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Volumn 39, Issue 1, 2002, Pages 123-136

Rate of convergence to equilibrium of marked Hawkes processes

Author keywords

Branching processes; Convergence in variation; Hawkes processes; Point processes; Renewal theory; Stochastic intensity; Stochastic simulation

Indexed keywords


EID: 0035998677     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1019737993     Document Type: Article
Times cited : (43)

References (16)
  • 7
    • 0002920214 scopus 로고
    • Spectra of some serf-exciting and mutually exciting point processes
    • (1971) Biometrika , vol.58 , pp. 83-90
    • Hawkes, A.G.1
  • 13
    • 0002294068 scopus 로고    scopus 로고
    • Stability results for a general class of interacting point processes dynamics, and applications
    • (1998) Stoch. Proc. Appl. , vol.75 , pp. 1-30
    • Massoulié, L.1
  • 16
    • 0035998654 scopus 로고    scopus 로고
    • A class of interacting marked point processes: Rate of convergence to equilibrium
    • (2002) J. Appl. Prob. , vol.39 , pp. 137-160
    • Torrisi, G.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.