Fluctuation limits for mean-field interacting nonlinear Hawkes processes (Q2048140)
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scientific article; zbMATH DE number 7379060
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| English | Fluctuation limits for mean-field interacting nonlinear Hawkes processes |
scientific article; zbMATH DE number 7379060 |
Statements
Fluctuation limits for mean-field interacting nonlinear Hawkes processes (English)
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5 August 2021
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Hawkes process
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mean field limit
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Skorokhod topology
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stochastic Volterra integral equation
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0.869106650352478
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0.852348268032074
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0.8500692248344421
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0.8479418158531189
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0.838856041431427
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