Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
Sign Up to like & getrecommendations! Published in 2019 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2018.02.007
Abstract: We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in Rd and study the associated mean field limits. As the total number of neurons tends to infinity, we… read more here.
Keywords: spatially extended; limits nonlinear; field; field limits ... See more keywords
Mean field limits for interacting Hawkes processes in a diffusive regime
Sign Up to like & getrecommendations! Published in 2022 at "Bernoulli"
DOI: 10.3150/21-bej1335
Abstract: We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent… read more here.
Keywords: mean field; diffusive regime; field limits; limits interacting ... See more keywords