Butsuri
Online ISSN : 2423-8872
Print ISSN : 0029-0181
ISSN-L : 0029-0181
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Non-Markovian Stochastic Processes in Physics ―Field-Theoretical Solution to the Hawkes Process
Kiyoshi Kanazawa
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2021 Volume 76 Issue 6 Pages 360-364

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Abstract

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).

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