Stability and mean-field limits of age dependent Hawkes processes

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1214/19-aihp1023 ◽

2020 ◽

Vol 56 (3) ◽

pp. 1958-1990

Author(s):

Mads Bonde Raad ◽

Susanne Ditlevsen ◽

Eva Löcherbach

Keyword(s):

Hawkes Processes ◽

Age Dependent ◽

Mean Field Limits

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Mean field limits for interacting Hawkes processes in a diffusive regime

Bernoulli ◽

10.3150/21-bej1335 ◽

2022 ◽

Vol 28 (1) ◽

Author(s):

Xavier Erny ◽

Eva Löcherbach ◽

Dasha Loukianova

Keyword(s):

Hawkes Processes ◽

Diffusive Regime ◽

Mean Field Limits

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Fluctuations for mean-field interacting age-dependent Hawkes processes

Electronic Journal of Probability ◽

10.1214/17-ejp63 ◽

2017 ◽

Vol 22 (0) ◽

Author(s):

Julien Chevallier

Keyword(s):

Hawkes Processes ◽

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Spiking neurons : interacting Hawkes processes, mean field limits and oscillations

ESAIM Proceedings and Surveys ◽

10.1051/proc/201760090 ◽

2017 ◽

Vol 60 ◽

pp. 90-103

Author(s):

E. Löcherbach

Keyword(s):

Spiking Neurons ◽

Hawkes Processes ◽

Mean Field Limits

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Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels

Stochastic Processes and their Applications ◽

10.1016/j.spa.2018.02.007 ◽

2019 ◽

Vol 129 (1) ◽

pp. 1-27 ◽

Author(s):

J. Chevallier ◽

A. Duarte ◽

E. Löcherbach ◽

G. Ost

Keyword(s):

Hawkes Processes ◽

Spatially Extended ◽

Mean Field Limits

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Fluctuation limits for mean-field interacting nonlinear Hawkes processes

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.05.007 ◽

2021 ◽

Author(s):

Sophie Heesen ◽

Wilhelm Stannat

Keyword(s):

Hawkes Processes

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On mean-field limits and quantitative estimates with a large class of singular kernels: Application to the Patlak–Keller–Segel model

Comptes Rendus Mathematique ◽

10.1016/j.crma.2019.09.007 ◽

2019 ◽

Vol 357 (9) ◽

pp. 708-720 ◽

Author(s):

Didier Bresch ◽

Pierre-Emmanuel Jabin ◽

Zhenfu Wang

Keyword(s):

Large Class ◽

Quantitative Estimates ◽

Singular Kernels ◽

Mean Field Limits

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Replica-Mean-Field Limits for Intensity-Based Neural Networks

SIAM Journal on Applied Dynamical Systems ◽

10.1137/19m1243877 ◽

2019 ◽

Vol 18 (4) ◽

pp. 1756-1797

Author(s):

François Baccelli ◽

Thibaud Taillefumier

Keyword(s):

Neural Networks ◽

Mean Field Limits

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Mean-Field Limits of Particles in Interaction with Quantized Radiation Fields

Macroscopic Limits of Quantum Systems - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-030-01602-9_9 ◽

2018 ◽

pp. 185-214 ◽

Author(s):

Nikolai Leopold ◽

Peter Pickl

Keyword(s):

Radiation Fields ◽

Mean Field Limits

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Mean-field limit of generalized Hawkes processes

Stochastic Processes and their Applications ◽

10.1016/j.spa.2017.02.012 ◽

2017 ◽

Vol 127 (12) ◽

pp. 3870-3912 ◽

Author(s):

Julien Chevallier

Keyword(s):

Field Limit ◽

Mean Field Limit ◽

Hawkes Processes

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Mean-Field based comparison of two age-dependent SIR models

2015 Winter Simulation Conference (WSC) ◽

10.1109/wsc.2015.7408469 ◽

2015 ◽

Author(s):

Martin Bicher ◽

Gunter Schneckenreither ◽

Niki Popper

Keyword(s):

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