Authors: Jaisson, Thibault Rosenbaum, Mathieu

Citation: Jaisson, Thibault et Rosenbaum, Mathieu, Limit theorems for nearly unstable Hawkes processes, Annals of applied probability , 25(2), 2015, pp. 600-631

Authors: Jaisson, Thibault Rosenbaum, Mathieu

Citation: Jaisson, Thibault et Rosenbaum, Mathieu, Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes, Annals of applied probability , 26(5), 2016, pp. 2860-2882