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
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
| № | Имя автора | Должность | Наименование организации |
|---|---|---|---|
| 1 | Mamatov K.M. | ! | University of Public Safety of the Republic of Uzbekistan |
| № | Название ссылки |
|---|---|
| 1 | 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. |