Hawkes processes on large networks

DOI10.1214/14-AAP1089zbMath1334.60082WikidataQ99980171 ScholiaQ99980171MaRDI QIDQ259574

Sylvain Delattre, Marc Hoffmann, Nicolas Fournier

Publication date: 11 March 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aoap/1452003238

zbMATH Keywords

stochastic differential equationspoint processeslimit theoremsinteracting particle systemsmean-field approximationsmultivariate Hawkes processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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