Abstract
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.
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The work is supported by the Serbian Ministry of Science and Technology (Grants 044006 and 179005).
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Petrović, L., Valjarević, D. (2015). Lecture Notes in Computer Science: Statistical Causality and Local Solutions of the Stochastic Differential Equations Driven with Semimartingales. In: Mastorakis, N., Bulucea, A., Tsekouras, G. (eds) Computational Problems in Science and Engineering. Lecture Notes in Electrical Engineering, vol 343. Springer, Cham. https://doi.org/10.1007/978-3-319-15765-8_14
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DOI: https://doi.org/10.1007/978-3-319-15765-8_14
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