Stability of nonlinear Hawkes processes
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Publication:2565368
DOI10.1214/aop/1065725193zbMath0870.60043OpenAlexW1539015357WikidataQ98382949 ScholiaQ98382949MaRDI QIDQ2565368
Pierre Brémaud, Laurent Massoulié
Publication date: 1 September 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1065725193
point processesstochastic intensityexistence and uniqueness of a stationary versionnonlinear mutually exciting point processes
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integral equations (60H20)
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