Causality between Stopped Filtrations and Some Applications info:eu-repo/semantics/article Journal of Contemporary Mathematical Analysis 56(3) https://phaidrabg.bg.ac.rs/o:29604 doi:10.3103/S1068362321030080 ISSN: 1068-3623 application/pdf 616302 bytes Valjarević, Dragana Petrović, Ljiljana All rights reserved Keywords: causality; filtration; stopped local martingales; stopped orthogonal martingales Abstract: In this paper we consider the concept of statistical causality in continuous time between filtrations associated with stopping times, which is based on Granger’s definition of causality. Especially, we consider a generalization of a causality relationship ‘‘H is a cause of E within F’’ from fixed to stopping time. Then we apply the given concept of causality to strongly orthogonal stopped martingales. We show the equivalence between the given concept of causality and orthogonality of stopped local martingales, too. This work was financially supported by the Serbian Ministry of Science and Technology. 2021 eng