Self-exciting jump processes and their asymptotic behaviour (Q5056593)
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scientific article; zbMATH DE number 7629432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-exciting jump processes and their asymptotic behaviour |
scientific article; zbMATH DE number 7629432 |
Statements
Self-exciting jump processes and their asymptotic behaviour (English)
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8 December 2022
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self-exciting stochastic processes
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jump processes
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stochastic differential equations
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asymptotic behaviour
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intensity process
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