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Codes for simulating the Hawkes process with Erlang kernels (point process + limiting diffusion with Euler-Maruyama scheme and the splitting scheme)
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Hawkes_Erlang.R
Hawkes_Erlang_EM_SDE.R
Hawkes_Erlang_Experiments.R
README.md

README.md

Hawkes_process_with_Erlang_kernels

Codes for simulating the Hawkes process with Erlang kernels (point process + limiting diffusion with Euler-Maruyama scheme and the splitting scheme)

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