Self-exciting PDMPs with endogenous intensity resetting admit unique invariant measures with explicit densities, enabling closed-form optimal intervention thresholds for exponential jumps.
Bessy-Roland, A
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A class of Markov processes with resetting and applications to cybersecurity
Self-exciting PDMPs with endogenous intensity resetting admit unique invariant measures with explicit densities, enabling closed-form optimal intervention thresholds for exponential jumps.