J. Chevallier, A. Melnykova, Irene Tubikanec,
"Diffusion approximation of multi-class Hawkes processes: theoretical and numerical analysis"
, in Advances in Applied Probability, Vol. 53, Nummer 3, Seite(n) 716-756, 2021, ISSN: 1475-6064
Original Titel:
Diffusion approximation of multi-class Hawkes processes: theoretical and numerical analysis