Dynamic contagion process

From Wikipedia, the free encyclopedia
Jump to: navigation, search

In applied probability, a dynamic contagion process is a point process with stochastic intensity that generalises the Hawkes process and Cox process with exponentially decaying shot noise intensity.[1]

See also[edit]

References[edit]

  1. ^ Dassios, A.; H., Zhao (2011). "A dynamic contagion process". Advances in Applied Probability 43 (3): 814–846. doi:10.1239/aap/1316792671.