Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes (Q1721907)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes |
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Large deviations for cascades of diffusions arising in oscillating systems of interacting Hawkes processes (English)
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13 February 2019
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Hawkes processes
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piecewise deterministic Markov processes
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diffusion approximation
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sample path large deviations for degenerate diffusions
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control theory for degenerate diffusions
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