Statistical causality and orthogonality of local martingales
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Publication:449392
DOI10.1016/J.SPL.2012.03.036zbMATH Open1296.60108OpenAlexW2013912653MaRDI QIDQ449392FDOQ449392
Authors: Dragana Valjarević, Ljiljana Petrović 
Publication date: 30 August 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.036
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Cites Work
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- Minimal martingale measure: pricing and hedging in a pure jump model under restricted information
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- Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
Cited In (7)
- Causality between stopped filtrations and some applications
- Statistical causality and stable subspaces of \(H^p\)
- Statistical causality and martingale representation property with application to stochastic differential equations
- Causality and statistics on the Groenewold-Moyal plane
- Statistical causality and local uniqueness for solutions of the martingale problem
- Statistical causality and purely discontinuous local martingales
- Statistical causality and extremal measures
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