Limit theorems for non-Markovian marked dynamic contagion processes
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Publication:1748333
DOI10.1016/j.jmaa.2018.04.039zbMath1397.60085OpenAlexW2796507241WikidataQ129985359 ScholiaQ129985359MaRDI QIDQ1748333
Publication date: 9 May 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.04.039
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (2)
Limit theorems for an extended inverse Hawkes process with general exciting functions ⋮ Functional limit theorems for marked Hawkes point measures
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