Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis. Chevallier, J., Melnykova, A., & Tubikanec, I. Advances in Applied Probability, 53(3):716–756, September, 2021. Paper doi bibtex @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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