Exponential ergodicity for diffusions with jumps driven by a Hawkes process (Q4989959): Difference between revisions

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Latest revision as of 19:47, 25 July 2024

scientific article; zbMATH DE number 7351637
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English
Exponential ergodicity for diffusions with jumps driven by a Hawkes process
scientific article; zbMATH DE number 7351637

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    Exponential ergodicity for diffusions with jumps driven by a Hawkes process (English)
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    27 May 2021
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    diffusions with jumps
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    nonlinear Hawkes process
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    piecewise deterministic Markov processes
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    ergodicity
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    Foster-Lyapunov drift criteria
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    \( \beta \)-mixing
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