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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 ...