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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

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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…