Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales-Reference-Cited by-同舟云学术

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Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales

Published:2023-06 Issue: Volume:197 Page:109816
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Merkle Ana^ORCID

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference21 articles.

1. Changes of filtration and of probability measures;Bremaud;Z. Wahrscheinlichkeitstheorie Verw. Gebiete,1978

2. Probability and potentials B;Dellacherie,1982

3. Stochastic Calculus and Applications;Elliot,1982

4. Noncausality in continuous time;Florens;Econometrica,1996

5. A note on noncausality;Florens;Econometrica,1982

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Equivalence to uniqueness in the concept of predictability between filtrations;Filomat;2023

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