Fluctuation limits for mean-field interacting nonlinear Hawkes processes
Description:
Explore the mathematical intricacies of fluctuation limits in mean-field interacting nonlinear Hawkes processes in this 40-minute lecture presented by Wilhem Stannat from TU Berlin at the Institut Henri Poincaré in Paris. Delve into the complex interactions and statistical properties of these stochastic processes, gaining insights into their behavior and applications in various fields such as neuroscience, finance, and social network analysis.
Fluctuation Limits for Mean-Field Interacting Nonlinear Hawkes Processes