o:29393 Statistical causality and separable processes en 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 1552099 10.1016/j.spl.2020.108915 1552101 0167-7152 2023-05-12T12:09:36.730Z 44 no 46 Dragana Valjarević Ljiljana Petrović Univerzitet u Beogradu Ekonomski fakultet person 12464743 application/pdf 447814 https://phaidrabg.bg.ac.rs/o:29393 no yes 1 70 92000001 11A03 Statistics & Probability Letters 167 December 108915 2020