{"id":"https://openalex.org/W201570259","doi":null,"title":"Disentangling the jumps of the diffusion in a geometric jumping Brownian motion","display_name":"Disentangling the jumps of the diffusion in a geometric jumping Brownian motion","publication_year":2001,"publication_date":"2001-01-01","ids":{"openalex":"https://openalex.org/W201570259","mag":"201570259"},"language":"en","primary_location":{"id":"pmh:oai:flore.unifi.it:2158/1865","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/2158/1865","pdf_url":null,"source":{"id":"https://openalex.org/S4306402033","display_name":"Florence Research (University of Florence)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I45084792","host_organization_name":"University of Florence","host_organization_lineage":["https://openalex.org/I45084792"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"volume":null,"type":"article","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5008144798","display_name":"Cecilia Mancini","orcid":"https://orcid.org/0000-0002-5155-3495","observed_orcids":["https://orcid.org/0000-0002-5155-3495"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Cecilia Mancini","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5008144798"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.5678,"has_fulltext":false,"cited_by_count":120,"citation_normalized_percentile":{"value":0.80276146,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"19","last_page":"47"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9731000065803528,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9731000065803528,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.012900000438094139,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11830","display_name":"Point processes and geometric inequalities","score":0.0017999999690800905,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/geometric-brownian-motion","display_name":"geometric Brownian motion","score":0.7319999933242798},{"id":"https://openalex.org/keywords/jumps","display_name":"jumps","score":0.6019999980926514},{"id":"https://openalex.org/keywords/diffusion","display_name":"diffusion","score":0.382999986410141},{"id":"https://openalex.org/keywords/jump-processes","display_name":"jump processes","score":0.4020000100135803},{"id":"https://openalex.org/keywords/stochastic-differential-equations","display_name":"stochastic differential equations","score":0.4180000126361847}],"concepts":[{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.5190956592559814},{"id":"https://openalex.org/C2779664328","wikidata":"https://www.wikidata.org/wiki/Q6311158","display_name":"Jump diffusion","level":3,"score":0.5015501976013184},{"id":"https://openalex.org/C2779897013","wikidata":"https://www.wikidata.org/wiki/Q1151752","display_name":"Jumping","level":2,"score":0.4821029007434845},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.4734472930431366},{"id":"https://openalex.org/C104114177","wikidata":"https://www.wikidata.org/wiki/Q79782","display_name":"Motion (physics)","level":2,"score":0.4600754380226135},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.42418578267097473},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.41538697481155396},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.36725276708602905},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.35741180181503296},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.3412938714027405},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.2134464979171753},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11647683382034302},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:flore.unifi.it:2158/1865","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/2158/1865","pdf_url":null,"source":{"id":"https://openalex.org/S4306402033","display_name":"Florence Research (University of Florence)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I45084792","host_organization_name":"University of Florence","host_organization_lineage":["https://openalex.org/I45084792"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"mag:201570259","doi":null,"is_oa":false,"landing_page_url":"https://flore.unifi.it/handle/2158/1865?mode=full.1","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities","score":0.4000000059604645}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7056445516","https://openalex.org/W1489551084","https://openalex.org/W7002147826","https://openalex.org/W7217737455","https://openalex.org/W2288093458","https://openalex.org/W7217548205","https://openalex.org/W7045764497","https://openalex.org/W3008066192","https://openalex.org/W6999887365","https://openalex.org/W2151792428"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":9},{"year":2020,"cited_by_count":8},{"year":2019,"cited_by_count":13},{"year":2018,"cited_by_count":9},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":7},{"year":2015,"cited_by_count":7},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":7},{"year":2012,"cited_by_count":6}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}