Large deviations for markovian nonlinear hawkes processes

Annals of Applied Probability

Volumn 25, Issue 2, 2015, Pages 548-581

  Zhu, Lingjiong ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Hawkes processes; Large deviations; Point processes; Rare events; Selfexciting processes

Indexed keywords

EID: 84923492839     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/14-AAP1003     Document Type: Article

References (29)

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