Saved in:
| Main Authors: | Bielecki, Tomasz R., Jakubowski, Jacek, iewȩgłowski, Mariusz, Swishchuk, Anatoliy |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2510.24293 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Loglinear Hawkes processes
by: Bielecki, Tomasz R., et al.
Published: (2025)
by: Bielecki, Tomasz R., et al.
Published: (2025)
Variance-Hawkes Process and its Application to Energy Markets
by: McGillivray, Joshua, et al.
Published: (2024)
by: McGillivray, Joshua, et al.
Published: (2024)
Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by: Lalor, Luca, et al.
Published: (2025)
by: Lalor, Luca, et al.
Published: (2025)
Self-Exciting Random Evolutions (SEREs) and their Applications (Version 2)
by: Swishchuk, Anatoliy
Published: (2024)
by: Swishchuk, Anatoliy
Published: (2024)
Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models
by: Lalor, Luca, et al.
Published: (2024)
by: Lalor, Luca, et al.
Published: (2024)
Normal approximation of Functionals of Point Processes: Application to Hawkes Processes
by: Coutin, Laure, et al.
Published: (2024)
by: Coutin, Laure, et al.
Published: (2024)
On the Hawkes Process with Different Exciting Functions
by: Mehrdad, Behzad, et al.
Published: (2014)
by: Mehrdad, Behzad, et al.
Published: (2014)
Renewal Hawkes Processes: Expectations and Applications
by: Cui, Lirong, et al.
Published: (2025)
by: Cui, Lirong, et al.
Published: (2025)
Gaussian Approximation and Moderate Deviations of Poisson Shot Noises with Application to Compound Generalized Hawkes Processes
by: Khabou, Mahmoud, et al.
Published: (2024)
by: Khabou, Mahmoud, et al.
Published: (2024)
Sample Path Large Deviations for Multivariate Heavy-Tailed Hawkes Processes and Related Lévy Processes
by: Blanchet, Jose, et al.
Published: (2025)
by: Blanchet, Jose, et al.
Published: (2025)
Functional Limit Theorems for Hawkes Processes
by: Horst, Ulrich, et al.
Published: (2024)
by: Horst, Ulrich, et al.
Published: (2024)
The Hydrodynamic Limit of Hawkes Processes on Adaptive Stochastic Networks
by: MacLaurin, James
Published: (2024)
by: MacLaurin, James
Published: (2024)
Multivariate Representations of Univariate Marked Hawkes Processes
by: Davis, Louis, et al.
Published: (2024)
by: Davis, Louis, et al.
Published: (2024)
Efficient Simulation of Hawkes Processes using their Affine Volterra Structure
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
Detecting Mutual Excitations in Non-Stationary Hawkes Processes
by: Mossel, Elchanan, et al.
Published: (2026)
by: Mossel, Elchanan, et al.
Published: (2026)
Functional Laplace Transform of a Multivariate Hawkes Process, Subsequent Characteristics, and Numerical Approximations
by: Vieille, Bartholomé, et al.
Published: (2025)
by: Vieille, Bartholomé, et al.
Published: (2025)
Parsimonious Hawkes Processes for temporal networks modelling
by: Zhu, Yuwei, et al.
Published: (2025)
by: Zhu, Yuwei, et al.
Published: (2025)
Tail Asymptotics of Cluster Sizes in Multivariate Heavy-Tailed Hawkes Processes
by: Blanchet, Jose, et al.
Published: (2025)
by: Blanchet, Jose, et al.
Published: (2025)
Bayesian Nonparametric Marked Hawkes Processes for Earthquake Modeling
by: Kim, Hyotae, et al.
Published: (2025)
by: Kim, Hyotae, et al.
Published: (2025)
Tempered Fractional Hawkes Process and Its Generalization
by: Gupta, Neha, et al.
Published: (2024)
by: Gupta, Neha, et al.
Published: (2024)
Asymptotic Analysis of Discrete-Time Hawkes Process
by: Sarma, Utpal Jyoti Deba, et al.
