I’m studying hawkes processes and I find the formulation of the expected value of them in integration. Actually I’m here to ask is there any closed form for expected value and other measures for multi-variate hawkes processes?
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Can you say who is this guy, Fawkes, and how is his process defined ? – Jean Marie Apr 20 '21 at 14:24
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@JeanMarie The Hawkes process was first introduced in Hawkes (1971).The Hawkes process is a point process model with a conditional intensity function that provides a change in intensity for each event occurrence and as such the Hawkes process can be used to explain event clustering. – mohammad Amiri Apr 20 '21 at 15:53
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Thanks for your detailed answer. – Jean Marie Apr 20 '21 at 19:27