eng 2020 application/pdf 447814 bytes Statistical causality and separable processes info:eu-repo/semantics/article All rights reserved 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. Keywords: Filtration, Causality, Separable σ -algebra, Separable process https://phaidrabg.bg.ac.rs/o:29393 doi:10.1016/j.spl.2020.108915 ISSN: 0167-7152 Statistics & Probability Letters 167(December) Valjarević, Dragana Petrović, Ljiljana