Lecture Notes in Computer Science: Statistical Causality and Local Solutions of the Stochastic Differential Equations Driven with Semimartingales
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The paper considers a statistical concept of causality in continuous time between filtered probability spaces which is based on Granger’s definition of causality. Then, the given causality concept is connected with a local weak solutions of the stochastic differential equations driven with semimartingales. Also, we establish connection between the local solution and the local weak solution.
KeywordsFiltration Causality Local weak solution
The work is supported by the Serbian Ministry of Science and Technology (Grants 044006 and 179005).
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