Stability results for a general class of interacting point processes dynamics, and applications11This work was partially done while the author was with the Laboratoire des Signaux et Systèmes, CNRS-ESE, Plateau de Moulon, 91192 Gif-sur-Yvette, France.
- 1 June 1998
- journal article
- Published by Elsevier BV in Stochastic Processes and their Applications
- Vol. 75 (1), 1-30
- https://doi.org/10.1016/s0304-4149(98)00006-4
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Stability of nonlinear Hawkes processesThe Annals of Probability, 1996
- Imbedded construction of stationary sequences and point processes with a random memoryQueueing Systems, 1994
- Metastability in the Greenberg-Hastings ModelThe Annals of Applied Probability, 1993
- Markov Models and OptimizationPublished by Springer Science and Business Media LLC ,1993
- Ergodic TheoryGrundlehren der mathematischen Wissenschaften, 1982
- Calcul Stochastique et Problèmes de MartingalesPublished by Springer Science and Business Media LLC ,1979
- Simulation of nonhomogeneous Poisson processes with log linear rate functionBiometrika, 1976
- Caractéristiques locales et conditions de continuité absolue pour les semi-martingalesProbability Theory and Related Fields, 1976
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingalesProbability Theory and Related Fields, 1975
- Spectra of some self-exciting and mutually exciting point processesBiometrika, 1971