Causality between stopped filtrations and some applications
From MaRDI portal
Publication:1982657
DOI10.3103/S1068362321030080zbMath1469.60130OpenAlexW3199551214MaRDI QIDQ1982657
Ljiljana Petrović, Dragana Valjarević
Publication date: 14 September 2021
Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1068362321030080
Applications of statistics to economics (62P20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07)
Cites Work
- Granger causality and stopping times
- Local risk-minimization for defaultable claims with recovery process
- Statistical causality and orthogonality of local martingales
- Computational problems in science and engineering
- Invariance of statistical causality under convergence
- Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
- Causality and Markovian representations
- STATISTICAL CAUSALITY AND STABLE SUBSPACES OF
- Changes of filtrations and of probability measures
- Statistical causality and adapted distribution
- Adapted Probability Distributions
- Causality and Stochastic Dynamic Systems
- Noncausality in Continuous Time
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- GKW representation theorem under restricted information: An application to risk-minimization
- Credit risk: Modelling, valuation and hedging
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Causality between stopped filtrations and some applications