Gaussian approximation of nonlinear Hawkes processes (Q341602): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian approximation of nonlinear Hawkes processes |
scientific article |
Statements
Gaussian approximation of nonlinear Hawkes processes (English)
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16 November 2016
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Hawkes processes
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Gaussian approximation
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Clark-Ocone formula
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Malliavin calculus
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Poisson process
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Stein's method
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stochastic intensity
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