Scaling limits for interactive Hawkes shot noise processes

DOI10.1016/J.SPA.2025.104748MaRDI QIDQ6910599zbMATH OpenFDO

Authors Bo Li, Guodong Pang

Publication date 29 October 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104748

zbMATH Keywords

Brownian motionfunctional central limit theoremfunctional law of large numbersHawkes shot noise processesOrnstein-Uhlenbeck processstochastic differential equation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65)

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