Mean-field limit of generalized Hawkes processes

DOI10.1016/j.spa.2017.02.012zbMath1374.60090arXiv1510.05620OpenAlexW2963702580WikidataQ98839682 ScholiaQ98839682MaRDI QIDQ1679466

Julien Chevallier

Publication date: 9 November 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.05620

zbMATH Keywords

neural networkinteracting particle systemsmean-field approximationrenewal equationHawkes process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Neural networks for/in biological studies, artificial life and related topics (92B20) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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