Markov approximation for controlled Hawkes Jump-Diffusions with general kernels | Paper Citation Record

Observation 935b1360-59f4-420f-bb29-5daaee190bd1 · outbound

This paper cites Linear–quadratic control for a class of stochastic Volterra equations: solvability and approximation.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Linear–quadratic control for a class of stochastic Volterra equations: solvability and approximation

Reference 1

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This paper cites New approach to optimal control of stochastic Volterra integral equations.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels New approach to optimal control of stochastic Volterra integral equations

Reference 2

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This paper cites Malliavin calculus and optimal control of stochastic Volterra equations.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Malliavin calculus and optimal control of stochastic Volterra equations

Reference 3

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This paper cites Portfolio choice in markets with contagion.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Portfolio choice in markets with contagion

Reference 4

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This paper cites Approximation of Stochastic Volterra Equations with kernels of completely monotone type.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Approximation of Stochastic Volterra Equations with kernels of completely monotone type

Reference 5

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This paper cites A note on L1-approximations by exponential polynomials and Laguerre exponential polynomials.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels A note on L1-approximations by exponential polynomials and Laguerre exponential polynomials

Reference 6

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This paper cites L´ evy processes and stochastic calculus.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels L´ evy processes and stochastic calculus

Reference 7

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Observation 68633a19-8059-4488-a8cf-5b02cbf4c1a3 · outbound

This paper cites Some limit theorems for Hawkes processes and application to financial statistics.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Some limit theorems for Hawkes processes and application to financial statistics

Reference 8

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This paper cites Regularity and stability for the semigroup of jump diffusions with state-dependent intensity.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Regularity and stability for the semigroup of jump diffusions with state-dependent intensity

Reference 9

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This paper cites Pricing under rough volatility.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Pricing under rough volatility

Reference 10

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This paper cites Markovian approximations of stochastic Volterra equations with the fractional kernel.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Markovian approximations of stochastic Volterra equations with the fractional kernel

Reference 11

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This paper cites Mean field games with controlled jump- diffusion dynamics: existence results and an illiquid interbank market model.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Mean field games with controlled jump- diffusion dynamics: existence results and an illiquid interbank market model

Reference 12

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Observation 9a55124d-0cc9-4ae2-88c2-190d5734aeec · outbound

This paper cites Stochastic control for diffusions with self-exciting jumps: An overview.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Stochastic control for diffusions with self-exciting jumps: An overview

Reference 13

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This paper cites Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity

Reference 14

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This paper cites Multivariate Hawkes pro- cess for cyber insurance.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Multivariate Hawkes pro- cess for cyber insurance

Reference 15

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Observation 325e87be-12bf-4795-a5a9-1fe950d5106b · outbound

This paper cites On approximation of functions by exponential sums.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels On approximation of functions by exponential sums

Reference 16

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This paper cites The effect of pulse duration on refractory periods of neurons mediating brain-stimulation reward.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels The effect of pulse duration on refractory periods of neurons mediating brain-stimulation reward

Reference 17

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This paper cites Stability of nonlinear Hawkes processes.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Stability of nonlinear Hawkes processes

Reference 18

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Observation 27466cab-f38f-467a-9d2e-69a6bded60ef · outbound

This paper cites Metastability in a stochastic neural network modeled as a velocity jump Markov process.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Metastability in a stochastic neural network modeled as a velocity jump Markov process

Reference 19

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Observation c1f8af56-d384-495b-a24d-2523bf124a6c · outbound

This paper cites A stochastic Gordon- Loeb model for optimal cybersecurity investment under clustered attacks.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels A stochastic Gordon- Loeb model for optimal cybersecurity investment under clustered attacks

Reference 20

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Observation 13b4f09e-e475-4d50-a609-4ebcf472f4aa · outbound

This paper cites A self-exciting modeling framework for for- ward prices in power markets.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels A self-exciting modeling framework for for- ward prices in power markets

Reference 21

Resolution: verified exact; doi, observed 2026-08-06T17:24:48.370940Z

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Observation 39563c2e-c33d-4dd3-b2e7-234e7d3fd77c · outbound

This paper cites Existence of optimal controls for stochastic Volterra equations.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Existence of optimal controls for stochastic Volterra equations

Reference 22

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Observation 5f1b0651-a251-45b0-a1aa-54745b6b4ab8 · outbound

This paper cites Fractional Brownian motion and the Markov property.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Fractional Brownian motion and the Markov property

Reference 23

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This paper cites Optimal Control of Spiking Neural Networks.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Optimal Control of Spiking Neural Networks

Reference 24

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Observation e72c398c-542f-4013-b6ca-ce54f99c3296 · outbound

This paper cites Functional approximation of the marked Hawkes risk process.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Functional approximation of the marked Hawkes risk process

Reference 25

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This paper cites Convergence of stochastic gene networks to hybrid piecewise deterministic processes.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Convergence of stochastic gene networks to hybrid piecewise deterministic processes

Reference 26

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Observation 565f6e56-d57f-4881-b00e-14a62fc87d1a · outbound

This paper cites Stability, convergence to equilibrium and simu- lation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Stability, convergence to equilibrium and simu- lation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels

Reference 27

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This paper cites On viscosity solutions of path dependent PDEs.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels On viscosity solutions of path dependent PDEs