Published: (2026)
by: Sarma, Utpal Jyoti Deba, et al.
Published: (2026)
Hyper Hawkes Processes: Interpretable Models of Marked Temporal Point Processes
by: Boyd, Alex, et al.
Published: (2025)
by: Boyd, Alex, et al.
Published: (2025)
Functional approximation of the marked Hawkes risk process
by: Coutin, Laure, et al.
Published: (2024)
by: Coutin, Laure, et al.
Published: (2024)
Law of large numbers and central limit theorem for renewal Hawkes processes
by: Ruíz, Luis Iván Hernández
Published: (2023)
by: Ruíz, Luis Iván Hernández
Published: (2023)
Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes
by: Joseph, Sobin, et al.
Published: (2024)
by: Joseph, Sobin, et al.
Published: (2024)
Approximation of Singular-Stopping Control Driven by Hawkes Processes via Rescaled MDPs
by: Agostino, Isabel, et al.
Published: (2026)
by: Agostino, Isabel, et al.
Published: (2026)
Stochastic Flows and Marked Stable Processes
by: Aïdékon, Elie, et al.
Published: (2025)
by: Aïdékon, Elie, et al.
Published: (2025)
Hawkes Models And Their Applications
by: Laub, Patrick J., et al.
Published: (2024)
by: Laub, Patrick J., et al.
Published: (2024)
Extension of the Risk Model From a Hawkes Variable Memory Process via the Spearman Copula
by: Souleymane Badini, et al.
Published: (2026)
by: Souleymane Badini, et al.
Published: (2026)
Marking and re-marking
by: Aldridge, Matthew
Published: (2025)
by: Aldridge, Matthew
Published: (2025)
Quantification of limit theorems for Hawkes processes
by: Coutin, Laure, et al.
Published: (2025)
by: Coutin, Laure, et al.
Published: (2025)
Malliavin calculcus for a Hawkes process
by: Popier, Alexandre, et al.
Published: (2025)
by: Popier, Alexandre, et al.
Published: (2025)
Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility
by: Horst, Ulrich, et al.
Published: (2023)
by: Horst, Ulrich, et al.
Published: (2023)
Mean-Field Limits for Nearly Unstable Hawkes Processes
by: Szymanski, Grégoire, et al.
Published: (2025)
by: Szymanski, Grégoire, et al.
Published: (2025)
Markovian multivariate Hawkes population processes: Efficient evaluation of moments
by: Karim, R. S., et al.
Published: (2025)
by: Karim, R. S., et al.
Published: (2025)
A cluster representation of the renewal Hawkes process
by: Ruíz, Luis Iván Hernández, et al.
Published: (2023)
by: Ruíz, Luis Iván Hernández, et al.
Published: (2023)
Recovery and Survival of Prototheca Microalgae During Wastewater Treatment Process
by: Mateusz Iskra, et al.
Published: (2026)
by: Mateusz Iskra, et al.
Published: (2026)
Hardy perturbations of subordinated Bessel heat kernels
by: Bogdan, Krzysztof, et al.
Published: (2024)
by: Bogdan, Krzysztof, et al.
Published: (2024)
Scaling limits for supercritical nearly unstable Hawkes processes
by: Liu, Chenguang, et al.
Published: (2024)
by: Liu, Chenguang, et al.
Published: (2024)
Towards Reliable Detection of Empty Space: Conditional Marked Point Processes for Object Detection
by: Riedlinger, Tobias J., et al.
Published: (2025)
by: Riedlinger, Tobias J., et al.
Published: (2025)
Similar Items
-
Loglinear Hawkes processes
by: Bielecki, Tomasz R., et al.
Published: (2025) -
Variance-Hawkes Process and its Application to Energy Markets
by: McGillivray, Joshua, et al.
Published: (2024) -
Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by: Lalor, Luca, et al.
Published: (2025) -
Self-Exciting Random Evolutions (SEREs) and their Applications (Version 2)
by: Swishchuk, Anatoliy
Published: (2024) -
Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models
by: Lalor, Luca, et al.
Published: (2024)