Exponential ergodicity for diffusions with jumps driven by a Hawkes process (Q4989959)
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scientific article; zbMATH DE number 7351637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential ergodicity for diffusions with jumps driven by a Hawkes process |
scientific article; zbMATH DE number 7351637 |
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Exponential ergodicity for diffusions with jumps driven by a Hawkes process (English)
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27 May 2021
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diffusions with jumps
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nonlinear Hawkes process
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piecewise deterministic Markov processes
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ergodicity
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Foster-Lyapunov drift criteria
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\( \beta \)-mixing
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