Markov approximation for controlled Hawkes Jump-Diffusions with general kernels

MaRDI QIDQ7185072arXivFDO

Authors Mahmoud Khabou

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Volterra integral equations (45D05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

arXiv classification

math.PR

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