Please use this identifier to cite or link to this item: https://scidar.kg.ac.rs/handle/123456789/10562
Title: Causality with finite horizon of the past in continuous time
Authors: Petrovic L.
Dimitrijević, Slađana
Issue Date: 2012
Abstract: Motivated by Florens etal. (1993) and recent studies of stochastic systems with memory, we suggest the new concept of causality for continuous time stochastic processes which deal with finite horizon of the past. Also, we present results which show connections between the given concept of causality and marginalization of continuous time Markov processes. © 2012 Elsevier B.V.
URI: https://scidar.kg.ac.rs/handle/123456789/10562
Type: article
DOI: 10.1016/j.spl.2012.03.032
ISSN: 0167-7152
SCOPUS: 2-s2.0-84860542929
Appears in Collections:Faculty of Science, Kragujevac

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