Statistical causality and adapted distribution

DOI10.1007/S10587-011-0030-1MaRDI QIDQ3118059zbMATH OpenOpenAlexFDO

Authors Ljiljana Petrović, Sladjana Dimitrijević

Publication date 1 March 2012

Published in Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/197110, http://hdl.handle.net/10338.dmlcz/141642

zbMATH Keywords

adapted distributioncausalityfiltrationweak solution of stochastic differential equation

Mathematics Subject Classification ID

Applications of model theory (03C98) General theory of stochastic processes (60G07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• A characterization of adapted distribution
• Adapted Probability Distributions
• Causality and Markovian representations
• Causality and Stochastic Dynamic Systems
• Causality and stochastic realization
• Changes of filtrations and of probability measures
• scientific article; zbMATH DE number 140573 (Why is no real title available?)
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Noncausality in Continuous Time
• Regularization of differential equations by fractional noise.
• Some models of causality and stochastic differential equations driven by fractional Brownian motion
• Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
• Sur l'etude des martingales continues extrêmales
• Synonymity, generalized martingales, and subfiltrations

Cited in

(8)

• Adapted statistical experiments with random change of time
• Causality between stopped filtrations and some applications
• Statistical causality and separable processes
• scientific article; zbMATH DE number 3888683 (Why is no real title available?)
• Adapted Probability Distributions
• scientific article; zbMATH DE number 4119336 (Why is no real title available?)
• Statistical causality, optional and predictable projections
• A general definition of influence between stochastic processes

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