Limit theorems for a jump-diffusion model with Hawkes jumps (Q4999110)
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scientific article; zbMATH DE number 7368172
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| English | Limit theorems for a jump-diffusion model with Hawkes jumps |
scientific article; zbMATH DE number 7368172 |
Statements
6 July 2021
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jump-diffusion
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Hawkes process
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self-exciting point processes
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law of large numbers
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central limit theorems
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large deviations principles
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0.8554591536521912
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0.8380215764045715
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0.8372894525527954
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0.8111780881881714
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0.8011338114738464
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