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most citedExact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes

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math.PR2025

Markovian multivariate Hawkes population processes: Efficient evaluation of moments

R. S. Karim, R. J. A. Laeven, M +1

We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in…