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Authors: Jaisson, Thibault Rosenbaum, Mathieu
Citation: Jaisson, Thibault et Rosenbaum, Mathieu, Limit theorems for nearly unstable Hawkes processes, Annals of applied probability , 25(2), 2015, pp. 600-631

Authors: Rosenbaum, Mathieu Tankov, Peter
Citation: Rosenbaum, Mathieu et Tankov, Peter, Asymptotically optimal discretization of hedging strategies with jumps, Annals of applied probability , 24(3), 2014, pp. 1002-1048

Authors: Cai, Jiatu Rosenbaum, Mathieu Tankov, Peter
Citation: Cai, Jiatu et al., Asymptotic lower bounds for optimal tracking: a linear programming approach, Annals of applied probability , 27(4), 2017, pp. 2455-2514

Authors: Rosenbaum, Mathieu Tsybakov, Alexandre B.
Citation: Rosenbaum, Mathieu et B. Tsybakov, Alexandre, Sparse recovery under matrix uncertainty, Annals of statistics , 38(5), 2010, pp. 2620-2651

Authors: Jaisson, Thibault Rosenbaum, Mathieu
Citation: Jaisson, Thibault et Rosenbaum, Mathieu, Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes, Annals of applied probability , 26(5), 2016, pp. 2860-2882
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