2021 Volume 76 Issue 6 Pages 360-364
A theoretical solution to the self-excited Hawkes process is reviewed on the basis of the Markov embedding and field master equation. This review is based on our two articles: K. Kanazawa and D. Sornette, Phys. Rev. Lett. 125, 138301(2020) and Phys. Rev. Res. 2, 033442(2020).