Tomasz R. Bielecki

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All published works

Action	Title	Year	Authors
+ PDF Chat	Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions	2024	Tomasz R. Bielecki Igor Cialenco Hao Liu
+	Risk filtering and risk-averse control of Markovian systems subject to model uncertainty	2023	Tomasz R. Bielecki Igor Cialenco Andrzej Ruszczyński
+	The two-sided exit problem for an additive functional of a time-inhomogeneous Markov chain	2023	Tomasz R. Bielecki Ziteng Cheng Ruoting Gong
+	Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions	2023	Tomasz R. Bielecki Igor Cialenco Hao Liu
+	Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources	2022	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+ PDF Chat	Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility	2022	Tomasz R. Bielecki Ziteng Cheng Ruoting Gong
+ PDF Chat	On Function of Evolution of Distribution for Time Homogeneous Markov Processes	2022	Tomasz R. Bielecki Jacek Jakubowski Maciej Wi±niewolski
+	Construction and Simulation of Generalized Multivariate Hawkes Processes	2022	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	On Function of Evolution of Distribution for Time Homogeneous Markov Processes	2022	Tomasz R. Bielecki Jacek Jakubowski Maciej Wiśniewolski
+	Risk Filtering and Risk-Averse Control of Markovian Systems Subject to Model Uncertainty	2022	Tomasz R. Bielecki Igor Cialenco Andrzej Ruszczyński
+ PDF Chat	Semimartingales and shrinkage of filtration	2021	Tomasz R. Bielecki Jacek Jakubowski Monique Jeanblanc Mariusz Niewęgłowski
+ PDF Chat	TIME-INCONSISTENT MARKOVIAN CONTROL PROBLEMS UNDER MODEL UNCERTAINTY WITH APPLICATION TO THE MEAN-VARIANCE PORTFOLIO SELECTION	2021	Tomasz R. Bielecki Tao Chen Igor Cialenco
+	Risk-sensitive Markov decision problems under model uncertainty: finite time horizon case	2021	Tomasz R. Bielecki Tao Chen Igor Cialenco
+ PDF Chat	Generalized Multivariate Hawkes Processes	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Consistency of Finite Multivariate Markov Chains	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Finite Markov Chains: Auxiliary Technical Framework	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Markov Chain Structures	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Archimedean Survival Processes, Markov Consistency, ASP Structures	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Consistency of Multivariate Special Semimartingales	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Special Semimartingale Structures	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Crash Course on Conditional Markov Chains and on Doubly Stochastic Markov Chains	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Martingale Problem: Some New Results Needed in this Book	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Strong Markov Family Structures	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Strong Markov Consistency of Multivariate Markov Families and Processes	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Consistency of Finite Multivariate Conditional Markov Chains	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Notation Index	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Markov Processes and Markov Families	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Function Spaces and Pseudo-Differential Operators	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Evolution Systems and Semigroups of Linear Operators	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection	2020	Tomasz R. Bielecki Tao Chen Igor Cialenco
+	Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains	2020	Tomasz R. Bielecki Ziteng Cheng Igor Cialenco Ruoting Gong
+ PDF Chat	Fair estimation of capital risk allocation	2020	Tomasz R. Bielecki Igor Cialenco Marcin Pitera Thorsten Schmidt
