Mean field limits for interacting Hawkes processes in a diffusive regime
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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