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math.PR2022
A Palm Space Approach to Non-Linear Hawkes Processes
Philippe Robert, Gaëtan Vignoud
A Hawkes process on is a point process whose intensity function at time is a functional of its past activity before time . It is defined by its activation function …
math.PR2020★ 4 cited
Averaging Principles for Markovian Models of Plasticity
Philippe Robert, Gaetan Vignoud
Mathematical models of biological neural networks are associated to a rich and complex class of stochastic processes. In this paper, we consider a simple {\em plastic} neural netwo…