Hawkes processes on large networks

Annals of Applied Probability

Volumn 26, Issue 1, 2016, Pages 216-261

  Delattre, Sylvain ^a   Fournier, Nicolas ^b   Hoffmann, Marc ^c  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b SORBONNE UNIVERSITÉ   (France)

^c UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Interacting particle systems; Limit theorems; Mean field approximations; Multivariate Hawkes processes; Point processes; Stochastic differential equations

Indexed keywords

EID: 84958689303     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/14-AAP1089     Document Type: Article

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