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

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
6109 1528 22.0 42%


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
15 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 719832
383 3       STATISTICS & PROBABILITY//ANNALS OF PROBABILITY//STOCHASTIC PROCESSES AND THEIR APPLICATIONS 31557
499 2             FRACTIONAL BROWNIAN MOTION//ANNALS OF PROBABILITY//LOCAL TIME 15343
6109 1                   FRACTIONAL BROWNIAN MOTION//ROUGH PATHS//MALLIAVIN CALCULUS 1528

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 FRACTIONAL BROWNIAN MOTION authKW 4200094 31% 44% 480
2 ROUGH PATHS authKW 1047218 4% 86% 61
3 MALLIAVIN CALCULUS authKW 948075 11% 29% 162
4 SUB FRACTIONAL BROWNIAN MOTION authKW 592284 2% 87% 34
5 MULTIPLE STOCHASTIC INTEGRALS authKW 582734 3% 61% 48
6 MULTIPLE WIENER ITO INTEGRALS authKW 284437 1% 65% 22
7 MULTIFRACTIONAL BROWNIAN MOTION authKW 276309 1% 63% 22
8 ROUGH PATHS THEORY authKW 264466 1% 88% 15
9 ROSENBLATT PROCESS authKW 262485 1% 77% 17
10 FRACTIONAL LEVY PROCESS authKW 259768 1% 100% 13

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 90863 59% 1% 903
2 Mathematics 5337 26% 0% 403
3 Mathematics, Applied 4277 22% 0% 333
4 Mathematics, Interdisciplinary Applications 306 4% 0% 56
5 Physics, Mathematical 143 3% 0% 52
6 Social Sciences, Mathematical Methods 120 1% 0% 19
7 Business, Finance 64 1% 0% 18
8 Automation & Control Systems 43 2% 0% 23
9 Operations Research & Management Science 1 1% 0% 10
10 Engineering, General 0 1% 0% 10

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 ECON LA SORBONNE 153704 1% 77% 10
2 PL SCI MARRAKESH 99911 0% 100% 5
3 REGULAR TEAM 85178 1% 47% 9
4 IMSS BSHM 79929 0% 100% 4
5 SAMOS MATISSE 73253 1% 33% 11
6 GALILEE MATH 69931 0% 50% 7
7 PROBABIL STAT ACTUARIAL MATH 65268 0% 47% 7
8 CNRS UP A 6016 59947 0% 100% 3
9 PAUL PAINLEVE 58196 3% 7% 43
10 UR MATH 57587 0% 41% 7

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 118830 9% 4% 142
2 BERNOULLI 55239 4% 5% 57
3 STOCHASTICS AND DYNAMICS 35037 2% 7% 26
4 ELECTRONIC JOURNAL OF PROBABILITY 34241 3% 4% 42
5 JOURNAL OF THEORETICAL PROBABILITY 32157 3% 4% 43
6 ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 31495 3% 4% 44
7 ANNALS OF PROBABILITY 29576 5% 2% 69
8 ABEL SYMPOSIA 26462 2% 4% 37
9 ELECTRONIC COMMUNICATIONS IN PROBABILITY 23329 2% 4% 30
10 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS 22211 1% 7% 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 FRACTIONAL BROWNIAN MOTION 4200094 31% 44% 480 Search FRACTIONAL+BROWNIAN+MOTION Search FRACTIONAL+BROWNIAN+MOTION
2 ROUGH PATHS 1047218 4% 86% 61 Search ROUGH+PATHS Search ROUGH+PATHS
3 MALLIAVIN CALCULUS 948075 11% 29% 162 Search MALLIAVIN+CALCULUS Search MALLIAVIN+CALCULUS
4 SUB FRACTIONAL BROWNIAN MOTION 592284 2% 87% 34 Search SUB+FRACTIONAL+BROWNIAN+MOTION Search SUB+FRACTIONAL+BROWNIAN+MOTION
5 MULTIPLE STOCHASTIC INTEGRALS 582734 3% 61% 48 Search MULTIPLE+STOCHASTIC+INTEGRALS Search MULTIPLE+STOCHASTIC+INTEGRALS
6 MULTIPLE WIENER ITO INTEGRALS 284437 1% 65% 22 Search MULTIPLE+WIENER+ITO+INTEGRALS Search MULTIPLE+WIENER+ITO+INTEGRALS
7 MULTIFRACTIONAL BROWNIAN MOTION 276309 1% 63% 22 Search MULTIFRACTIONAL+BROWNIAN+MOTION Search MULTIFRACTIONAL+BROWNIAN+MOTION
8 ROUGH PATHS THEORY 264466 1% 88% 15 Search ROUGH+PATHS+THEORY Search ROUGH+PATHS+THEORY
9 ROSENBLATT PROCESS 262485 1% 77% 17 Search ROSENBLATT+PROCESS Search ROSENBLATT+PROCESS
10 FRACTIONAL LEVY PROCESS 259768 1% 100% 13 Search FRACTIONAL+LEVY+PROCESS Search FRACTIONAL+LEVY+PROCESS

