Mean-field limits for non-linear Hawkes processes with excitation and inhibition

Author:

Pfaffelhuber P.ORCID,Rotter S.ORCID,Stiefel J.ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference41 articles.

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4. Stability of nonlinear Hawkes processes;Brémaud;Ann. Appl. Probab.,1996

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1. Vector Nonlinear Hawkes Model with Inhibition;ICASSP 2024 - 2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP);2024-04-14

2. Mean-field limits for non-linear Hawkes processes with inhibition on a Erdős-Rényi-graph;Latin American Journal of Probability and Mathematical Statistics;2023

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

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