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20192026
most citedSharp approximation and hitting times for stochastic invasion processes

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math.PR2019★ 1 cited

Conditional propagation of chaos for mean field systems of interacting neurons

Xavier Erny, Eva Löcherbach, Dasha Loukianova

We study the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and Löcherbach (2016) in a diffusive scaling. The system consists of n…

math.PR2019

Mean field limits for interacting Hawkes processes in a diffusive regime

Xavier Erny, Eva Löcherbach, Dasha Loukianova

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 d…