Fluctuations for spatially extended Hawkes processes
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Publication:2196377
DOI10.1016/j.spa.2020.03.015zbMath1454.60062arXiv1909.06401OpenAlexW4288108399WikidataQ101496343 ScholiaQ101496343MaRDI QIDQ2196377
Julien Chevallier, Guilherme Ost
Publication date: 2 September 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.06401
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (3)
White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps ⋮ Long-term stability of interacting Hawkes processes on random graphs ⋮ Mean-field limits for non-linear Hawkes processes with excitation and inhibition
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