Statistical causality and purely discontinuous local martingales

DOI10.1080/17442508.2020.1844707zbMath1496.60039OpenAlexW3105540393MaRDI QIDQ5086718

Ljiljana Petrović, Dragana Valjarević

Publication date: 7 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2020.1844707

zbMATH Keywords

causalitystable subspacepurely discontinuous filtrationpurely discontinuous local martingaleweak predictable representation property

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to economics (62P20) Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Statistical causality, optional and predictable projections

Cites Work

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