Causal interpretation of stochastic differential equations

Alexander Sokol, Niels Richard Hansen

11 Citations (Scopus)
Original languageEnglish
Article number100
JournalElectronic Journal of Probability
Volume19
Pages (from-to)1-24
ISSN1083-6489
DOIs
Publication statusPublished - 26 Oct 2014

Keywords

  • Stochastic differential equation
  • Causality
  • Structural equation model
  • Identifiability
  • Levy process
  • Weak conditional local independence

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