英文标题：
《Hawkes Processes》
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作者：
Patrick J. Laub, Thomas Taimre, and Philip K. Pollett
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最新提交年份：
2015
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英文摘要：
Hawkes processes are a particularly interesting class of stochastic process that have been applied in diverse areas, from earthquake modelling to financial analysis. They are point processes whose defining characteristic is that they \'self-excite\', meaning that each arrival increases the rate of future arrivals for some period of time. Hawkes processes are well established, particularly within the financial literature, yet many of the treatments are inaccessible to one not acquainted with the topic. This survey provides background, introduces the field and historical developments, and touches upon all major aspects of Hawkes processes.
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中文摘要：
霍克斯过程是一类特别有趣的随机过程，已应用于从地震建模到金融分析的各个领域。它们是点过程，其定义特征是“自我激励”，这意味着每次到达都会在一段时间内增加未来到达的速率。霍克斯过程已经很成熟，尤其是在金融文献中，但许多治疗方法对于不熟悉该主题的人来说是无法实现的。这项调查提供了背景，介绍了该领域和历史发展，并涉及霍克斯过程的所有主要方面。
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分类信息：

一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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