Eurasian Journal of Academic Research 5-jild 3-son (2025) · 167–171-betlar

WEAK CONVERGENCE OF STOCHASTIC INTEGRALS OVER POINT PROCESSES IN SPACE D

Mamatov, Khusniddin

DOI: 10.5281/zenodo.15154084 · Manbada o'qish → · PDF (manba serverida)

Annotatsiya

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.

Point process, martingale, stochastic integral, Skorokhod topology, compensator.

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