Fluctuation limits for mean-field interacting nonlinear Hawkes processes

DOI10.1016/J.SPA.2021.05.007zbMath1475.60091arXiv1912.10854OpenAlexW2995684299MaRDI QIDQ2048140

Sophie Heesen, Wilhelm Stannat

Publication date: 5 August 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.10854

zbMATH Keywords

Skorokhod topologyHawkes processmean field limitstochastic Volterra integral equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Interacting Hawkes processes with multiplicative inhibition ⋮ Multivariate Hawkes processes on inhomogeneous random graphs ⋮ Long-term stability of interacting Hawkes processes on random graphs ⋮ On a Finite-Size Neuronal Population Equation ⋮ Mean-field limits for non-linear Hawkes processes with excitation and inhibition

Cites Work

• Unnamed Item
• Unnamed Item
• Hawkes processes on large networks
• Infinite systems of interacting chains with memory of variable length -- a stochastic model for biological neural nets
• Mean-field limit of generalized Hawkes processes
• Multi-class oscillating systems of interacting neurons
• Fluctuations for mean-field interacting age-dependent Hawkes processes
• Fundamental Inequalities for Discrete and Discontinuous Functional Equations

This page was built for publication: Fluctuation limits for mean-field interacting nonlinear Hawkes processes