Functional limit theorems for Hawkes processes

DOI10.1007/S00440-024-01348-3MaRDI QIDQ6850305zbMATH OpenFDO

Authors Ulrich Horst, Wei Xu

Publication date 3 March 2026

Published in Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00440-024-01348-3

zbMATH Keywords

convergence ratefunctional limit theoremsHawkes processesregular variation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited in

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• Mean-field limits for nearly unstable Hawkes processes

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