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WEAK CONVERGENCE OF STOCHASTIC INTEGRALS OVER POINT PROCESSES IN SPACE D

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ARTICLE ANNOTATION

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In this paper, we investigate the weak convergence of stochastic integrals to point processes. For clarity, we refer to several accepted assertions from the general theory of random processes, which are detailed in literature sources; therefore, we present formulations without proofs. Here, we utilize concepts from contemporary martingale theory in continuous time, including stochastic calculus in point processes

AUTHORS

K.Mamatov

University of Public Safety of the Republic of Uzbekistan

Tags

# Point process# martingale# stochastic integral# Skorokhod topology

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References

1.Khamdamov I.M., Mamatov Kh.M., Properties of the Vertex of a Convex Hull Generated by a Poission Point Process Inside a Parabola. Theory of Stochastic Processes, Vol.28(44), No.2, 2024, p.21-29.2.Liptser R.Sh., Shiryaev A.N. Martingale Theory. Moscow. Nauka. 1986. -512 p.