Hawkes processes on large networks (Q259574): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G55 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G57 / rank | |||
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| Property / zbMATH DE Number: 6554519 / rank | |||
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point processes | |||
| Property / zbMATH Keywords: point processes / rank | |||
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multivariate Hawkes processes | |||
| Property / zbMATH Keywords: multivariate Hawkes processes / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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limit theorems | |||
| Property / zbMATH Keywords: limit theorems / rank | |||
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mean-field approximations | |||
| Property / zbMATH Keywords: mean-field approximations / rank | |||
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interacting particle systems | |||
| Property / zbMATH Keywords: interacting particle systems / rank | |||
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Revision as of 13:06, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hawkes processes on large networks |
scientific article |
Statements
Hawkes processes on large networks (English)
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11 March 2016
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point processes
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multivariate Hawkes processes
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stochastic differential equations
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limit theorems
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mean-field approximations
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interacting particle systems
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