18.10.2023, 12:00  –  Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Pseudo-chaotic expansion and explicit correlation formula for the Hawkes processes

Anthony Réveillac (INSA Toulouse)

Hawkes processes have proved to be a powerful probabilistic model for various applications in neurosciences or insurance. These counting processes are defined through their intensity which is... 

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