Class information for:
Level 2: MALLIAVIN CALCULUS//FRACTIONAL BROWNIAN MOTION//STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
499 14611 19.4 37%


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
6443 1417 LEVY SYSTEM//INTRINSIC ULTRACONTRACTIVITY//SUBORDINATE BROWNIAN MOTION
7003 1341 STOCHASTIC RUNGE KUTTA METHOD//STOCHASTIC DIFFERENTIAL EQUATIONS//WEAK APPROXIMATION
7270 1311 STOCHASTIC NAVIER STOKES EQUATIONS//STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS//SPACE TIME WHITE NOISE
7371 1295 FRACTIONAL BROWNIAN MOTION//ROUGH PATHS//MALLIAVIN CALCULUS
8339 1194 MALLIAVIN CALCULUS//SKOROHOD INTEGRAL//QUASI SURE CONVERGENCE
8620 1167 SUPER BROWNIAN MOTION//SUPERPROCESS//SUPERPROCESSES
10045 1033 LAMPERTI REPRESENTATION//EXPONENTIAL FUNCTIONAL//SELF SIMILAR MARKOV PROCESS
10090 1029 LOCAL TIME//INTERSECTION LOCAL TIME//RANDOM WALK IN RANDOM SCENERY
11980 876 LOGARITHMIC SOBOLEV INEQUALITIES//SUPER POINCARE INEQUALITY//LOG HARNACK INEQUALITY
12457 841 UNBOUNDED COEFFICIENTS//BI CONTINUOUS SEMIGROUPS//DIPARTIMENTO MATEMAT ENNIO DE GIORGI
18119 503 MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATION//SLOSHING PROBLEM//REFLECTING BROWNIAN MOTION
18999 460 WHITE NOISE ANALYSIS//LEVY LAPLACIAN//VITO VOLTERRA
20507 396 SET INDEXED PROCESSES//BIMEASURES//ADAPTED RANDOM SET
21177 370 MEAN DERIVATIVES//NPC SPACE//STOCHASTIC FLOWS
21471 359 SKOROKHOD EMBEDDING PROBLEM//THE PRINCIPLE OF SMOOTH FIT//THE MAXIMALITY PRINCIPLE
21766 349 SKEW BROWNIAN MOTION//SCENERY RECONSTRUCTION//STOCHASTIC FLOWS OF KERNELS
22761 314 NON LIPSCHITZIAN//DIPERNA LIONS FLOW//DIPERNA LIONS THEORY
26449 209 AVERAGING PRINCIPLE//SMOLUCHOWSKI KRAMERS APPROXIMATION//GLUING CONDITIONS
29804 147 ALGEBRA OF NEW GENERALIZED FUNCTIONS//DIFFERENTIAL EQUATIONS WITH GENERALIZED COEFFICIENTS//DIRECT PRODUCT OF ALGEBRAS OF GENERALIZED RANDOM PROCESSES

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 MALLIAVIN CALCULUS Author keyword 411 69% 2% 346
2 FRACTIONAL BROWNIAN MOTION Author keyword 322 47% 3% 509
3 STOCHASTIC PROCESSES AND THEIR APPLICATIONS Journal 267 27% 6% 857
4 SUPER BROWNIAN MOTION Author keyword 258 93% 1% 96
5 LOCAL TIME Author keyword 234 58% 2% 273
6 ANNALS OF PROBABILITY Journal 229 25% 5% 780
7 PROBABILITY THEORY AND RELATED FIELDS Journal 206 28% 4% 624
8 STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS Author keyword 176 52% 2% 243
9 SUPERPROCESS Author keyword 175 86% 1% 90
10 POTENTIAL ANALYSIS Journal 159 38% 2% 338

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 MALLIAVIN CALCULUS 411 69% 2% 346 Search MALLIAVIN+CALCULUS Search MALLIAVIN+CALCULUS
2 FRACTIONAL BROWNIAN MOTION 322 47% 3% 509 Search FRACTIONAL+BROWNIAN+MOTION Search FRACTIONAL+BROWNIAN+MOTION
3 SUPER BROWNIAN MOTION 258 93% 1% 96 Search SUPER+BROWNIAN+MOTION Search SUPER+BROWNIAN+MOTION
4 LOCAL TIME 234 58% 2% 273 Search LOCAL+TIME Search LOCAL+TIME
5 STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS 176 52% 2% 243 Search STOCHASTIC+PARTIAL+DIFFERENTIAL+EQUATIONS Search STOCHASTIC+PARTIAL+DIFFERENTIAL+EQUATIONS
6 SUPERPROCESS 175 86% 1% 90 Search SUPERPROCESS Search SUPERPROCESS
7 STOCHASTIC DIFFERENTIAL EQUATIONS 145 34% 2% 351 Search STOCHASTIC+DIFFERENTIAL+EQUATIONS Search STOCHASTIC+DIFFERENTIAL+EQUATIONS
8 LOCAL TIMES 123 76% 1% 86 Search LOCAL+TIMES Search LOCAL+TIMES
9 SKOROHOD INTEGRAL 117 93% 0% 43 Search SKOROHOD+INTEGRAL Search SKOROHOD+INTEGRAL
10 STRONG FELLER PROPERTY 103 93% 0% 39 Search STRONG+FELLER+PROPERTY Search STRONG+FELLER+PROPERTY

