Statistical causality, martingale problems and local uniqueness

DOI10.1080/17442508.2017.1318137MaRDI QIDQ5085833zbMATH OpenOpenAlexFDO

Authors Ljiljana Petrović, Dragana Valjarević

Publication date 30 June 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2017.1318137

zbMATH Keywords

causalitylocal martingale problemlocal uniquenessmartingale problemstopped martingale problemstrict stopping time

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

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Cites work

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• scientific article; zbMATH DE number 5074350 (Why is no real title available?)
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• Weak and strong solutions of stochastic differential equations

Cited in

(14)

• Causality and statistics on the Groenewold-Moyal plane
• Statistical causality and separable processes
• Statistical causality and measurable separability of \(\sigma \)-algebras
• Statistical causality and stable subspaces of H^p
• Statistical causality and martingale representation property with application to stochastic differential equations
• Causality with finite horizon of the past in continuous time
• Statistical causality and orthogonality of local martingales
• Statistical causality and extremal measures
• Statistical causality and local uniqueness for solutions of the martingale problem
• Statistical causality and purely discontinuous local martingales
• Invariance of statistical causality under convergence
• Statistical causality, optional and predictable projections
• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• Some aspects of statistical causality

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