Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels
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Publication:5881047
DOI10.1051/ps/2019005zbMath1506.60051arXiv1610.03300OpenAlexW2964322139WikidataQ98839696 ScholiaQ98839696MaRDI QIDQ5881047
Aline Duarte, Guilherme Ost, Eva Löcherbach
Publication date: 9 March 2023
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.03300
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Jump processes on general state spaces (60J76)
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