Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels (Q5881047)

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scientific article; zbMATH DE number 7661344
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Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels
scientific article; zbMATH DE number 7661344

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    Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels (English)
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    9 March 2023
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    Hawkes processes
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    Erlang kernels
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    piecewise deterministic Markov process
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    longtime behaviour
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    coupling
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