Exponential ergodicity for diffusions with jumps driven by a Hawkes process (Q4989959)
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scientific article; zbMATH DE number 7351637
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| English | Exponential ergodicity for diffusions with jumps driven by a Hawkes process |
scientific article; zbMATH DE number 7351637 |
Statements
Exponential ergodicity for diffusions with jumps driven by a Hawkes process (English)
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27 May 2021
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diffusions with jumps
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nonlinear Hawkes process
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piecewise deterministic Markov processes
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ergodicity
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Foster-Lyapunov drift criteria
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\( \beta \)-mixing
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0.7813847064971924
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0.7662167549133301
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0.7651491761207581
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0.7608640193939209
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0.7600517868995667
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