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• W2980299078 abstract "In this paper, we introduce a class of hybrid marked point processes, which encompasses and extends continuous-time Markov chains and Hawkes processes. While this flexible class amalgamates such existing processes, it also contains novel processes with complex dynamics. These processes are defined implicitly via their intensity and are endowed with a state process that interacts with past-dependent events. The key example we entertain is an extension of a Hawkes process, a state-dependent Hawkes process interacting with its state process. We show the existence and uniqueness of hybrid marked point processes under general assumptions, extending the results of Massoulié (1998) on interacting point processes." @default.
• W2980299078 created "2019-10-18" @default.
• W2980299078 creator A5027789722 @default.
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• W2980299078 date "2018-09-01" @default.
• W2980299078 modified "2023-10-16" @default.
• W2980299078 title "Hybrid Marked Point Processes: Characterization, Existence and Uniqueness" @default.
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• W2980299078 doi "https://doi.org/10.1142/s2382626619500072" @default.
• W2980299078 hasPublicationYear "2018" @default.
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