Pages that link to "Item:Q2021389"

The following pages link to Functional limit theorems for marked Hawkes point measures (Q2021389):

Displaying 6 items.

• Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime (Q2059694) (← links)
• The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
• Limit theorems for a discrete-time marked Hawkes process (Q2667603) (← links)
• The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
• Diffusion approximations for self-excited systems with applications to general branching processes (Q6591583) (← links)
• Stochastic Volterra equations for the local times of spectrally positive stable processes (Q6591585) (← links)