+	Wiener-Hopf Factorization for Arithmetic Brownian Motion with Time-Dependent Drift and Volatility	2020	Tomasz R. Bielecki Ziteng Cheng Ruoting Gong
+	Generalized Multivariate Hawkes Processes	2020	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection	2020	Tomasz R. Bielecki Tao Chen Igor Cialenco
+ PDF Chat	Semimartingales and Shrinkage of Filtration	2019	Tomasz R. Bielecki Jacek Jakubowski Monique Jeanblanc Mariusz Niewȩgłowski
+ PDF Chat	Semimartingales and Shrinkage of Filtration	2019	Tomasz R. Bielecki Jacek Jakubowski Monique Jeanblanc Mariusz Niew¦gaowski
+	Fair Capital Risk Allocation	2019	Tomasz R. Bielecki Igor Cialenco Marcin Pitera Thorsten Schmidt
+	Fair Estimation of Capital Risk Allocation	2019	Tomasz R. Bielecki Igor Cialenco Marcin Pitera Thorsten Schmidt
+	Wiener-Hopf Factorization for Time-Inhomogeneous Markov Chains	2019	Tomasz R. Bielecki Ziteng Cheng Igor Cialenco Ruoting Gong
+	Adaptive Robust Control under Model Uncertainty	2019	Tomasz R. Bielecki Tao Chen Igor Cialenco Areski Cousin Monique Jeanblanc
+	Fair Estimation of Capital Risk Allocation	2019	Tomasz R. Bielecki Igor Cialenco Marcin Pitera Thorsten Schmidt
+ PDF Chat	A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK	2018	Tomasz R. Bielecki Igor Cialenco Shibi Feng
+ PDF Chat	Arbitrage-free pricing of derivatives in nonlinear market models	2018	Tomasz R. Bielecki Igor Cialenco Marek Rutkowski
+	Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application	2018	Tomasz R. Bielecki Igor Cialenco Ruoting Gong Yicong Huang
+	A Dynamic Model of Central Counterparty Risk	2018	Tomasz R. Bielecki Igor Cialenco Shibi Feng
+	Semimartingales and Shrinkage of Filtration	2018	Tomasz R. Bielecki Jacek Jakubowski Monique Jeanblanc Mariusz Niewȩgłowski
+ PDF Chat	A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time	2017	Tomasz R. Bielecki Igor Cialenco Marcin Pitera
+ PDF Chat	A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective	2017	Tomasz R. Bielecki Igor Cialenco Marcin Pitera
+	Arbitrage-Free Pricing Of Derivatives In Nonlinear Market Models	2017	Tomasz R. Bielecki Igor Cialenco Marek Rutkowski
+	A Note on Independence Copula for Conditional Markov Chains	2017	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Recursive construction of confidence regions	2017	Tomasz R. Bielecki Tao Chen Igor Cialenco
+	Adaptive Robust Control Under Model Uncertainty	2017	Tomasz R. Bielecki Tao Chen Igor Cialenco Areski Cousin Monique Jeanblanc
+	Arbitrage-Free Pricing Of Derivatives In Nonlinear Market Models	2017	Tomasz R. Bielecki Igor Cialenco Marek Rutkowski
+ PDF Chat	Conditional Markov chains: Properties, construction and structured dependence	2016	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Recursive Construction of Confidence Regions	2016	Tomasz R. Bielecki Tao Chen Igor Cialenco
+	A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective	2016	Tomasz R. Bielecki Igor Cialenco Marcin Pitera
+	Recursive Construction of Confidence Regions	2016	Tomasz R. Bielecki Tao Chen Igor Cialenco
+	A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective	2016	Tomasz R. Bielecki Igor Cialenco Marcin Pitera
+ PDF Chat	Dynamic Limit Growth Indices in Discrete Time	2015	Tomasz R. Bielecki Igor Cialenco Marcin Pitera
+ PDF Chat	Dynamic assessment indices	2015	Tomasz R. Bielecki Igor Cialenco Samuel Drapeau Martin Karliczek
+	Conditional Markov Chains Part II: Consistency and Copulae	2015	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Conditional Markov Chains Revisited Part I: Construction and properties.	2015	Tomasz R. Bielecki Jacek Jakubowski
+ PDF Chat	Valuation and Hedging of Contracts with Funding Costs and Collateralization	2015	Tomasz R. Bielecki Marek Rutkowski
+ PDF Chat	Dynamic Conic Finance via Backward Stochastic Difference Equations	2015	Tomasz R. Bielecki Igor Cialenco Tao Chen
