Naslov (eng)

Statistical causality and separable processes

Autor

Valjarević, Dragana
Petrović, Ljiljana

Opis (eng)

A b s t r a c t: In this paper we consider the statistical concept for continuous-time stochastic processes, which is based on Granger’s definition of causality. We, also, show that separability is directly related to causality concepts. More precisely, we provide necessary conditions, in terms of statistical causality, for the space L p (Ω, G∞, P) to be separable. The concept of statistical causality is related to the notion separability of stochastic processes, too.

Jezik

engleski

Datum

2020

Licenca

© All rights reserved

Predmet

Keywords: Filtration, Causality, Separable σ -algebra, Separable process

Deo kolekcije (1)

o:28218

Ekonomski fakultet