Stability and mean-field limits of age dependent Hawkes processes
DOI10.1214/19-AIHP1023zbMATH Open1466.60102OpenAlexW3037530233MaRDI QIDQ2227472FDOQ2227472
Authors: Mads Bonde Raad, Susanne Ditlevsen, E. Löcherbach 
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
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stabilitycouplingmean-field approximationspiecewise deterministic Markov processesmultivariate nonlinear Hawkes processesage dependency
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Renewal theory (60K05)
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Cited In (18)
- Mean-field limit of generalized Hawkes processes
- Long-term stability of interacting Hawkes processes on random graphs
- Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms
- Interacting Hawkes processes with multiplicative inhibition
- Mean-field limit of age and leaky memory dependent Hawkes processes
- Stability for Hawkes processes with inhibition
- A palm space approach to non-linear Hawkes processes
- Towards a mathematical definition of functional connectivity
- Multivariate Hawkes processes on inhomogeneous random graphs
- Propagation of spiking moments in linear Hawkes networks
- Fluctuation limits for mean-field interacting nonlinear Hawkes processes
- Fluctuations for mean-field interacting age-dependent Hawkes processes
- Mapping input noise to escape noise in integrate-and-fire neurons: a level-crossing approach
- Nonlinear Poisson autoregression and nonlinear Hawkes processes
- Exponential moments for Hawkes processes under minimal assumptions
- Fluctuations for spatially extended Hawkes processes
- Spiking neurons: interacting Hawkes processes, mean field limits and oscillations
- Bayesian estimation of nonlinear Hawkes processes
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