Hi there, I worked on this document about Hawkes processes for about a month, a year and a half ago, never got around to actually finishing it and it's been sitting in one of my repos ever since. Now I have less time than I did then in 2021 but after having written about the 38 pages it's a bit of a waste not to share this document and somehow finish it, there's most likely a bunch of typos, missing proofs and explanations, no section about parameter estimation and an example of a use case, amongst other things. So I'm sharing it today to call on any french speaking math buffs out there, I think if finished it could be valuable for a lot of people, one document that would go through the different facets of Hawkes processes. The .tex file is still in the private repo so if you're interested in working together to refine it and complete it, or know somebody that would be, or have any input towards that goal, send me a dm on telegram: @khaledgrira or reach out on Lens: @khaled.lens, or create an issue on this repo.
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