o:28983 Statistical Causality and Local Uniqueness for Solutions of the Martingale Problem en Abstract: In this paper we consider the concept of statistical causality between filtrations associated with stopping times, which is based on Granger’s definition of causality. Especially, we consider a generalization of a causality relationship ”G is a cause of E within H” from fixed to stopping time. Then we apply the given causality concept to local uniqueness for the solution of the martingale problem. Also, we give some applications in finance. Keywords. Filtration, causality, stochastic differential equation, local uniqueness, stopped martingale problem. 1552099 10.2298/FIL1808851P 1552101 2406-0933 2023-05-03T11:02:30.493Z 44 no 46 Ljiljana Petrović Univerzitet u Beogradu Ekonomski fakultet 12464743 Dragana Valjarević person application/pdf 264146 https://phaidrabg.bg.ac.rs/o:28983 no yes 1 70 92000001 11A03 Filomat 32 8 2851 2860 2018