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Statistical causality and purely discontinuous local martingales - MaRDI portal

Statistical causality and purely discontinuous local martingales (Q5086718)

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scientific article; zbMATH DE number 7554012
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English
Statistical causality and purely discontinuous local martingales
scientific article; zbMATH DE number 7554012

    Statements

    title
    Statistical causality and purely discontinuous local martingales (English)
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    author
    Dragana Valjarević
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    Ljiljana Petrović
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    published in
    Stochastics
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    publication date
    7 July 2022
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    zbMATH Keywords
    causality
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    purely discontinuous local martingale
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    purely discontinuous filtration
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    stable subspace
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    weak predictable representation property
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60G51
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    62P20
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    60H07
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    zbMATH DE Number
    7554012
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    OpenAlex ID
    W3105540393
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