WEAK CONVERGENCE OF STOCHASTIC INTEGRALS OVER POINT PROCESSES IN SPACE D

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.

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2025-04-05
DOI
https://doi.org/10.5281/zenodo.15154084
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
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article

WEAK CONVERGENCE OF STOCHASTIC INTEGRALS OVER POINT PROCESSES IN SPACE D

Zenodo (CERN European Organization for Nuclear Research)
Stochastic processes and financial applications
article

WEAK CONVERGENCE OF STOCHASTIC INTEGRALS OVER POINT PROCESSES IN SPACE D

article en

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.

Zenodo (CERN European Organization for Nuclear Research)
Openalex Percentile: Top 44%
Stochastic processes and financial applications
DOIOpen Access PDFOpenAlex
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WEAK CONVERGENCE OF STOCHASTIC INTEGRALS OVER POINT PROCESSES IN SPACE D · Zenodo (CERN European Organization for Nuclear Research) (2025) | TGRS Research Map | TGRS