Statistical causality, optional and predictable projections

DOI10.1007/s10986-023-09587-yzbMath1509.60101OpenAlexW4319986495MaRDI QIDQ6102195

Sladjana Dimitrijević, Ljiljana Petrović, Dragana Valjarević

Publication date: 8 May 2023

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-023-09587-y

zbMATH Keywords

filtrationstopping timecausalityoptional projectionpredictable projection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

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• Statistical causality and purely discontinuous local martingales
• Stochastic Calculus and Applications
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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