@Article{Chevallier:2021:DAM,
  author =       "Julien Chevallier and Anna Melnykova and Irene
                 Tubikanec",
  title =        "Diffusion approximation of multi-class {Hawkes}
                 processes: Theoretical and numerical analysis",
  journal =      j-ADV-APPL-PROB,
  volume =       "53",
  number =       "3",
  pages =        "716--756",
  month =        sep,
  year =         "2021",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.1017/apr.2020.73",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sun Apr 17 08:27:04 MDT 2022",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "https://www.cambridge.org/core/journals/advances-in-applied-probability/article/diffusion-approximation-of-multiclass-hawkes-processes-theoretical-and-numerical-analysis/9329B1AE1775361620772A06C59E6E2D",
  acknowledgement = ack-nhfb,
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html;
                 https://www.cambridge.org/core/journals/advances-in-applied-probability;
                 http://projecteuclid.org/euclid.aap/",
  onlinedate =   "08 October 2021",
}

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