Stability and mean-field limits of age dependent Hawkes processes
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Publication:2227472
DOI10.1214/19-AIHP1023zbMath1466.60102MaRDI QIDQ2227472
Susanne Ditlevsen, Eva Löcherbach, Mads Bonde Raad
Publication date: 15 February 2021
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aihp/1593137315
stability; coupling; piecewise deterministic Markov processes; mean-field approximations; multivariate nonlinear Hawkes processes; age dependency
60G57: Random measures
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
60K05: Renewal theory