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Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels

  • CY Cergy Paris Université
  • University of São Paulo

Research output: Contribution to journal › Article › peer-review

30 Citations (Scopus)

Abstract

We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in ℝd and study the associated mean field limits. As the total number of neurons tends to infinity, we prove that the evolution of a typical neuron, attached to a given spatial position, can be described by a nonlinear limit differential equation driven by a Poisson random measure. The limit process is described by a neural field equation. As a consequence, we provide a rigorous derivation of the neural field equation based on a thorough mean field analysis.

Original languageEnglish
Pages (from-to)1-27
Number of pages27
JournalStochastic Processes and their Applications
Volume129
Issue number1
DOIs
Publication statusPublished - 1 Jan 2019
Externally publishedYes

Keywords

  • Coupling
  • Hawkes processes
  • Neural field equation
  • Propagation of Chaos
  • Spatial mean-field

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