A general definition of influence between stochastic processes

DOI10.1007/s10985-009-9131-7zbMath1322.60046arXiv0905.3619WikidataQ51786599 ScholiaQ51786599MaRDI QIDQ746002

Anne Gégout-Petit, Daniel Commenges

Publication date: 15 October 2015

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.3619

zbMATH Keywords

stochastic processes; causality; directed graphs; dynamical models; causal influence; likelihood process

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

60G44: Martingales with continuous parameter

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