Hybrid marked point processes : characterization, existence and uniqueness
Maxime Morariu-Patrichi, Mikko S. Pakkanen
| Year of publication: |
2018
|
|---|---|
| Authors: | Morariu-Patrichi, Maxime ; Pakkanen, Mikko S. |
| Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 4.2018, 3/4, p. 1-55
|
| Subject: | Marked point processes | Hawkes processes | stochastic intensity | transitionprobabilities | Poisson embedding | strong existence | strong and weak uniqueness | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2382626619500072 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012227886