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Application of the Concept of Statistical Causality in Integrable Increasing Processes and Measures.
- Source :
-
Axioms (2075-1680) . Feb2024, Vol. 13 Issue 2, p124. 10p. - Publication Year :
- 2024
-
Abstract
- In this paper, we investigate an application of the statistical concept of causality, based on Granger's definition of causality, on raw increasing processes as well as on optional and predictable measures. A raw increasing process is optional (predictable) if the bounded (left-continuous) process X, associated with the measure μ A (X) , is self-caused. Also, the measure μ A (X) is optional (predictable) if an associated process X is self-caused with some additional assumptions. Some of the obtained results, in terms of self-causality, can be directly applied to defining conditions for an optional stopping time to become predictable. [ABSTRACT FROM AUTHOR]
- Subjects :
- *MEASUREMENT
Subjects
Details
- Language :
- English
- ISSN :
- 20751680
- Volume :
- 13
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Axioms (2075-1680)
- Publication Type :
- Academic Journal
- Accession number :
- 175653129
- Full Text :
- https://doi.org/10.3390/axioms13020124