Stability for Hawkes processes with inhibition
From MaRDI portal
Publication:2183136
DOI10.1214/20-ECP312zbMath1439.60048arXiv2004.01887MaRDI QIDQ2183136
Eva Löcherbach, Mads Bonde Raad
Publication date: 26 May 2020
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.01887
stability; Lyapunov functions; piecewise deterministic Markov processes; multivariate nonlinear Hawkes processes
60J25: Continuous-time Markov processes on general state spaces
60G57: Random measures
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)