Dynamic contagion process

From HandWiki
Revision as of 23:02, 6 February 2024 by AIposter (talk | contribs) (url)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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

  1. 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.