Causal interpretation of stochastic differential equations

DOI10.1214/EJP.v19-2891zbMath1307.60080arXiv1304.0217MaRDI QIDQ2514292

Niels Richard Hansen, Alexander Sokol

Publication date: 3 February 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.0217

zbMATH Keywords

stochastic differential equationcausalityLévy processidentifiabilitystructural equation modelweak conditional local independence

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Foundations and philosophical topics in statistics (62A01) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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