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 MISHURA, YS , (2008) WIENER INTEGRATION WITH RESPECT TO FRACTIONAL BROWNIAN MOTION.STOCHASTIC CALCULUS FOR FRACTIONAL BROWNIAN MOTION AND RELATED PROCESSES. VOL. 1929. ISSUE . P. 1 -+ 83 62% 0
2 LYONS, TJ , CARUANA, M , LEVY, T , (2007) DIFFERENTIAL EQUATIONS DRIVEN BY ROUGH PATHS - ECOLE D'ETE DE PROBABILITES DE SAINT-FLOUR XXXIV - 2004.DIFFERENTIAL EQUATIONS DRIVEN BY ROUGH PATHS. VOL. 1908. ISSUE . P. 1 -+ 39 76% 0
3 YAN, LT , LIU, JF , CHEN, C , (2014) THE GENERALIZED QUADRATIC COVARIATION FOR FRACTIONAL BROWNIAN MOTION WITH HURST INDEX LESS THAN 1/2.INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS. VOL. 17. ISSUE 4. P. - 25 96% 0
4 FRIZ, PK , GESS, B , GULISASHVILI, A , RIEDEL, S , (2016) THE JAIN-MONRAD CRITERION FOR ROUGH PATHS AND APPLICATIONS TO RANDOM FOURIER SERIES AND NON-MARKOVIAN HORMANDER THEORY.ANNALS OF PROBABILITY. VOL. 44. ISSUE 1. P. 684 -738 20 83% 4
5 RUSSO, F , VIENS, F , (2015) GAUSSIAN AND NON-GAUSSIAN PROCESSES OF ZERO POWER VARIATION.ESAIM-PROBABILITY AND STATISTICS. VOL. 19. ISSUE . P. 414 -439 21 100% 0
6 LIU, JF , TANG, DL , CANG, YQ , (2017) VARIATIONS AND ESTIMATORS FOR SELF-SIMILARITY PARAMETER OF SUB-FRACTIONAL BROWNIAN MOTION VIA MALLIAVIN CALCULUS.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. VOL. 46. ISSUE 7. P. 3276 -3289 21 91% 0
7 LEJAY, A , (2010) CONTROLLED DIFFERENTIAL EQUATIONS AS YOUNG INTEGRALS: A SIMPLE APPROACH.JOURNAL OF DIFFERENTIAL EQUATIONS. VOL. 249. ISSUE 8. P. 1777-1798 23 96% 3
8 HU, YZ , JOLIS, M , TINDEL, S , (2013) ON STRATONOVICH AND SKOROHOD STOCHASTIC CALCULUS FOR GAUSSIAN PROCESSES.ANNALS OF PROBABILITY. VOL. 41. ISSUE 3A. P. 1656-1693 20 100% 2
9 SHEN, GJ , YIN, XW , YAN, LT , (2016) APPROXIMATION OF THE ROSENBLATT SHEET.MEDITERRANEAN JOURNAL OF MATHEMATICS. VOL. 13. ISSUE 4. P. 2215 -2227 18 95% 1
10 PAKKANEN, MS , REVEILLAC, A , (2016) FUNCTIONAL LIMIT THEOREMS FOR GENERALIZED VARIATIONS OF THE FRACTIONAL BROWNIAN SHEET.BERNOULLI. VOL. 22. ISSUE 3. P. 1671 -1708 19 95% 0

Classes with closest relation at Level 1


Rank Class id link
1 10493 LOCAL TIME//INTERSECTION LOCAL TIME//SELF INTERSECTION LOCAL TIME
2 8902 MALLIAVIN CALCULUS//SKOROHOD INTEGRAL//QUASI SURE CONVERGENCE
3 21683 CONSERVATIVE FLOW//EVANESCENT RANDOM FIELDS//MIXED MOVING AVERAGE
4 6796 STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS//STOCHASTIC NAVIER STOKES EQUATIONS//STOCHASTIC WAVE EQUATION
5 28764 MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATION//REFLECTED STOCHASTIC DIFFERENTIAL EQUATION//MEAN DERIVATIVES
6 12830 SMALL DEVIATIONS//SMALL BALL PROBABILITY//LARGE DEVIATION PROBABILITY
7 31043 EXCHANGEABLE RANDOM VARIABLE//KOLMOGOROV FELLER WEAK LAW OF LARGE NUMBERS//BERRY ESSEEN TYPE ESTIMATE
8 5121 LONG MEMORY//FRACTIONAL INTEGRATION//LONG RANGE DEPENDENCE
9 19294 WICK PRODUCT//WHITE NOISE ANALYSIS//LEVY LAPLACIAN
10 7014 HIGH FREQUENCY DATA//REALIZED VOLATILITY//MICROSTRUCTURE NOISE

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