Stability and mean-field limits of age dependent Hawkes processes

DOI10.1214/19-AIHP1023zbMath1466.60102OpenAlexW3037530233MaRDI QIDQ2227472

Mads Bonde Raad, Susanne Ditlevsen, Eva Löcherbach

Publication date: 15 February 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aihp/1593137315

zbMATH Keywords

stabilitycouplingpiecewise deterministic Markov processesmean-field approximationsmultivariate nonlinear Hawkes processesage dependency

Mathematics Subject Classification ID

Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Related Items (9)

Interacting Hawkes processes with multiplicative inhibition ⋮ Mean-field limit of age and leaky memory dependent Hawkes processes ⋮ Multivariate Hawkes processes on inhomogeneous random graphs ⋮ Nonlinear Poisson autoregression and nonlinear Hawkes processes ⋮ Bayesian estimation of nonlinear Hawkes processes ⋮ Propagation of Spiking Moments in Linear Hawkes Networks ⋮ Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms ⋮ A palm space approach to non-linear Hawkes processes ⋮ Mapping input noise to escape noise in integrate-and-fire neurons: a level-crossing approach

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