Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis (Q5156802)

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scientific article; zbMATH DE number 7408816
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Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis
scientific article; zbMATH DE number 7408816

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    Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis (English)
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    12 October 2021
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    piecewise deterministic Markov processes
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    Hawkes processes
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    stochastic differential equations
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    diffusion processes
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    neuronal models
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    numerical splitting schemes
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