Interacting Hawkes processes with multiplicative inhibition
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Publication:2132533
DOI10.1016/j.spa.2022.02.008zbMath1492.60134arXiv2105.10597MaRDI QIDQ2132533
Eric Luçon, Céline Duval, Christophe Pouzat
Publication date: 28 April 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.10597
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
60F99: Limit theorems in probability theory