Class information for:
Level 1: BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//G EXPECTATION

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
5588 1600 21.7 51%


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
5588 1                   BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//G EXPECTATION 1600

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 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION authKW 5283068 22% 79% 351
2 FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS authKW 1280582 5% 85% 79
3 G EXPECTATION authKW 1192412 4% 92% 68
4 G BROWNIAN MOTION authKW 867395 3% 91% 50
5 REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATION authKW 782840 3% 98% 42
6 BSDE authKW 623247 3% 73% 45
7 BACKWARD SDES authKW 599391 2% 90% 35
8 BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS authKW 546867 2% 87% 33
9 STOCHASTIC MAXIMUM PRINCIPLE authKW 477042 3% 63% 40
10 COMPARISON THEOREM authKW 472998 6% 27% 91

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 44839 41% 0% 652
2 Mathematics, Applied 18761 43% 0% 689
3 Automation & Control Systems 7323 14% 0% 228
4 Mathematics 4163 23% 0% 368
5 Social Sciences, Mathematical Methods 1274 4% 0% 58
6 Mathematics, Interdisciplinary Applications 1103 6% 0% 102
7 Operations Research & Management Science 649 5% 0% 80
8 Business, Finance 541 3% 0% 47
9 Economics 46 3% 0% 46
10 Engineering, General 32 2% 0% 26

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 FINANCE CONTROL SCI 299512 1% 83% 19
2 QILU SECUR FINANCIAL STUDIES 195702 1% 51% 20
3 STAT PROC 180163 2% 39% 24
4 QILU FINANCE 152663 1% 100% 8
5 FINANCIAL STUDIES 98386 1% 27% 19
6 FINANCIAL MATH CONTROL SCI 95414 0% 100% 5
7 MANCEAU MATH 85858 1% 38% 12
8 PROBABILIST METHODS 62448 0% 55% 6
9 EQUIPE ALEA 57249 0% 100% 3
10 MODELISAT COMBINATOIRE 50885 0% 67% 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 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 145909 10% 5% 161
2 SIAM JOURNAL ON CONTROL AND OPTIMIZATION 62178 7% 3% 109
3 APPLIED MATHEMATICS AND OPTIMIZATION 47931 3% 5% 53
4 ABEL SYMPOSIA 40797 3% 5% 47
5 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES 35707 1% 10% 18
6 ANNALS OF APPLIED PROBABILITY 28334 3% 3% 47
7 STOCHASTICS AND DYNAMICS 26177 1% 6% 23
8 STOCHASTIC ANALYSIS AND APPLICATIONS 24806 2% 5% 26
9 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS 18640 1% 7% 15
10 MATHEMATICAL CONTROL AND RELATED FIELDS 18545 1% 8% 12

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 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION 5283068 22% 79% 351 Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION
2 FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1280582 5% 85% 79 Search FORWARD+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS Search FORWARD+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATIONS
3 G EXPECTATION 1192412 4% 92% 68 Search G+EXPECTATION Search G+EXPECTATION
4 G BROWNIAN MOTION 867395 3% 91% 50 Search G+BROWNIAN+MOTION Search G+BROWNIAN+MOTION
5 REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATION 782840 3% 98% 42 Search REFLECTED+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION Search REFLECTED+BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION
6 BSDE 623247 3% 73% 45 Search BSDE Search BSDE
7 BACKWARD SDES 599391 2% 90% 35 Search BACKWARD+SDES Search BACKWARD+SDES
8 BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS 546867 2% 87% 33 Search BACKWARD+DOUBLY+STOCHASTIC+DIFFERENTIAL+EQUATIONS Search BACKWARD+DOUBLY+STOCHASTIC+DIFFERENTIAL+EQUATIONS
9 STOCHASTIC MAXIMUM PRINCIPLE 477042 3% 63% 40 Search STOCHASTIC+MAXIMUM+PRINCIPLE Search STOCHASTIC+MAXIMUM+PRINCIPLE
10 COMPARISON THEOREM 472998 6% 27% 91 Search COMPARISON+THEOREM Search COMPARISON+THEOREM

