WEAK CONVERGENCE OF STOCHASTIC INTEGRALS OVER POINT PROCESSES IN SPACE D
Ключевые слова:
Point process, martingale, stochastic integral, Skorokhod topology, compensator.Аннотация
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.
Библиографические ссылки
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.
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