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

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