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Fluctuation limits for mean-field interacting nonlinear Hawkes processes

  • Published:2021-09 Issue: Volume:139 Page:280-297
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Heesen Sophie,Stannat Wilhelm

Funder

Deutsche Forschungsgemeinschaft

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference9 articles.

1. Convergence of Probability Measures;Billingsley,1999

2. Fluctuations for mean-field interacting age-dependent Hawkes processes;Chevallier;Electr. J. Probab.,2016

3. Mean-field limit of generalized Hawkes processes;Chevallier;Stochastic Process. Appl.,2017

4. Hawkes processes on large networks;Delattre;Ann. Appl. Probab.,2016

5. Multi-class oscillating systems of interacting neurons;Ditlevsen;Stochastic Process. Appl.,2017

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1. On a Finite-Size Neuronal Population Equation;SIAM Journal on Applied Dynamical Systems;2023-06-12

2. Long-term stability of interacting Hawkes processes on random graphs;Electronic Journal of Probability;2023-01-01

3. Mean-field limits for non-linear Hawkes processes with excitation and inhibition;Stochastic Processes and their Applications;2022-11

4. Multivariate Hawkes processes on inhomogeneous random graphs;Stochastic Processes and their Applications;2022-10

5. Interacting Hawkes processes with multiplicative inhibition;Stochastic Processes and their Applications;2022-06
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