388 RISK SENSITIVE CONTROL//RISK SENSITIVE STOCHASTIC CONTROL//ESTADIST CALCULO
23858 278 OCCUPATIONAL MEASURES//CONTROL SETS//APPROXIMATION OF SLOW MOTIONS
24039 272 UNIFORM VALUE//STOPPING GAMES//STOCHASTIC GAMES
24939 247 SINGULARLY PERTURBED MARKOV CHAIN//FIBER DYNAMICS//ANISOTROPIC SINGULAR PERTURBATIONS
27994 177 MEAN FIELD GAMES//LOVE DYNAMICS//MEAN FIELD GAME
32223 111 BOLD PLAY//RED AND BLACK//PRIMITIVE CASINO

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 VISCOSITY SOLUTIONS Author keyword 723 62% 8% 747
2 BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS Author keyword 361 87% 2% 174
3 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION Author keyword 294 82% 2% 172
4 HAMILTON JACOBI EQUATIONS Author keyword 158 57% 2% 189
5 G EXPECTATION Author keyword 157 92% 1% 61
6 SIAM JOURNAL ON CONTROL AND OPTIMIZATION Journal 127 18% 7% 631
7 FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS Author keyword 112 89% 1% 50
8 G BROWNIAN MOTION Author keyword 103 93% 0% 39
9 RISK SENSITIVE CONTROL Author keyword 91 68% 1% 80
10 MEAN FIELD GAMES Author keyword 90 88% 0% 43

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 VISCOSITY SOLUTIONS 723 62% 8% 747 Search VISCOSITY+SOLUTIONS Search VISCOSITY+SOLUTIONS
2 BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 361 87% 2% 174 Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS
3 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION 294 82% 2% 172 Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION
4 HAMILTON JACOBI EQUATIONS 158 57% 2% 189 Search HAMILTON+JACOBI+EQUATIONS Search HAMILTON+JACOBI+EQUATIONS
5 G EXPECTATION 157 92% 1% 61 Search G+EXPECTATION Search G+EXPECTATION
6 FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 112 89% 1% 50 Search FORWARD+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS Search FORWARD+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS
7 G BROWNIAN MOTION 103 93% 0% 39 Search G+BROWNIAN+MOTION Search G+BROWNIAN+MOTION
8 RISK SENSITIVE CONTROL 91 68% 1% 80 Search RISK+SENSITIVE+CONTROL Search RISK+SENSITIVE+CONTROL
9 MEAN FIELD GAMES 90 88% 0% 43 Search MEAN+FIELD+GAMES Search MEAN+FIELD+GAMES
10 REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATION 90 96% 0% 27 Search REFLECTED+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION Search REFLECTED+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION

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 VISCOSITY SOLUTIONS 723 55% 10% 915
2 HAMILTON JACOBI EQUATIONS 271 43% 5% 476
3 BSDES 217 93% 1% 81
4 ADAPTED SOLUTION 125 94% 0% 45
5 STOCHASTIC DIFFERENTIAL EQUATIONS 123 29% 4% 359
6 BELLMAN EQUATIONS 119 76% 1% 84
7 BACKWARD SDES 107 97% 0% 31
8 G EXPECTATION 106 95% 0% 36
9 OPTIMAL INVESTMENT 103 59% 1% 117
10 G BROWNIAN MOTION 102 95% 0% 35

Journals


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 SIAM JOURNAL ON CONTROL AND OPTIMIZATION 127 18% 7% 631
2 APPLIED MATHEMATICS AND OPTIMIZATION 86 26% 3% 280
3 FINANCE AND STOCHASTICS 72 39% 2% 145
4 MATHEMATICAL FINANCE 57 31% 2% 155
5 MATHEMATICAL METHODS OF OPERATIONS RESEARCH 35 18% 2% 175
6 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES 32 29% 1% 93
7 ANNALS OF APPLIED PROBABILITY 26 13% 2% 182
8 STOCHASTIC ANALYSIS AND APPLICATIONS 25 13% 2% 185
9 MATHEMATICS OF OPERATIONS RESEARCH 24 11% 2% 201
10 SIAM JOURNAL ON FINANCIAL MATHEMATICS 12 25% 0% 41

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
DISCRETE-TIME CONTROLLED MARKOV-PROCESSES WITH AVERAGE COST CRITERION - A SURVEY 1993 174 51 76%
A survey of recent results on continuous-time Markov decision processes 2006 19 35 89%
Markowitz revisited: Mean-variance models in financial portfolio analysis 2001 100 79 32%
How to value risk 2012 1 8 63%
A Variational Formula for Nonzero-Sum Stochastic Differential Games of FBSDEs and Applications 2014 0 12 83%
Partial differential equation models in macroeconomics 2014 1 46 26%
Controlled random sequences: methods of convex analysis and problems with functional constraints 1998 8 57 93%
Some applications of viscosity solutions to optimal control and differential games 1997 8 60 100%
Portfolio Selection: A Review 2014 0 41 71%
MEAN, VARIANCE, AND PROBABILISTIC CRITERIA IN FINITE MARKOV DECISION-PROCESSES - A REVIEW 1988 52 4 50%

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 ESTADIST CALCULO 34 70% 0.3% 28
2 FINANCE CONTROL SCI 28 81% 0.2% 17
3 CEREMADE 19 13% 1.5% 140
4 CSMSE 18 89% 0.1% 8
5 STAT PROC 16 45% 0.3% 27
6 PROJET COMMANDS 15 82% 0.1% 9
7 QILU SECUR FINANCIAL STUDIES 13 55% 0.2% 16
8 PROBABILIST METHODS 8 70% 0.1% 7
9 FINANCIAL MATH CONTROL SCI 8 100% 0.1% 5
10 UFR SEGMI 7 34% 0.2% 17

Related classes at same level (level 2)


Rank Relatedness score Related classes
1 0.0000020995 OPTION PRICING//REAL OPTIONS//AMERICAN OPTIONS
2 0.0000017045 OPTIMAL TRANSPORT//MONGE AMPERE EQUATION//OPTIMAL TRANSPORTATION
3 0.0000016750 INSURANCE MATHEMATICS & ECONOMICS//JOURNAL OF RISK AND INSURANCE//ASTIN BULLETIN
4 0.0000013602 MALLIAVIN CALCULUS//FRACTIONAL BROWNIAN MOTION//STOCHASTIC PROCESSES AND THEIR APPLICATIONS
5 0.0000012963 SUB RIEMANNIAN GEOMETRY//DISCRETE APPROXIMATIONS//STATE CONSTRAINTS
6 0.0000012450 STOCHASTIC PROGRAMMING//ROBUST OPTIMIZATION//BRANCH AND FIX COORDINATION
7 0.0000011388 GOOD FUNCTION//TURNPIKE PROPERTY//VINTAGE CAPITAL MODELS
8 0.0000010640 SECRETARY PROBLEM//BEST CHOICE PROBLEM//PROPHET INEQUALITY
9 0.0000007338 JOURNAL OF ECONOMIC DYNAMICS & CONTROL//INDETERMINACY//JOURNAL OF ECONOMIC THEORY
10 0.0000007121 CAHN HILLIARD EQUATION//MEAN CURVATURE FLOW//LOJASIEWICZ SIMON INEQUALITY