Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912): Difference between revisions

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Limit theorems for Markovian Hawkes processes with a large initial intensity
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    Limit theorems for Markovian Hawkes processes with a large initial intensity (English)
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    31 October 2018
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    Hawkes processes
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    asymptotic regime
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    clustering effect
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