We study a multivariate linear Hawkes process with random marks.In this paper,we establish that a central limit theorem,a moderate deviation principle and an upper bound of large deviation for multivariate marked Hawk...We study a multivariate linear Hawkes process with random marks.In this paper,we establish that a central limit theorem,a moderate deviation principle and an upper bound of large deviation for multivariate marked Hawkes processes hold.展开更多
In this study,we investigate the well-posedness of exponential growth backward stochastic differcntial cquations(BSDEs)drivcn by a markcd point process(MPP)under unbounded terminal conditions.Our analysis utilizes a f...In this study,we investigate the well-posedness of exponential growth backward stochastic differcntial cquations(BSDEs)drivcn by a markcd point process(MPP)under unbounded terminal conditions.Our analysis utilizes a fixed-point argument,the O-method,and an approximation procedurc.Additionally,wc cstablish the solvability of mean-reflected exponential growth BSDEs driven by the MPP using the-method.展开更多
We consider a linear Hawkes process with random marks. Some limit theorems have been studied by Karabash and Zhu [Stoch. Models, 31,433-451 （2015）]. In this paper, we obtain a moderate deviation principle for marked...We consider a linear Hawkes process with random marks. Some limit theorems have been studied by Karabash and Zhu [Stoch. Models, 31,433-451 （2015）]. In this paper, we obtain a moderate deviation principle for marked Hawkes processes.展开更多
基金supported by Doctoral Scientific Research Starting Foundation of Jingdezhen Ceramic University(No.102/01003002031)Academic Achievement Re-cultivation Projects of Jingdezhen Ceramic University(No.215/20506341 and No.215/20506277).
文摘We study a multivariate linear Hawkes process with random marks.In this paper,we establish that a central limit theorem,a moderate deviation principle and an upper bound of large deviation for multivariate marked Hawkes processes hold.
基金supported by NSFC(Grant No.12371473)by the Tianyuan Fund for Mlathematics of NSFC(Grant No.12326603)。
文摘In this study,we investigate the well-posedness of exponential growth backward stochastic differcntial cquations(BSDEs)drivcn by a markcd point process(MPP)under unbounded terminal conditions.Our analysis utilizes a fixed-point argument,the O-method,and an approximation procedurc.Additionally,wc cstablish the solvability of mean-reflected exponential growth BSDEs driven by the MPP using the-method.
文摘We consider a linear Hawkes process with random marks. Some limit theorems have been studied by Karabash and Zhu [Stoch. Models, 31,433-451 （2015）]. In this paper, we obtain a moderate deviation principle for marked Hawkes processes.
