Fluctuations for spatially extended Hawkes processes
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DOI: 10.1016/j.spa.2020.03.015
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- Hitsuda, Masuyuki & Mitoma, Itaru, 1986. "Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions," Journal of Multivariate Analysis, Elsevier, vol. 19(2), pages 311-328, August.
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Cited by:
- Pfaffelhuber, P. & Rotter, S. & Stiefel, J., 2022. "Mean-field limits for non-linear Hawkes processes with excitation and inhibition," Stochastic Processes and their Applications, Elsevier, vol. 153(C), pages 57-78.
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Keywords
Hawkes processes; Central limit theorem; Neural field equations; Network of neurons;All these keywords.
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