Diffusion approximations for self-excited systems with applications to general branching processes
type: Item
instance of: scholarly article
title: Diffusion approximations for self-excited systems with applications to general branching processes
zbMATH Open document ID: 1545.60036
author: Wei Xu
published in: The Annals of Applied Probability
publication date: 2024-08-22T00:00:00Z
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60J80
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 7900396
zbMATH Keywords: Crump-Mode-Jagers branching process
zbMATH Keywords: marked Hawkes point measure
zbMATH Keywords: multi-type continuous-sate branching process
zbMATH Keywords: population structure
zbMATH Keywords: scaling limit
zbMATH Keywords: shot noise process
zbMATH Keywords: state space collapse
MaRDI profile type: MaRDI publication profile
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DOI: 10.1214/23-AAP2005
description: scientific article; zbMATH DE number 7900396