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Corrections of formulas in ‘An elementary derivation of moments of Hawkes processes’

Part of: General theory in ordinary differential equations Stochastic processes

Published online by Cambridge University Press:  22 December 2025

Jingtian Yu Open the ORCID record for Jingtian Yu [Opens in a new window] ,
Sharmodeep Bhattacharyya ,
Sarah Emerson ,
Rob Trangucci ,
Shirshendu Chatterjee  and
Lirong Cui
Jingtian Yu*
Affiliation:
Oregon State University
Sharmodeep Bhattacharyya*
Affiliation:
Oregon State University
Sarah Emerson*
Affiliation:
Oregon State University
Rob Trangucci*
Affiliation:
Oregon State University
Shirshendu Chatterjee*
Affiliation:
CUNY City College
Lirong Cui*
Affiliation:
Qingdao University
*
*Postal address: 239 Weniger Hall, Corvallis, OR 97331-4606, USA.
*Postal address: 239 Weniger Hall, Corvallis, OR 97331-4606, USA.
*Postal address: 239 Weniger Hall, Corvallis, OR 97331-4606, USA.
*Postal address: 239 Weniger Hall, Corvallis, OR 97331-4606, USA.
***Postal address: CUNY City College, Marshak Science Building 211B, New York, NY 10031, USA.
****Postal address: School of Business, Qingdao University, Shandong, 266071, PR China.
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Abstract

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Keywords

Hawkes processmomentscounting processODE

MSC classification

Primary: 60G55: Point processes
Secondary: 34A05: Explicit solutions and reductions

Information

Type
Correction
Information
Advances in Applied Probability , First View , pp. 1 - 9
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Copyright
© The Author(s), 2025. Published by Cambridge University Press on behalf of Applied Probability Trust

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References

Cui, L., Hawkes, A., and Yi, H. (2020). An elementary derivation of moments of Hawkes processes. Adv. Appl. Probab. 52, 102–137.CrossRefGoogle Scholar