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