Noncausality in Continuous Time
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Publication:4895062
DOI10.2307/2171962zbMath0856.90020OpenAlexW2018541817MaRDI QIDQ4895062
Denis Fougere, Jean-Pierre Florens
Publication date: 13 October 1996
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/1836/1/noncausality.pdf
Doob-Meyer decompositionconditional independencedecomposition of semi-martingalesnoncausality for continuous-time processes
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