The Markovian self-exciting process

DOI10.2307/3212408zbMath0309.60034OpenAlexW2324301239MaRDI QIDQ4067851

David Oakes

Publication date: 1975

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212408

Mathematics Subject Classification ID

Stochastic processes (60G99) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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