Statistical causality, martingale problems and local uniqueness

DOI10.1080/17442508.2017.1318137zbMath1498.60165OpenAlexW2782116420MaRDI QIDQ5085833

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 uniquenessmartingale problemlocal martingale problemstopped martingale problemstrict stopping time

Mathematics Subject Classification ID

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

Related Items (3)

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

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• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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