2 papers
math.PR2026
Convergence of nonhomogeneous Hawkes processes and Feller random measures
Tristan Pace, Gordan Zitkovic
We consider a sequence of Hawkes processes whose excitation measures may depend on the generation, and study its scaling limits in the near-unstable limiting regime. The limiting r…
math.PR2026
A functional limit theorem for additive functionals
Thibaud Taillefumier, Gordan Zitkovic
We study a general limiting framework for the convergence of sequences of additive functionals of diffusions to Lévy subordinators, and provide explicit sufficient conditions that…