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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 ...
Statistical causality, martingale problems and local uniqueness
(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 ...
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 measurable separability of σ-algebras
(Science direct, 2021-07-21)
In this paper we consider a concept of statistical causality, based on Granger’s definition
of causality and analyze the relationships between given causality and the concept
of measurable separability of σ-algebras. The ...
Statistical causality and separable processes
(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. ...
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 ...