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dc.contributor.authorValjarević, Dragana
dc.contributor.authorPetrović, Ljiljana
dc.date.accessioned2023-04-25T07:23:49Z
dc.date.available2023-04-25T07:23:49Z
dc.date.issued2021-11-21
dc.identifier.citation174024en_US
dc.identifier.urihttps://platon.pr.ac.rs/handle/123456789/1267
dc.description.abstractIn 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 generalization of a causality relationship “His a cause of E within F” from fixed to stopping time. Then we apply the given concept of causality to strongly orthogonal stopped martingales. We show the equivalence between the given concept of causality and orthogonality of stopped local martingales, too.en_US
dc.titleCausality between stopped filtrations and some applicationsen_US
dc.title.alternativeJournal of Contemporary Mathematical Analysisen_US
dc.typeclanak-u-casopisuen_US
dc.description.versionpublishedVersionen_US
dc.citation.volume56
dc.citation.issue3
dc.citation.spage134
dc.citation.epage142
dc.type.mCategoryM23en_US
dc.type.mCategoryclosedAccessen_US
dc.type.mCategoryM23en_US
dc.type.mCategoryclosedAccessen_US
dc.identifier.ISSN1068-3623


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