Class information for:
Level 1: SKOROKHOD EMBEDDING PROBLEM//MAXIMUM PROCESS//SKOROKHOD EMBEDDING

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
22169 391 17.2 32%


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
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
755 2             BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//OPTION PRICING//REAL OPTIONS 12405
22169 1                   SKOROKHOD EMBEDDING PROBLEM//MAXIMUM PROCESS//SKOROKHOD EMBEDDING 391

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 SKOROKHOD EMBEDDING PROBLEM authKW 1033603 4% 88% 15
2 MAXIMUM PROCESS authKW 728875 4% 67% 14
3 SKOROKHOD EMBEDDING authKW 624742 4% 50% 16
4 THE MAXIMALITY PRINCIPLE authKW 546663 2% 100% 7
5 THE PRINCIPLE OF SMOOTH FIT authKW 478329 2% 88% 7
6 MODEL INDEPENDENT PRICING authKW 390474 1% 100% 5
7 BUY AND HOLD authKW 325393 1% 83% 5
8 MARTINGALE OPTIMAL TRANSPORT authKW 325393 1% 83% 5
9 1 MARTINGALE authKW 312379 1% 100% 4
10 AZEMA YOR EMBEDDING authKW 312379 1% 100% 4

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Statistics & Probability 13717 46% 0% 178
2 Mathematics 3684 42% 0% 165
3 Social Sciences, Mathematical Methods 2116 9% 0% 36
4 Business, Finance 1703 10% 0% 39
5 Mathematics, Interdisciplinary Applications 592 9% 0% 36
6 Mathematics, Applied 387 14% 0% 53
7 Economics 37 4% 0% 17
8 Automation & Control Systems 12 2% 0% 6
9 Multidisciplinary Sciences 3 1% 0% 3
10 Management 0 1% 0% 2

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 GLOBAL MARKETS QUANTITAT 312379 1% 100% 4
2 ANAL PROBAB 78095 0% 100% 1
3 ANALYSE PROBABILIT 78095 0% 100% 1
4 CALCUL PROBABILITIES 78095 0% 100% 1
5 GLOBAL MARKET QUANTITAT 78095 0% 100% 1
6 INRIAUMLV 78095 0% 100% 1
7 PROBABIL MODELED ALEATOI 78095 0% 100% 1
8 PROJECT TEAM MATHFI ENPC 78095 0% 100% 1
9 QUANTITAT PROD ANALYT 78095 0% 100% 1
10 NOMURA MATH FINANCE 73495 1% 24% 4

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 FINANCE AND STOCHASTICS 42008 4% 4% 15
2 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 14378 6% 1% 25
3 MATHEMATICAL FINANCE 14205 3% 2% 10
4 ANNALS OF APPLIED PROBABILITY 13449 4% 1% 16
5 LECTURE NOTES IN MATHEMATICS 12608 9% 0% 34
6 ANNALS OF PROBABILITY 8767 5% 1% 19
7 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS 8479 1% 2% 5
8 SIAM JOURNAL ON FINANCIAL MATHEMATICS 8228 1% 2% 5
9 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES 7215 1% 2% 4
10 JOURNAL OF APPLIED PROBABILITY 5745 4% 0% 16

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 SKOROKHOD EMBEDDING PROBLEM 1033603 4% 88% 15 Search SKOROKHOD+EMBEDDING+PROBLEM Search SKOROKHOD+EMBEDDING+PROBLEM
2 MAXIMUM PROCESS 728875 4% 67% 14 Search MAXIMUM+PROCESS Search MAXIMUM+PROCESS
3 SKOROKHOD EMBEDDING 624742 4% 50% 16 Search SKOROKHOD+EMBEDDING Search SKOROKHOD+EMBEDDING
4 THE MAXIMALITY PRINCIPLE 546663 2% 100% 7 Search THE+MAXIMALITY+PRINCIPLE Search THE+MAXIMALITY+PRINCIPLE
5 THE PRINCIPLE OF SMOOTH FIT 478329 2% 88% 7 Search THE+PRINCIPLE+OF+SMOOTH+FIT Search THE+PRINCIPLE+OF+SMOOTH+FIT
6 MODEL INDEPENDENT PRICING 390474 1% 100% 5 Search MODEL+INDEPENDENT+PRICING Search MODEL+INDEPENDENT+PRICING
7 BUY AND HOLD 325393 1% 83% 5 Search BUY+AND+HOLD Search BUY+AND+HOLD
8 MARTINGALE OPTIMAL TRANSPORT 325393 1% 83% 5 Search MARTINGALE+OPTIMAL+TRANSPORT Search MARTINGALE+OPTIMAL+TRANSPORT
9 1 MARTINGALE 312379 1% 100% 4 Search 1+MARTINGALE Search 1+MARTINGALE
10 AZEMA YOR EMBEDDING 312379 1% 100% 4 Search AZEMA+YOR+EMBEDDING Search AZEMA+YOR+EMBEDDING

