Abstract
We investigate the asymptotic behavior as time goes to infinity of Hawkes processes whose regression kernel has
Citation
Thibault Jaisson. Mathieu Rosenbaum. "Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes." Ann. Appl. Probab. 26 (5) 2860 - 2882, October 2016. https://doi.org/10.1214/15-AAP1164
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