Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels (Q5881047)
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scientific article; zbMATH DE number 7661344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels |
scientific article; zbMATH DE number 7661344 |
Statements
Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels (English)
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9 March 2023
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Hawkes processes
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Erlang kernels
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piecewise deterministic Markov process
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longtime behaviour
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coupling
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