Integration by parts formulas for marked Hawkes processes (Q1726791)
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scientific article; zbMATH DE number 7026247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integration by parts formulas for marked Hawkes processes |
scientific article; zbMATH DE number 7026247 |
Statements
Integration by parts formulas for marked Hawkes processes (English)
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20 February 2019
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Hawkes process
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conditional intensity
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integration by parts formulas
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