On the cumulant transforms for Hawkes processes (Q6159627)

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scientific article; zbMATH DE number 7682997
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On the cumulant transforms for Hawkes processes
scientific article; zbMATH DE number 7682997

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    On the cumulant transforms for Hawkes processes (English)
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    8 May 2023
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    Hawkes process
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    stochastic logarithm
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    exponentially special semimartingale
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