@article{statedependenthawkesprocessesandtheir,
  title = {State-dependent Hawkes processes and their application to limit order book modelling},
  author = {Maxime Morariu-Patrichi and Mikko S. Pakkanen},
  year = {2018},
  eprint = {1809.08060},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1809.08060v3},
}