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Statistical causality and extremal measures
(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
(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 ...