Reference 28

Resolution: verified exact; doi, observed 2026-08-06T17:24:48.338060Z

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This paper cites Modeling networks of spiking neurons as interacting processes with memory of variable length.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Modeling networks of spiking neurons as interacting processes with memory of variable length

Reference 29

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This paper cites Volatility is rough.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Volatility is rough

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:49.018431Z

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This paper cites A general method for numerically simulating the stochastic time evolution of coupled chemical reactions.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels A general method for numerically simulating the stochastic time evolution of coupled chemical reactions

Reference 31

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This paper cites McKean-Vlasov Itˆ o-Skorohod equations, and nonlinear diffusions with discrete jump sets.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels McKean-Vlasov Itˆ o-Skorohod equations, and nonlinear diffusions with discrete jump sets

Reference 32

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Observation 88fef630-33fc-4d03-92f1-3e36a83a464d · outbound

This paper cites Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations

Reference 33

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Observation 89156fa5-6dac-4751-a06c-7fc90ad45e53 · outbound

This paper cites On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay

Reference 34

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This paper cites Stochastic models of neuronal dynamics.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Stochastic models of neuronal dynamics

Reference 35

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Observation d367a582-9d63-4273-994c-3eb3d10c10fd · outbound

This paper cites Spectra of some self-exciting and mutually exciting point processes.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Spectra of some self-exciting and mutually exciting point processes

Reference 36

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Observation 5613f317-61b4-4184-84e5-63b310d2db2b · outbound

This paper cites Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis

Reference 37

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.979001Z

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Observation da7d21e6-e40b-4608-b9e6-356095197b18 · outbound

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Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Optimal market making with persistent order flow

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.967869Z

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Observation 5a6f2f6e-c62c-4c4d-a07c-4a4f79a1602a · outbound

This paper cites Approximation with sums of exponentials in Lp[0, ∞).

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Approximation with sums of exponentials in Lp[0, ∞)

Reference 39

Resolution: verified exact; doi, observed 2026-08-06T17:24:48.295853Z

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Observation 3b76d44e-5383-4eff-b341-328d02e14a2c · outbound

This paper cites Controlled singular Volterra integral equations and Pontryagin maxi- mum principle.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Controlled singular Volterra integral equations and Pontryagin maxi- mum principle

Reference 40

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Observation f57caab1-5dd3-4be9-a603-e03d389cd3d7 · outbound

This paper cites Option pricing when underlying stock returns are discontinuous.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Option pricing when underlying stock returns are discontinuous

Reference 41

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.943865Z

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Observation d17c8c50-3383-40d5-a11c-926de1dcce34 · outbound

This paper cites Lifting of Volterra processes: optimal control in UMD Banach spaces.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Lifting of Volterra processes: optimal control in UMD Banach spaces

Reference 42

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This paper cites Applied stochastic control of jump diffusions.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Applied stochastic control of jump diffusions

Reference 43

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.930879Z

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Observation 6a81527e-8bdb-41d6-8d5c-51fa557e7cee · outbound

This paper cites Optimal control of Volterra-integral diffusions and application to contract theory.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Optimal control of Volterra-integral diffusions and application to contract theory

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.919986Z

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Observation 51f5abd2-e1a7-4c51-a4b5-c34f01436332 · outbound

This paper cites Optimal control for stochastic neural oscillators.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Optimal control for stochastic neural oscillators

Reference 45

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.908516Z

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Observation 0c5952ef-ad88-4cc0-aa84-336bbce57564 · outbound

This paper cites Memory effects on epidemic evolution: The susceptible-infected-recovered epidemic model.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Memory effects on epidemic evolution: The susceptible-infected-recovered epidemic model

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.896001Z

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Observation ed758506-3deb-45a4-bce1-74db478e5ce8 · outbound

This paper cites Self-scaling tumor growth.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Self-scaling tumor growth

Reference 47

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.884589Z

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Observation 7cdb00a4-383b-498c-ac6a-257b1d33b7ee · outbound

This paper cites A martingale approach for fractional Brownian motions and related path dependent PDEs.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels A martingale approach for fractional Brownian motions and related path dependent PDEs

Reference 48

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.872234Z

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Observation 5d502958-f868-4946-a30f-ca35bad6554d · outbound

This paper cites Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations

Reference 49

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.860325Z

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Observation 5993f0bb-ff1f-4c2b-91ae-4a68176dfe97 · outbound

This paper cites Linear–quadratic optimal controls for stochastic Volterra integral equations: causal state feedback and path-dependent Riccati equations.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Linear–quadratic optimal controls for stochastic Volterra integral equations: causal state feedback and path-dependent Riccati equations

Reference 50

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T17:24:48.816728Z

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Observation cec23569-ce3b-4e90-848a-9fc8e4203c80 · outbound

This paper cites Portfolio optimization in a multivariate jump-diffusion model.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Portfolio optimization in a multivariate jump-diffusion model

Reference 51

Resolution: verified exact; doi, observed 2026-08-06T17:24:48.282563Z

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Observation 761c017d-d334-474c-b2e7-d107b84c1d3e · outbound

This paper cites url: https://doi.org/10.1016/0021- 9045(72) 90059-7.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels url: https://doi.org/10.1016/0021- 9045(72) 90059-7

Reference 430

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Observation 1c4ed0bf-e5e1-46c8-b1c8-5fec30a001d5 · outbound

This paper cites Functional approximation of the marked Hawkes risk process.

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels Functional approximation of the marked Hawkes risk process

Reference 2024

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