Dynamic contagion process
From HandWiki
Short description: Concept in mathematics
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
References
- ↑ Dassios, A.; H., Zhao (2011). "A dynamic contagion process". Advances in Applied Probability 43 (3): 814–846. doi:10.1239/aap/1316792671. http://projecteuclid.org/euclid.aap/1316792671.
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