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You are here: Home / Publications / Refereed Publications / J. Chevallier, A. Melnykova, and I. Tubikanec. Theoretical Analysis and Simulation Methods for Hawkes Processes and their Diffusion Approximation.

J. Chevallier, A. Melnykova, and I. Tubikanec. Theoretical Analysis and Simulation Methods for Hawkes Processes and their Diffusion Approximation.

2020, Oberwolfach Preprints (MFO), https://doi.org/10.14760/OWP-2020-09