o:29604 Causality between Stopped Filtrations and Some Applications en 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. Keywords: causality; filtration; stopped local martingales; stopped orthogonal martingales 1552099 10.3103/S1068362321030080 1552101 1068-3623 2023-05-18T12:59:38.748Z 44 no 46 Dragana Valjarević Ljiljana Petrović Univerzitet u Beogradu Ekonomski fakultet person 12464743 application/pdf 616302 https://phaidrabg.bg.ac.rs/o:29604 no yes 1 70 1552253 11A03 Journal of Contemporary Mathematical Analysis 56 3 134 142 2021