Essays about: "Isak Dahlqvist"

Found 2 essays containing the words Isak Dahlqvist.

  1. 1. The self-exciting Hawkes processand dynamic contagion

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Isak Dahlqvist; [2022]
    Keywords : ;

    Abstract : We introduce the necessary theory to construct self-exciting processes, particularly random and Poisson measures. Our goal is to show how to work with and analyze self-exciting processes. We consider a Hawkes process with the exponential kernel, a counting process with an intensity that depends on the process itself. READ MORE

  3. 2. Discrete Martingales and Harmonicity

    University essay from Uppsala universitet/Analys och sannolikhetsteori

    Author : Isak Dahlqvist; [2020]
    Keywords : ;

    Abstract : .... READ MORE