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 PENG, S , (2005) NONLINEAR EXPECTATIONS, NONLINEAR EVALUATIONS AND RISK MEASURES.STOCHASTIC METHODS IN FINANCE. VOL. 1856. ISSUE . P. 165 -253 123 90% 0
2 BAYRAKTAR, E , YAO, S , (2015) DOUBLY REFLECTED BSDES WITH INTEGRABLE PARAMETERS AND RELATED DYNKIN GAMES.STOCHASTIC PROCESSES AND THEIR APPLICATIONS. VOL. 125. ISSUE 12. P. 4489 -4542 32 94% 0
3 NIE, TY , (2015) FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATION WITH SUBDIFFERENTIAL OPERATOR AND ASSOCIATED VARIATIONAL INEQUALITY.SCIENCE CHINA-MATHEMATICS. VOL. 58. ISSUE 4. P. 729 -748 26 100% 2
4 ZHAO, WD , FU, Y , ZHOU, T , (2014) NEW KINDS OF HIGH-ORDER MULTISTEP SCHEMES FOR COUPLED FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS.SIAM JOURNAL ON SCIENTIFIC COMPUTING. VOL. 36. ISSUE 4. P. A1731 -A1751 28 97% 0
5 FAN, SJ , (2015) L-P SOLUTIONS OF MULTIDIMENSIONAL BSDES WITH WEAK MONOTONICITY AND GENERAL GROWTH GENERATORS.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS. VOL. 432. ISSUE 1. P. 156 -178 26 100% 0
6 CHASSAGNEUX, JF , RICHOU, A , (2016) NUMERICAL SIMULATION OF QUADRATIC BSDES.ANNALS OF APPLIED PROBABILITY. VOL. 26. ISSUE 1. P. 262 -304 26 90% 1
7 FAN, SJ , (2016) BOUNDED SOLUTIONS, L-P (P > 1) SOLUTIONS AND L-1 SOLUTIONS FOR ONE DIMENSIONAL BSDES UNDER GENERAL ASSUMPTIONS.STOCHASTIC PROCESSES AND THEIR APPLICATIONS. VOL. 126. ISSUE 5. P. 1511 -1552 25 100% 0
8 TANG, SJ , ZHANG, F , (2015) PATH-DEPENDENT OPTIMAL STOCHASTIC CONTROL AND VISCOSITY SOLUTION OF ASSOCIATED BELLMAN EQUATIONS.DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS. VOL. 35. ISSUE 11. P. 5521 -5553 28 90% 0
9 ZHANG, W , ZHAO, WD , (2015) EULER-TYPE SCHEMES FOR WEAKLY COUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND OPTIMAL CONVERGENCE ANALYSIS.FRONTIERS OF MATHEMATICS IN CHINA. VOL. 10. ISSUE 2. P. 415 -434 26 96% 0
10 HU, MS , JI, SL , (2016) STOCHASTIC MAXIMUM PRINCIPLE FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEM UNDER VOLATILITY AMBIGUITY.SIAM JOURNAL ON CONTROL AND OPTIMIZATION. VOL. 54. ISSUE 2. P. 918 -945 24 100% 0

Classes with closest relation at Level 1


Rank Class id link
1 26586 MEAN FIELD GAMES//MEAN FIELD TYPE CONTROL//DYNAMIC BLOCKING PROBLEM
2 28764 MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATION//REFLECTED STOCHASTIC DIFFERENTIAL EQUATION//MEAN DERIVATIVES
3 6857 FINANCE AND STOCHASTICS//INCOMPLETE MARKETS//FUNDAMENTAL THEOREM OF ASSET PRICING
4 19552 SINGULAR STOCHASTIC CONTROL//PAIRS TRADING//OPTIMAL STOPPING
5 7755 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//INSURANCE MATHEMATICS & ECONOMICS
6 13801 INFINITY LAPLACIAN//VISCOSITY SOLUTIONS//FULLY NONLINEAR EQUATIONS
7 21257 STOCHASTIC GAMES//UNIFORM VALUE//DYNKIN GAMES
8 36216 MELENTIEV ENERGY SYST//MELENTEV POWER ENGN SYST//POWER ENGN SYST
9 14379 UNBOUNDED COEFFICIENTS//DIPARTIMENTO MATEMAT ENNIO DE GIORGI//TRANSITION SEMIGROUP
10 9121 COHERENT RISK MEASURES//RISK MEASURES//OPTIMAL REINSURANCE

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