+	Conditional Markov Chains Revisited Part I: Construction and properties	2015	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Conditional Markov Chains Part II: Consistency and Copulae	2015	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Dynamic Conic Finance via Backward Stochastic Difference Equations	2014	Tomasz R. Bielecki Igor Cialenco Tao Chen
+	Valuation and Hedging of Contracts with Funding Costs and Collateralization	2014	Tomasz R. Bielecki Marek Rutkowski
+	Joint Hitting-Time Densities for Finite State Markov Processes	2014	Tomasz R. Bielecki Monique Jeanblanc Devin Sezer
+	Dynamic Conic Finance via Backward Stochastic Difference Equations	2014	Tomasz R. Bielecki Igor Cialenco Tao Chen
+	Valuation and Hedging of Contracts with Funding Costs and Collateralization	2014	Tomasz R. Bielecki Marek Rutkowski
+	Dynamic Limit Growth Indices in Discrete Time	2013	Tomasz R. Bielecki Igor Cialenco Marcin Pitera
+	Dynamic Assessment Indices	2013	Tomasz R. Bielecki Igor Cialenco Samuel Drapeau Martin Karliczek
+	Valuation and hedging of OTC contracts with funding costs, collateralization and counterparty credit risk: Part 1	2013	Tomasz R. Bielecki Marek Rutkowski
+ PDF Chat	NO‐ARBITRAGE PRICING FOR DIVIDEND‐PAYING SECURITIES IN DISCRETE‐TIME MARKETS WITH TRANSACTION COSTS	2013	Tomasz R. Bielecki Igor Cialenco Rodrigo Rodríguez
+ PDF Chat	COLLATERALIZED CVA VALUATION WITH RATING TRIGGERS AND CREDIT MIGRATIONS	2013	Tomasz R. Bielecki Igor Cialenco Ismail Iyigunler
+ PDF Chat	DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES	2013	Tomasz R. Bielecki Igor Cialenco Ismail Iyigunler Rodrigo Rodríguez
+ PDF Chat	Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae	2013	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Valuation and hedging of OTC contracts with funding costs, collateralization and counterparty credit risk: Part 1	2013	Tomasz R. Bielecki Marek Rutkowski
+	Dynamic Assessment Indices	2013	Tomasz R. Bielecki Igor Cialenco Samuel Drapeau Martin Karliczek
+	Dynamic Limit Growth Indices in Discrete Time	2013	Tomasz R. Bielecki Igor Cialenco Marcin Pitera
+ PDF Chat	Counterparty risk and the impact of collateralization in CDS contracts	2012	Tomasz R. Bielecki Igor Cialenco Ismail Iyigunler
+ PDF Chat	DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE	2012	Tomasz R. Bielecki Igor Cialenco Zhao Zhang
+	Collateralized CVA Valuation with Rating Triggers and Credit Migrations	2012	Tomasz R. Bielecki Igor Cialenco Ismail Iyigunler
+	No-Arbitrage Pricing for Dividend-Paying Securities in Discrete-Time Markets with Transaction Costs	2012	Tomasz R. Bielecki Igor Cialenco Rodrigo Rodríguez
+	No-Arbitrage Pricing for Dividend-Paying Securities in Discrete-Time Markets with Transaction Costs	2012	Tomasz R. Bielecki Igor Cialenco Rodrigo Rodríguez
+	Collateralized CVA Valuation with Rating Triggers and Credit Migrations	2012	Tomasz R. Bielecki Igor Cialenco Ismail Iyigunler
+	Study of dependence for some stochastic processes: Symbolic Markov copulae	2011	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Intricacies of Dependence between Components of Multivariate Markov Chains: Weak Markov Consistency and Markov Copulae	2011	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+	Counterparty Risk and the Impact of Collateralization in CDS Contracts	2011	Tomasz R. Bielecki Igor Cialenco Ismail Iyigunler
+	Intricacies of Dependence between Components of Multivariate Markov Chains: Weak Markov Consistency and Markov Copulae	2011	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski
+ PDF Chat	Dynamic Coherent Acceptability Indices and their Applications to Finance	2010	Tomasz R. Bielecki Igor Cialenco Zhao Zhang
+	Dynamic Coherent Acceptability Indices and their Applications to Finance	2010	Tomasz R. Bielecki Igor Cialenco Zhao Zhang
