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Fluctuations for spatially extended Hawkes processes

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Published in 2020 at "Stochastic Processes and their Applications"

DOI: 10.1016/j.spa.2020.03.015

Abstract: In a previous paper, it has been shown that the mean-field limit of spatially extended Hawkes processes is characterized as the unique solution $u(t,x)$ of a neural field equation (NFE). The value $u(t,x)$ represents the… read more here.

Keywords: spatially extended; extended hawkes; field; result ... See more keywords