On Hawkes Processes with Infinite Mean Intensity

Cecilia Aubrun,1, 2 Michael Benzaquen,1, 2, 3, ∗ and Jean-Philippe Bouchaud1, 3, 4 Chair of Econophysics and Complex Systems, École polytechnique, 91128 Palaiseau Cedex, France LadHyX UMR CNRS 7646, École polytechnique, 91128 Palaiseau Cedex, France Capital Fund Management, 23 Rue de l’Université, 75007 Paris, France Académie des Sciences, 23 Quai de Conti, 75006 Paris, France (Dated: December 30, 2021)