Fluctuations for mean-field interacting age-dependent Hawkes processes
نویسندگان
چکیده
منابع مشابه
Fluctuations for mean-field interacting age-dependent Hawkes processes
The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +∞) being granted by the study performed in [9], the aim of the present paper is to prove the resulting functional central limit theorem. It involves the study of a measure-valued process describing the fluctuations (at scale n) of the em...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2017
ISSN: 1083-6489
DOI: 10.1214/17-ejp63