Stability results for a general class of interacting point processes dynamics, and applications (Q1579375)
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English | Stability results for a general class of interacting point processes dynamics, and applications |
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Stability results for a general class of interacting point processes dynamics, and applications (English)
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5 September 2000
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The author investigates point processes on a product space \(\mathbb R\times L\) that satisfy stochastic differential equations with a Poisson process as one of the driving processes, where \(L\) is a given measure space. Existence and uniqueness of both stationary and non-stationary solutions are proved and convergences of probability laws of solutions to the stationary distribution are established (either weakly or in variation) under suitable assumptions. The results are used to derive sufficient ergodicity conditions for models of loss networks, spontaneously excitable random media and stochastic neuron networks.
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point processes
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Hawkes processes
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neuron networks
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