Publications

Journal: Stochastic Models

2026

• Tomasz R. Bielecki, Jacek Jakubowski , Mariusz Niewȩgłowski, Anatoliy Swishchuk, Functional laws of large numbers for marked Hawkes processes and compound marked Hawkes processes, Stochastic Models, 2026, p. 1-23. See in PBN

2023

• Jacek Jakubowski , Mariusz Niewęgłowski, Tomasz Bielecki, Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources, Stochastic Models, 39 (3) 2023, p. 537-565. See in PBN