activity
20142020
most citedTheoretical analysis and simulation methods for Hawkes processes and their diffusion approximation

3 citations · 9 across the 6 of their papers we have counts for

collaborators

8 papers

math.NA2020★ 3 cited

Theoretical analysis and simulation methods for Hawkes processes and their diffusion approximation

Julien Chevallier, Anna Melnykova, Irene Tubikanec

Oscillatory systems of interacting Hawkes processes with Erlang memory kernels were introduced in Ditlevsen (2017). They are piecewise deterministic Markov processes (PDMP) and can…

math.PR2019

Fluctuations for Spatially Extended Hawkes Processes

Julien Chevallier, Guilherme Ost

In a previous paper, it has been shown that the mean-field limit of spatially extended Hawkes processes is characterized as the unique solution of a neural field equation…

math.PR2018★ 1 cited

Uniform decomposition of probability measures: quantization, classification, rate of convergence

Julien Chevallier

The study of finite approximations of probability measures has a long history. In (Xu and Berger, 2017), the authors focus on constrained finite approximations and, in particular,…

math.PR2017★ 3 cited

Stimulus sensitivity of a spiking neural network model

Julien Chevallier

Some recent papers relate the criticality of complex systems to their maximal capacity of information processing. In the present paper, we consider high dimensional point processes…

math.PR2016

Fluctuations for mean-field interacting age-dependent Hawkes processes

Julien Chevallier

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 gran…

math.PR2015

Mean-field limit of generalized Hawkes processes

Julien Chevallier

We generalize multivariate Hawkes processes mainly by including a dependence with respect to the age of the process, i.e. the delay since the last point. Within this class, we inve…

cs.NE2015★ 1 cited

Microscopic approach of a time elapsed neural model

Julien Chevallier, Maria J. Caceres, Marie Doumic +1

The spike trains are the main components of the information processing in the brain. To model spike trains several point processes have been investigated in the literature. And mor…

math.ST2014★ 1 cited

Detection of dependence patterns with delay

Julien Chevallier, Thomas Laloë

The Unitary Events (UE) method is a popular and efficient method used this last decade to detect dependence patterns of joint spike activity among simultaneously recorded neurons.…