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.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 ACCIAIO, B , BEIGLBOCK, M , PENKNER, F , SCHACHERMAYER, W , (2016) A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-REPLICATION THEOREM.MATHEMATICAL FINANCE. VOL. 26. ISSUE 2. P. 233 -251 19 100% 13
2 HENRY-LABORDERE, P , OBLOJ, J , SPOIDA, P , TOUZI, N , (2016) THE MAXIMUM MAXIMUM OF A MARTINGALE WITH GIVEN N MARGINALS.ANNALS OF APPLIED PROBABILITY. VOL. 26. ISSUE 1. P. 1 -44 23 85% 1
3 HENRY-LABORDERE, P , TAN, XL , TOUZI, N , (2016) AN EXPLICIT MARTINGALE VERSION OF THE ONE-DIMENSIONAL BRENIER'S THEOREM WITH FULL MARGINALS CONSTRAINT.STOCHASTIC PROCESSES AND THEIR APPLICATIONS. VOL. 126. ISSUE 9. P. 2800 -2834 27 69% 0
4 PESKIR, G , (2014) QUICKEST DETECTION OF A HIDDEN TARGET AND EXTREMAL SURFACES.ANNALS OF APPLIED PROBABILITY. VOL. 24. ISSUE 6. P. 2340 -2370 22 85% 4
5 HENRY-LABORDERE, P , TOUZI, N , (2016) AN EXPLICIT MARTINGALE VERSION OF THE ONE-DIMENSIONAL BRENIER THEOREM.FINANCE AND STOCHASTICS. VOL. 20. ISSUE 3. P. 635 -668 21 81% 1
6 GUSHCHIN, AA , URUSOV, MA , (2016) PROCESSES THAT CAN BE EMBEDDED IN A GEOMETRIC BROWNIAN MOTION.THEORY OF PROBABILITY AND ITS APPLICATIONS. VOL. 60. ISSUE 2. P. 246 -262 19 86% 0
7 HOBSON, D , (2016) MIMICKING MARTINGALES.ANNALS OF APPLIED PROBABILITY. VOL. 26. ISSUE 4. P. 2273 -2303 16 94% 0
8 GLOVER, K , HULLEY, H , PESKIR, G , (2013) THREE-DIMENSIONAL BROWNIAN MOTION AND THE GOLDEN RATIO RULE.ANNALS OF APPLIED PROBABILITY. VOL. 23. ISSUE 3. P. 895-922 18 82% 6
9 GAPEEV, PV , RODOSTHENOUS, N , (2016) PERPETUAL AMERICAN OPTIONS IN DIFFUSION-TYPE MODELS WITH RUNNING MAXIMA AND DRAWDOWNS.STOCHASTIC PROCESSES AND THEIR APPLICATIONS. VOL. 126. ISSUE 7. P. 2038 -2061 18 72% 0
10 HOBSON, D , (2011) THE SKOROKHOD EMBEDDING PROBLEM AND MODEL-INDEPENDENT BOUNDS FOR OPTION PRICES.PARIS-PRINCETON LECTURES ON MATHEMATICAL FINANCE 2010. VOL. 2003. ISSUE . P. 267 -318 18 69% 28

Classes with closest relation at Level 1


Rank Class id link
1 19552 SINGULAR STOCHASTIC CONTROL//PAIRS TRADING//OPTIMAL STOPPING
2 21686 SKEW BROWNIAN MOTION//SCENERY RECONSTRUCTION//STOCHASTIC FLOWS OF KERNELS
3 6857 FINANCE AND STOCHASTICS//INCOMPLETE MARKETS//FUNDAMENTAL THEOREM OF ASSET PRICING
4 19884 MATSUMOTO YOR PROPERTY//BOUGEROLS IDENTITY//EXPONENTIAL BROWNIAN FUNCTIONALS
5 19024 MATH INFORMAT MECH//BELLMAN FUNCTION//WEAK TYPE INEQUALITY
6 20897 COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY
7 29725 RANDOM DIRICHLET SERIES//GENERALIZED TYPE//ORDER R
8 10493 LOCAL TIME//INTERSECTION LOCAL TIME//SELF INTERSECTION LOCAL TIME
9 7689 AMERICAN OPTIONS//OPTION PRICING//BLACK SCHOLES EQUATION
10 1907 OPTION PRICING//IMPLIED VOLATILITY//STOCHASTIC VOLATILITY

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