Corpus ID: 4364663

# From Random Differential Equations to Structural Causal Models: the stochastic case

@article{Bongers2018FromRD,
title={From Random Differential Equations to Structural Causal Models: the stochastic case},
author={Stephan Bongers and Joris M. Mooij},
journal={ArXiv},
year={2018},
volume={abs/1803.08784}
}
• Published 23 March 2018
• Computer Science
• ArXiv
Random Differential Equations provide a natural extension of Ordinary Differential Equations to the stochastic setting. We show how, and under which conditions, every equilibrium state of a Random Differential Equation (RDE) can be described by a Structural Causal Model (SCM), while pertaining the causal semantics. This provides an SCM that captures the stochastic and causal behavior of the RDE, which can model both cycles and confounders. This enables the study of the equilibrium states of the… Expand
21 Citations

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