• Corpus ID: 248563047

Exact asymptotic solutions to nonlinear Hawkes processes: a systematic classification of the steady-state solutions

@inproceedings{Kanazawa2021ExactAS,
  title={Exact asymptotic solutions to nonlinear Hawkes processes: a systematic classification of the steady-state solutions},
  author={Kiyoshi Kanazawa and Didier Sornette},
  year={2021}
}
Hawkes point processes are first-order non-Markovian stochastic models of intermittent bursty dynamics with applications to physical, seismic, epidemic, biological, financial, and social systems. While accounting for positive feedback loops that may lead to critical phenomena in complex systems, the standard linear Hawkes process only describes excitative phenomena. To describe the co-existence of excitatory and inhibitory effects (or negative feedbacks) as occurs for instance in seismic (so… 

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