Functional Laws of Large Numbers for Marked Hawkes Processes and Compound Marked Hawkes Processes

Tomasz R. Bielecki; Jacek Jakubowski; Mariusz iewȩgłowski; Anatoliy Swishchuk

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arXiv · 2510.24293

Functional Laws of Large Numbers for Marked Hawkes Processes and Compound Marked Hawkes Processes

Tomasz R. Bielecki·Jacek Jakubowski·Mariusz iewȩgłowski·Anatoliy Swishchuk

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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.

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Tomasz R. Bielecki, Jacek Jakubowski, Mariusz iewȩgłowski, Anatoliy Swishchuk. 2025-10-28. Functional Laws of Large Numbers for Marked Hawkes Processes and Compound Marked Hawkes Processes. https://arxiv.org/abs/2510.24293

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