Search
Now showing items 1-2 of 2
Statistical causality and purely discontinuous local martingales
(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 ...
Causality between stopped filtrations and some applications
(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 ...