2.2k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Fermi National Accelerator LaboratoryUS301 papers
- Argonne National LaboratoryUS255 papers
- Brookhaven National LaboratoryUS205 papers
- University of CincinnatiUS186 papers
- Tufts UniversityUS171 papers
- University of PittsburghUS158 papers
- University of OxfordGB155 papers
- Yale UniversityUS155 papers
- University of MinnesotaUS141 papers
- Virginia TechUS137 papers
- University of ChicagoUS135 papers
- University of Wisconsin–MadisonUS135 papers
Showing 2014 · math.PRShow all
2 papers · 2 filters
math.PR2014★ 15 cited
A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time
Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera
In this paper we provide a flexible framework allowing for a unified study of time consistency of risk measures and performance measures (also known as acceptability indices). The…
math.PR2014★ 1 cited
Joint Hitting-Time Densities for Finite State Markov Processes
Tomasz R. Bielecki, Monique Jeanblanc, Ali Devin Sezer
For a finite state Markov process and a finite collection of subsets of its state space, let be the first time the process visits the set . We deriv…