Functional Laplace Transform of a Multivariate Hawkes Process, Subsequent Characteristics, and Numerical Approximations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Vieille, Bartholomé, Senoussi, Rachid, Soubeyrand, Samuel
Format:	Preprint
Published:	2025
Subjects:	Probability Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.15370