Noncausality in continuous time

Econometrica

Volumn 64, Issue 5, 1996, Pages 1195-1212

  Florens, Jean Pierre ^a   Fougere, Denis ^a  

^a NONE

Author keywords

Continuous time; Doob Meyer decomposition; Noncausality; Semi martingales

Indexed keywords

MARKOV PROCESSES;

CONTINUOUS TIME; COUNTING PROCESS; DISCRETE TIME; SEMIMARTINGALE;

RANDOM PROCESSES;

EID: 0030369935     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2171962     Document Type: Article

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