论文标题
分数霍克斯的过程
A Fractional Hawkes process
论文作者
论文摘要
我们通过用Mittag-Leffler型内核代替Ogata提出的类似帕累托的内核来修改ETAS模型。前提是内核作为具有指数$β+ 1 \ in（1,2] $的幂律的衰减，该替换的优点是明确知道了mittag-leffler函数的拉普拉斯变换，从而使相关数量的计算更简单。
We modify ETAS models by replacing the Pareto-like kernel proposed by Ogata with a Mittag-Leffler type kernel. Provided that the kernel decays as a power law with exponent $β+ 1 \in (1,2]$, this replacement has the advantage that the Laplace transform of the Mittag-Leffler function is known explicitly, leading to simpler calculation of relevant quantities.
