Приказано за аутора "Petrović, Ljiljana"

Приказ резултата 1-6 од 6

    • Causality between stopped filtrations and some applications 

      Valjarević, Dragana; Petrović, Ljiljana (2021-11-21)
      In this paper we consider the concept of statistical causality in continuous time between filtrations associated with stopping times, which is based on Granger’s definition of causality. Especially, we consider a ...

    • Statistical causality and extremal measures 

      Petrović, Ljiljana; Valjarević, Dragana (2018-10-21)
      In this paper we consider the concept of statistical causality in continuous time between ows of information, represented by ltra- tions. Then we relate the given concept of causality to the equivalent change of measure ...

    • Statistical causality and local uniqueness for solutions of the martingale problem 

      Petrović, Ljiljana; Valjarević, Dragana (2018-06-15)
      In this paper we consider the concept of statistical causality between filtrations associated with stopping times, which is based on Granger’s definition of causality. Especially, we consider a generalization of a causality ...

    • Statistical causality and purely discontinuous local martingales 

      Valjarević, Dragana; Petrović, Ljiljana (Taylor and Francis, 2021-07-21)
      The statistical concept of causality in continuous time between filtered probability spaces considered in this paper is based on Granger’s definition of causality. The given concept of causality can be connected to the ...

    • Statistical causality and separable processes 

      Valjarević, Dragana; Petrović, Ljiljana (Science Direct, 2020-11-21)
      In this paper we consider the statistical concept for continuous-time stochastic processes, which is based on Granger’s definition of causality. We, also, show that separability is directly related to causality concepts. ...

    • Statistical causality, martingale problems and local uniqueness 

      Petrović, Ljiljana; Valjarević, Dragana (Taylor and Francis, 2018-07-21)
      The paper considers a statistical concept of causality in continuous time in the filtered probability spaces which is based on the Granger’s definition of causality. The given causality concept is then applied to the ...