Gaussian approximation of nonlinear Hawkes processes (Q341602): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G55
@@ Property / Mathematics Subject Classification ID: 60G55 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G15
@@ Property / Mathematics Subject Classification ID: 60G15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H07
@@ Property / Mathematics Subject Classification ID: 60H07 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6653632
@@ Property / zbMATH DE Number: 6653632 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hawkes processes
@@ Property / zbMATH Keywords: Hawkes processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gaussian approximation
@@ Property / zbMATH Keywords: Gaussian approximation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Clark-Ocone formula
@@ Property / zbMATH Keywords: Clark-Ocone formula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Malliavin calculus
@@ Property / zbMATH Keywords: Malliavin calculus / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Poisson process
@@ Property / zbMATH Keywords: Poisson process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Stein's method
@@ Property / zbMATH Keywords: Stein's method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic intensity
@@ Property / zbMATH Keywords: stochastic intensity / rank @@
+Normal rank

Gaussian approximation of nonlinear Hawkes processes (Q341602): Difference between revisions

Revision as of 06:18, 28 June 2023

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Mathematics(0 entries)