Mean field limits for interacting Hawkes processes in a diffusive regime
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Publication:2073204
DOI10.3150/21-BEJ1335zbMath1490.60122arXiv1904.06985OpenAlexW3214085124MaRDI QIDQ2073204
Xavier Erny, Dasha Loukianova, Eva Löcherbach
Publication date: 1 February 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.06985
piecewise deterministic Markov processesmean field interactionmultivariate nonlinear Hawkes processes
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Transition functions, generators and resolvents (60J35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (4)
Self-exciting jump processes and their asymptotic behaviour ⋮ Long-term stability of interacting Hawkes processes on random graphs ⋮ Unnamed Item ⋮ A weak solution theory for stochastic Volterra equations of convolution type
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