Stability for Hawkes processes with inhibition

DOI10.1214/20-ECP312zbMath1439.60048arXiv2004.01887OpenAlexW3021979072MaRDI QIDQ2183136

Mads Bonde Raad, Eva Löcherbach

Publication date: 26 May 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.01887

zbMATH Keywords

stabilityLyapunov functionspiecewise deterministic Markov processesmultivariate nonlinear Hawkes processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

Interacting Hawkes processes with multiplicative inhibition ⋮ Limit theorems for Hawkes processes including inhibition ⋮ Multivariate Hawkes processes on inhomogeneous random graphs ⋮ Exponential ergodicity for diffusions with jumps driven by a Hawkes process

Cites Work

• Hawkes processes on large networks
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• Statistical Models for Birth and Death on a Flow: Local Absolute Continuity and Likelihood Ratio Processes
• Renewal in Hawkes processes with self-excitation and inhibition
• A construction of markov processes by piecing out

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