Concept of statistical causality and local martingales

In this paper we consider a statistical concept of causality in continuous time in filtered probability spaces which is based on Granger's definitions of causality. The given causality concept is closely connected to the preservation of the property being a local martingale if the filtration is...

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Bibliographic Details
Main Authors: Valjarević Dragana, Petrović Ljiljana
Format: Article
Language:English
Published: University of Priština - Faculty of Natural Science and Mathematics, Kosovska Mitrovica 2016-01-01
Series:The University Thought: Publication in Natural Sciences
Subjects:
Online Access:http://scindeks-clanci.ceon.rs/data/pdf/1450-7226/2016/1450-72261601075V.pdf