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
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
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