Statistical causality and local uniqueness for solutions of the martingale problem
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DOI: 10.2298/fil1808851p
Abstract: In this paper we consider the concept of statistical causality between filtrations associated with stopping times, which is based on Granger’s definition of causality. Especially, we consider a generalization of a causality relationship ”G is… read more here.
Keywords: martingale problem; local uniqueness; statistical causality; causality ... See more keywords