Propagating Pattern Selection and Causality Reconsidered
نویسندگان
چکیده
منابع مشابه
On martingales, causality, identifiability and model selection
We give sufficient criteria for the Doléans-Dade exponential of a stochastic integral with respect to a counting process local martingale to be a true martingale. The criteria are sufficiently weak to be useful and verifiable, as illustrated by several non-trivial examples, without introducing artificial constraints. In particular, they make it possible to construct nonexplosive point processes...
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ژورنال
عنوان ژورنال: Physical Review Letters
سال: 2000
ISSN: 0031-9007,1079-7114
DOI: 10.1103/physrevlett.84.1910