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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 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 ...
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 ...