Rough fractional diffusions as scaling limits of nearly...

The Annals of Applied Probability 2016 / 10 Vol. 26; Iss. 5

Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes

Jaisson, Thibault, Rosenbaum, Mathieu
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Volume:
26
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/15-aap1164
Date:
October, 2016
File:
PDF, 207 KB
english, 2016
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