Gaussian approximation of nonlinear Hawkes processes (Q341602)
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scientific article; zbMATH DE number 6653632
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| English | Gaussian approximation of nonlinear Hawkes processes |
scientific article; zbMATH DE number 6653632 |
Statements
Gaussian approximation of nonlinear Hawkes processes (English)
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16 November 2016
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Hawkes processes
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Gaussian approximation
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Clark-Ocone formula
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Malliavin calculus
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Poisson process
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Stein's method
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stochastic intensity
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0.8553519248962402
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0.843987762928009
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0.8152496218681335
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0.7982534766197205
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0.7959558367729187
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