Some asymptotic results for nonlinear Hawkes processes
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Publication:1630661
DOI10.1016/j.spa.2018.01.007zbMath1417.60037arXiv1702.05852OpenAlexW2964026625MaRDI QIDQ1630661
Publication date: 10 December 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.05852
Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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