Large Deviations for Cascades of Diffusions Arising in Oscillating Systems of Interacting Hawkes Processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s10959-017-0789-6/fulltext.html
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4. Chevallier, J.: Mean-field limit of generalized Hawkes processes. Stoch. Process. Appl. (2015). doi: 10.1016/j.spa.2017.02.012
5. Coron, J.-M.: Control and Nonlinearity. American Mathematical Society (AMS), Providence, RI (2007)
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