+ PDF Chat	Pricing and trading credit default swaps in a hazard process model	2008	Tomasz R. Bielecki Monique Jeanblanc Marek Rutkowski
+	Study of Dependence for Some Stochastic Processes	2008	Tomasz R. Bielecki Jacek Jakubowski Andrea Vidozzi Luca Vidozzi
+	Extended Generators of Markov Processes and Applications	2006	Tomasz R. Bielecki Ewa Frankiewicz
+	On recursive adaptive filtering: Linear case	2006	Tomasz R. Bielecki Beniamin Gołdys
+	On limit control principle for singularly perturbed Markov processes	2005	Tomasz R. Bielecki Łukasz Stettner
+	Martingale Hazard Process	2004	Tomasz R. Bielecki Marek Rutkowski
+	Hazard Function of a Random Time	2004	Tomasz R. Bielecki Marek Rutkowski
+	Case of Several Random Times	2004	Tomasz R. Bielecki Marek Rutkowski
+	Wavelet and wavelet Stieltjes transforms	2002	Tomasz R. Bielecki J. Chen Stephen S.‐T. Yau En-Bing Lin
+	Wavelet representations of general signals	1999	Tomasz R. Bielecki J. Chen En-Bing Lin Stephen S.‐T. Yau
+	Ergodic Control of a Singularly Perturbed Markov Process in Discrete Time with General State and Compact Action Spaces	1998	Tomasz R. Bielecki Łukasz Stettner
+	Adaptive control of continuous-time linear stochastic systems with discounted cost criterion	1991	Tomasz R. Bielecki
+	Algorithms for singularly perturbed limiting average Markov control problems	1990	M. Abbad Jerzy A. Filar Tomasz R. Bielecki
+	On ergodic control problems for singularly perturbed Markov processes	1989	Tomasz R. Bielecki Stettner
+	On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators	1988	Tomasz R. Bielecki E. Stettner

Common Coauthors

Coauthor	Papers Together
Igor Cialenco	50
Jacek Jakubowski	36
Mariusz Niewȩgłowski	30
Marek Rutkowski	12
Marcin Pitera	11
Monique Jeanblanc	8
Ruoting Gong	6
Ismail Iyigunler	6
Tao Chen	5
Ziteng Cheng	5
Rodrigo Rodríguez	4
Tao Chen	4
Thorsten Schmidt	3
Martin Karliczek	3
Samuel Drapeau	3
Hao Liu	2
Shibi Feng	2
Stephen S.‐T. Yau	2
Areski Cousin	2
Tao Chen	2
Andrzej Ruszczyński	2
En-Bing Lin	2
Zhao Zhang	2
Ewa Frankiewicz	1
Beniamin Gołdys	1
Jerzy A. Filar	1
Stettner	1
Tao Chen	1
Thorsten Schmidt	1
Zhao Zhang	1
Łukasz Stettner	1
Devin Sezer	1
Mariusz Niewęgłowski	1
Mariusz Niew¦gaowski	1
Yicong Huang	1
E. Stettner	1
Łukasz Stettner	1
Maciej Wiśniewolski	1
J. Chen	1
Maciej Wi±niewolski	1
M. Abbad	1
Luca Vidozzi	1
Andrea Vidozzi	1
J. Chen	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Study of Dependence for Some Stochastic Processes	2008	Tomasz R. Bielecki Jacek Jakubowski Andrea Vidozzi Luca Vidozzi	24
+ PDF Chat	Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales	1975	Jean Jacod	20
+	A Class of $\mathbb{F}$-Doubly Stochastic Markov Chains	2010	Jecek Jakubowski Mariusz Niewȩgłowski	20
+	Semigroups of Linear Operators and Applications to Partial Differential Equations	1983	A. Pazy	18
+	Point Spectra of Some Mutually Exciting Point Processes	1971	Alan G. Hawkes	18
+	The Markov consistency of Archimedean survival processes	2016	Jacek Jakubowski A. Pytel	18
+	Spectra of some self-exciting and mutually exciting point processes	1971	Alan G. Hawkes	18
+ PDF Chat	A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK	2018	Tomasz R. Bielecki Igor Cialenco Shibi Feng	18
+	Diffusions, Markov Processes, and Martingales	2000	L. C. G. Rogers David Williams	18
+ PDF Chat	Modelling microstructure noise with mutually exciting point processes	2012	Emmanuel Bacry Sylvain Delattre Marc Hoffmann J. F. Muzy	18
+ PDF Chat	Stability of nonlinear Hawkes processes	1996	Pierre Brémaud Laurent Massoulié	18
+	Point Processes and Queues	1981	Pierre Brémaud	18
+	Some limit theorems for Hawkes processes and application to financial statistics	2013	Emmanuel Bacry Sylvain Delattre Marc Hoffmann J. F. Muzy	17
+ PDF Chat	Markov Functions	1981	L. C. G. Rogers Jim Pitman	17
+ PDF Chat	Growth and Hölder conditions for the sample paths of Feller processes	1998	René L. Schilling	17
