scientific article; zbMATH DE number 6914826

zbMath1393.60043MaRDI QIDQ4578245

Dragana Valjarević, Ljiljana Petrović

Publication date: 8 August 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

filtrationequivalent martingale measureextremal measureGranger's causality

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Related Items (3)

Statistical causality, optional and predictable projections ⋮ Statistical causality and separable processes ⋮ Statistical causality and measurable separability of \(\sigma \)-algebras

Cites Work

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• THE TWO FUNDAMENTAL THEOREMS OF ASSET PRICING FOR A CLASS OF CONTINUOUS-TIME FINANCIAL MARKETS
• Changes of filtrations and of probability measures
• Causality and Stochastic Dynamic Systems
• Noncausality in Continuous Time
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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