Saved in:
Bibliographic Details
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!
Table of Contents:
  • We give functional laws of large numbers for a class of marked Hawkes processes and marked compound Hawkes processes with a general mark space. Our results provide some complement to those presented previously in the literature. As an example we provide an application to analysis of time limit of an insurance ruin process.