Published June 2021 | Version v1
Journal article Metadata-only

Non-Markovian stochastic processes in physics. Field-theoretical solution to the Hawkes process

Creators

  • 1. University of Tsukuba, Faculty of Engineering, Information and Systems, Tsukuba, Ibaraki (Japan)

Description

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. (author)

Availability note (English)

Available from DOI: https://doi.org/10.11316/butsuri.76.6_360

Additional details

Additional titles

Original title (Japanese)
物理における非マルコフ過程.場の理論を用いたホークス過程の解法

Identifiers

DOI
10.11316/butsuri.76.6_360;

Publishing Information

Journal Title
Nippon Butsuri Gakkai-Shi (Online)
Journal Volume
76
Journal Issue
6
Series
雑誌名:日本物理学会誌
Journal Page Range
p. 360-364
ISSN
2423-8872

INIS

Country of Publication
Japan
Country of Input or Organization
Japan
INIS RN
53059004
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ASYMPTOTIC SOLUTIONS; BROWNIAN MOVEMENT; DIFFERENTIAL EQUATIONS; EIGENVALUES; FIELD THEORIES; HARMONIC OSCILLATORS; LANGEVIN EQUATION; MARKOV PROCESS; PROBABILITY DENSITY FUNCTIONS; QUANTUM MECHANICS; RANDOMNESS
Descriptors DEC
EQUATIONS; FUNCTIONS; MATHEMATICAL SOLUTIONS; MECHANICS; STOCHASTIC PROCESSES

Optional Information

Notes
11 refs., 3 figs.