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 SUPERPROCESSES 192 86% 1% 98
2 LOCAL TIMES 156 78% 1% 104
3 LOGARITHMIC SOBOLEV INEQUALITIES 152 53% 1% 203
4 INTRINSIC ULTRACONTRACTIVITY 147 94% 0% 51
5 MALLIAVIN CALCULUS 121 72% 1% 95
6 DIRICHLET FORMS 109 51% 1% 153
7 WIENER SPACE 100 66% 1% 92
8 SYMMETRIC STABLE PROCESSES 93 88% 0% 44
9 SUPER BROWNIAN MOTION 93 78% 0% 61
10 STOCHASTIC DIFFERENTIAL EQUATIONS 91 25% 2% 313

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 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 267 27% 6% 857
2 ANNALS OF PROBABILITY 229 25% 5% 780
3 PROBABILITY THEORY AND RELATED FIELDS 206 28% 4% 624
4 POTENTIAL ANALYSIS 159 38% 2% 338
5 STOCHASTIC ANALYSIS AND APPLICATIONS 122 27% 3% 394
6 INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS 111 39% 2% 227
7 ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 110 29% 2% 325
8 ELECTRONIC JOURNAL OF PROBABILITY 78 27% 2% 251
9 JOURNAL OF THEORETICAL PROBABILITY 59 22% 2% 233
10 STOCHASTICS AND DYNAMICS 54 36% 1% 120

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
The Numerical Approximation of Stochastic Partial Differential Equations 2009 36 66 74%
Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions 2001 78 31 55%
ONE-DIMENSIONAL QUASI-RELATIVISTIC PARTICLE IN THE BOX 2013 3 23 83%
Stability and stabilisation of stochastic differential delay equations 2007 32 43 44%
Model Driven EEG/fMRI Fusion of Brain Oscillations 2009 53 80 23%
Integral transformations and anticipative calculus for fractional Brownian motions 2005 25 49 80%
Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps 2011 8 10 60%
Harmonic analysis of additive Levy processes 2009 7 53 92%
Quantum stochastic analysis via white noise operators in weighted Fock space 2002 17 15 93%
THE MEASURE-THEORY OF RANDOM FRACTALS 1986 110 20 75%

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 PROBABIL 69 42% 0.9% 126
2 PROBABIL MODELES ALEATOI 37 25% 0.9% 128
3 BIBOS 35 50% 0.3% 51
4 ECON LA SORBONNE 31 92% 0.1% 12
5 STAT PROBABIL 17 13% 0.8% 117
6 DIPARTIMENTO MATEMAT ENNIO DE GIORGI 15 35% 0.2% 36
7 VITO VOLTERRA 15 40% 0.2% 30
8 UMR 7599 15 19% 0.5% 74
9 PROBABILITES MODELES ALEATOI 15 19% 0.5% 68
10 LMAM MATH SCI 14 59% 0.1% 16

Related classes at same level (level 2)


Rank Relatedness score Related classes
1 0.0000017709 RANDOM WALK IN RANDOM ENVIRONMENT//BRANCHING RANDOM WALK//RANDOM ENVIRONMENT
2 0.0000013602 VISCOSITY SOLUTIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
3 0.0000012888 COMPLETE CONVERGENCE//COMPLETE MOMENT CONVERGENCE//THEORY OF PROBABILITY AND ITS APPLICATIONS
4 0.0000010748 OPTIMAL TRANSPORT//MONGE AMPERE EQUATION//OPTIMAL TRANSPORTATION
5 0.0000009288 FOURIER ALGEBRA//LOCALLY COMPACT GROUP//ANALYSIS ON FRACTALS
6 0.0000007892 ANNALES ACADEMIAE SCIENTIARUM FENNICAE-MATHEMATICA//CARNOT GROUPS//DOUBLING MEASURE
7 0.0000007596 OPTION PRICING//REAL OPTIONS//AMERICAN OPTIONS
8 0.0000007280 SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS//BAYES SEQUENTIAL ESTIMATION//EXISTENCE PROBLEM
9 0.0000007092 REGULARITY CRITERION//REGULARITY CRITERIA//GLOBAL ATTRACTOR
10 0.0000006762 BIRTH AND DEATH CHAINS//CUTOFF PHENOMENON//LATTICE ORDERED ALGEBRA