STATISTICAL CAUSALITY AND STABLE SUBSPACES OF

DOI10.1017/S0004972712000482zbMath1287.60053OpenAlexW2097474812MaRDI QIDQ2847592

Dragana Valjarević, Ljiljana Petrović

Publication date: 11 September 2013

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972712000482

zbMATH Keywords

extremal measurecausality in continuous timefiltered probability space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Related Items (5)

STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ Statistical causality and purely discontinuous local martingales ⋮ Causality between stopped filtrations and some applications ⋮ Statistical causality and measurable separability of \(\sigma \)-algebras ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Statistical causality and orthogonality of local martingales
• Invariance of statistical causality under convergence
• Calcul stochastique et problèmes de martingales
• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• Causality and Markovian representations
• Changes of filtrations and of probability measures
• Causality and Stochastic Dynamic Systems
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• On Square Integrable Martingales

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