Statistical causality and purely discontinuous local martingales

DOI10.1080/17442508.2020.1844707MaRDI QIDQ5086718zbMATH OpenOpenAlexFDO

Authors Dragana Valjarević, Ljiljana Petrović

Publication date 7 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2020.1844707

zbMATH Keywords

causalitypurely discontinuous filtrationpurely discontinuous local martingalestable subspaceweak predictable representation property

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of statistics to economics (62P20)

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Cited in

(5)

• Statistical causality and stable subspaces of H^p
• Statistical causality and martingale representation property with application to stochastic differential equations
• Statistical causality and orthogonality of local martingales
• Statistical causality, optional and predictable projections
• Some aspects of statistical causality

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