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Mean field limits for interacting Hawkes processes in a diffusive regime - MaRDI portal

Mean field limits for interacting Hawkes processes in a diffusive regime (Q2073204)

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Mean field limits for interacting Hawkes processes in a diffusive regime
scientific article

    Statements

    title
    Mean field limits for interacting Hawkes processes in a diffusive regime (English)
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    author
    Xavier Erny
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    Dasha Loukianova
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    Eva Löcherbach
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    published in
    Bernoulli
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    publication date
    1 February 2022
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    zbMATH Keywords
    mean field interaction
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    multivariate nonlinear Hawkes processes
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    piecewise deterministic Markov processes
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    cites work
    Q4269108
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    Q3136505
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    Q5711199
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    Q3992729
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    Q4778955
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    Q3995203
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    Identifiers

    DOI
    10.3150/21-BEJ1335
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    Mathematics Subject Classification ID
    60G55
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    60J35
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    60K35
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    zbMATH DE Number
    7467716
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    arXiv ID
    1904.06985
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    OpenAlex ID
    W3214085124
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