+ PDF Chat	Foundations of Modern Probability	2002	Olav Kallenberg	17
+ PDF Chat	Hawkes model for price and trades high-frequency dynamics	2014	Emmanuel Bacry J. F. Muzy	17
+ PDF Chat	Diffusion processes associated with L�vy generators	1975	Daniel W. Stroock	17
+	Seismicity Analysis through Point-process Modeling: A Review	1999	Yosihiko Ogata	17
+ PDF Chat	Conditional Markov chains: Properties, construction and structured dependence	2016	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski	17
+ PDF Chat	On modification theorems	1972	Murali Rao	17
+ PDF Chat	Pseudo Differential Operators and Markov Processes	2005	Niels Jacob	17
+	Continuous-time Markov chains in a random environment, with applications to ion channel modelling	1994	Frank Ball Robin K. Milne Geoffrey Yeo	17
+ PDF Chat	Two results on jump processes	1984	He Sheng Wu Gang Wang	16
+ PDF Chat	Martingale Problems for Conditional Distributions of Markov Processes	1998	Thomas G. Kurtz	16
+ PDF Chat	Goodness-of-Fit Tests and Nonparametric Adaptive Estimation for Spike Train Analysis	2014	Patricia Reynaud-Bouret Vincent Rivoirard Franck Grammont Christine Tuleau-Malot	16
+	Modeling and estimation for self-exciting spatio-temporal models of terrorist activity	2018	Nicholas Clark Philip M. Dixon	16
+ PDF Chat	A two-dimensional ruin problem on the positive quadrant	2007	Florin Avram Zbigniew Palmowski Martijn Pistorius	16
+	A Note on Independence Copula for Conditional Markov Chains	2017	Tomasz R. Bielecki Jacek Jakubowski Mariusz Niewȩgłowski	16
+	An extension of watanabe's theorem of characterization of poisson processes over the positive real half line	1975	Pierre Brémaud	16
+	Self-Exciting Point Process Modeling of Crime	2011	George Mohler Martin B. Short P. Jeffrey Brantingham Frederic Paik Schoenberg George Tita	16
+ PDF Chat	Lévy random bridges and the modelling of financial information	2010	Edward Hoyle Lane P. Hughston Andrea Macrina	16
+	Stability results for a general class of interacting point processes dynamics, and applications11This work was partially done while the author was with the Laboratoire des Signaux et Systèmes, CNRS-ESE, Plateau de Moulon, 91192 Gif-sur-Yvette, France.	1998	Laurent Massoulié	16
+	Space-Time Point-Process Models for Earthquake Occurrences	1998	Yosihiko Ogata	16
+	Markov Processes, Feller Semigroups and Evolution Equations	2010	Jan A. van Casteren	16
+ PDF Chat	Pseudo Differential Operators and Markov Processes	2001	N. Jacob	16
+	The Markovian self-exciting process	1975	David Oakes	16
+ PDF Chat	Adaptive estimation for Hawkes processes; application to genome analysis	2010	Patricia Reynaud-Bouret Sophie Schbath	16
+	Probability and Stochastics	2011	Erhan Çınlar	16
+ PDF Chat	Comparison of time-inhomogeneous Markov processes	2016	Ludger Rüschendorf Alexander Schnurr Viktor Wolf	16
+ PDF Chat	Pseudo Differential Operators and Markov Processes	2002	N. Jacob	16
+ PDF Chat	On discontinuous additive functionals and Lévy measures of a Markov process	1964	Shinzo Watanabe	16
+	Archimedean survival processes	2012	Edward Hoyle Levent Ali Mengütürk	16
+	Lasso and probabilistic inequalities for multivariate point processes	2015	Niels Richard Hansen Patricia Reynaud-Bouret Vincent Rivoirard	16
+ PDF Chat	Multivariate Hawkes processes: an application to financial data	2011	Paul Embrechts Thomas Liniger Lu Lin	16
+ PDF Chat	The Magnus expansion and some of its applications	2008	Sergio Blanes Fernando Casas J A Oteo J Ros	13
+	Fonctions de répartition à N dimensions et leurs marges	1959	Michael Sklar	13
+	Nonlinear Hawkes Processes	2013	Lingjiong Zhu	11
+	Modeling and Estimation for Self-Exciting Spatio-Temporal Models of Terrorist Activity	2017	Nicholas Clark Philip M. Dixon	11
+ PDF Chat	Semimartingales and Shrinkage of Filtration	2019	Tomasz R. Bielecki Jacek Jakubowski Monique Jeanblanc Mariusz Niewȩgłowski	11