Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Large deviations and applications for Markovian Hawkes processes with a large initial intensity
scientific article

    Statements

    Large deviations and applications for Markovian Hawkes processes with a large initial intensity (English)
    0 references
    0 references
    0 references
    0 references
    27 March 2018
    0 references
    Hawkes processes
    0 references
    insurance
    0 references
    large deviations
    0 references
    large initial intensity
    0 references
    queueing systems
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers