Inhibitive Hawkes processes and cumulative processes
Laetitia COLOMBANI
Université Lyon 1
Date(s) : 09/09/2025 iCal
14h30 - 15h30
Hawkes process was introduced by Hawkes in 1971 and are widely used in many applications (earthquakes, neurons, social network, finance, etc.). This jump process has an intensity which depends on the past.
I will talk about non-linear Hawkes processes, which model self-inhibition or complex self-influence. We prove that we can compare Hawkes process and cumulative process and we obtain asymptotic properties (law of large numbers, CLT, …).
Emplacement
I2M Saint-Charles - Salle de séminaire
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