Causality and Stochastic Dynamic Systems

DOI10.1137/0147089MaRDI QIDQ3777921zbMATH OpenOpenAlexFDO

Authors Jelena B. Gill, Ljiljana Petrović

Publication date 1987

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0147089

zbMATH Keywords

causalityGaussian processesminimal realization of stochastic dynamic systems

Mathematics Subject Classification ID

Inner product spaces and their generalizations, Hilbert spaces (46C99) Gaussian processes (60G15) Realizations from input-output data (93B15) Minimal systems representations (93B20) Stochastic systems in control theory (general) (93E03)

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Cited in

(27)

• Causality and Markovian representations
• The noninvariance of deterministic causal models
• Causality between stopped filtrations and some applications
• Statistical causality and separable processes
• Statistical causality and measurable separability of \(\sigma \)-algebras
• Causality and stochastic realization
• Some causal connections between stochastic dynamic systems
• Statistical causality and stable subspaces of H^p
• Statistical causality and martingale representation property with application to stochastic differential equations
• Statistical causality and adapted distribution
• Granger causality and stopping times
• scientific article; zbMATH DE number 3864171 (Why is no real title available?)
• Probabilistic Causality
• scientific article; zbMATH DE number 1248049 (Why is no real title available?)
• scientific article; zbMATH DE number 2070209 (Why is no real title available?)
• Causality with finite horizon of the past in continuous time
• Statistical causality and extremal measures
• scientific article; zbMATH DE number 4121897 (Why is no real title available?)
• Statistical causality and local uniqueness for solutions of the martingale problem
• Statistical causality, martingale problems and local uniqueness
• Statistical causality and purely discontinuous local martingales
• Some causal connections between stochastic dynamic systems
• Invariance of statistical causality under convergence
• Causal Models for Dynamical Systems
• Statistical causality, optional and predictable projections
• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• Some aspects of statistical causality

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