Functional Laws of Large Numbers for Marked Hawkes Processes and Compound Marked Hawkes Processes
Probability
2025-10-29 v1
Abstract
We give functional laws of large numbers for a class of marked Hawkes processes and marked compound Hawkes processes with a general mark space. Our results provide some complement to those presented previously in the literature. As an example we provide an application to analysis of time limit of an insurance ruin process.
Keywords
Cite
@article{arxiv.2510.24293,
title = {Functional Laws of Large Numbers for Marked Hawkes Processes and Compound Marked Hawkes Processes},
author = {Tomasz R. Bielecki and Jacek Jakubowski and Mariusz iewȩgłowski and Anatoliy Swishchuk},
journal= {arXiv preprint arXiv:2510.24293},
year = {2025}
}