Dynamic contagion process

{{Short description|Concept in mathematics}}

{{Orphan|date=May 2016}}

In applied probability, a dynamic contagion process is a point process with stochastic intensity that generalises the Hawkes process and Cox process with exponentially decaying shot noise intensity.{{cite journal|last1=Dassios|first1= A.|first2=Zhao|last2=H.|title=A dynamic contagion process|journal=Advances in Applied Probability|year=2011|volume=43|issue=3|pages=814–846|doi=10.1239/aap/1316792671|url=http://projecteuclid.org/euclid.aap/1316792671|doi-access=free}}