Causal interpretation of stochastic differential equations

Electronic Journal of Probability

Volumn 19, Issue , 2014, Pages 1-24

  Sokol, Alexander ^a   Hansen, Niels Richard ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Causality; Identifiability; L vy process; Stochastic differential equation; Structural equation model; Weak conditional local independence

Indexed keywords

EID: 84908285303     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v19-2891     Document Type: Article

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