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Loglinear Hawkes processes: existence, nonexplosion, stability and moment bounds

Bielecki, Tomasz R. et al.
arXiv (All) · Papers
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probability
This paper discusses a special class of nonlinear Hawkes processes, where the rate function is the exponential function. We call these processes loglinear Hawkes processes. Such processes are used with success in computational neuroscience and we provide a mathematical background for them. After obt
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