Laure Coutin
Date and time
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Hawkes processes, initially introduced to model the occurrence of earthquakes and their after-shocks, are currently used in a growing number of elds such as neuroscience, nance and insurance. These point processes model the successive occurrences of events and their influence on the probability of future occurrences. We briefly present Hawkes processes. Following previous investigations by Ustunel about the invertibility of some transformations on the Wiener space, we nd some entropic conditions under which a random change of time is invertible on the Poisson space. As a conse- quence, we provide a construction of (genrealized) Hawkes processes as a random time change of Poisson  process. We also establish a new variational representation of the entropy.