WEAK CONVERGENCE OF STOCHASTIC INTEGRALS OVER POINT PROCESSES IN SPACE D

Authors

  • Khusniddin Mamatov University of Public Safety of the Republic of Uzbekistan Author

Keywords:

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

Abstract

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.

References

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.

Liptser R.Sh., Shiryaev A.N. Martingale Theory. Moscow. Nauka. 1986. - 512 p.

Published

2025-03-31

Issue

Vol. 5 No. 3 (2025): Eurasian Journal of Academic Research

Section

Articles

License

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

WEAK CONVERGENCE OF STOCHASTIC INTEGRALS OVER POINT PROCESSES IN SPACE D. (2025). Eurasian Journal of Academic Research, 5(3), 167-171. https://in-academy.uz/index.php/EJAR/article/view/6384