Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
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Publication:1756953
DOI10.1016/J.SPA.2018.02.007zbMATH Open1404.60069arXiv1703.05031OpenAlexW2953334695WikidataQ98839683 ScholiaQ98839683MaRDI QIDQ1756953FDOQ1756953
Authors: Julien Chevallier, Aline Duarte, E. Löcherbach, Guilherme Ost 
Publication date: 28 December 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Abstract: We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in Rd and study the associated mean field limits. As the total number of neurons tends to infinity, we prove that the evolution of a typical neuron, attached to a given spatial position, can be described by a nonlinear limit differential equation driven by a Poisson random measure. The limit process is described by a neural field equation. As a consequence, we provide a rigorous derivation of the neural field equation based on a thorough mean field analysis.
Full work available at URL: https://arxiv.org/abs/1703.05031
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Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57)
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Cited In (21)
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- Long-term stability of interacting Hawkes processes on random graphs
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- Laws of large numbers and Langevin approximations for stochastic neural field equations
- Fluctuations for spatially extended Hawkes processes
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