STATISTICAL CAUSALITY AND MARTINGALE REPRESENTATION PROPERTY WITH APPLICATION TO STOCHASTIC DIFFERENTIAL EQUATIONS
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Publication:2922947
DOI10.1017/S000497271400029XzbMath1315.60046MaRDI QIDQ2922947
Ljiljana Petrović, Dragana Valjarević
Publication date: 15 October 2014
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
semimartingales; stochastic differential equations; filtrations; martingale representation property; local martingales; statistical causality
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G48: Generalizations of martingales
60G44: Martingales with continuous parameter
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Cites Work
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