Causal interpretation of stochastic differential equations
نویسندگان
چکیده
منابع مشابه
Causal interpretation of stochastic differential equations
We give a causal interpretation of stochastic differential equations (SDEs) by defining the postintervention SDE resulting from an intervention in an SDE. We show that under Lipschitz conditions, the solution to the postintervention SDE is equal to a uniform limit in probability of postintervention structural equation models based on the Euler scheme of the original SDE, thus relating our defin...
متن کاملStochastic differential equations and integrating factor
The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.
متن کاملAn Interpretation of Stochastic Differential Equations as Ordinary Differential Equations Which Depend on the Sample Point
where ww(/) = Wt(cS). Usually, this approach is not followed because of the technical difficulties that appear when one tries to solve (det) for arbitrary continuous w. One is therefore forced to use other lines of attack, and to study (stoch) directly. This gives rise to at least two nonequivalent theories, namely, the one due to Ito, and that of Fisk and Stratonovich. The purpose of this note...
متن کاملApplication of DJ method to Ito stochastic differential equations
This paper develops iterative method described by [V. Daftardar-Gejji, H. Jafari, An iterative method for solving nonlinear functional equations, J. Math. Anal. Appl. 316 (2006) 753-763] to solve Ito stochastic differential equations. The convergence of the method for Ito stochastic differential equations is assessed. To verify efficiency of method, some examples are ex...
متن کاملCausal Models Frame 1 Running head: CAUSAL INTERPRETATION OF EQUATIONS Causal Models Frame Interpretation of Mathematical Equations
We offer evidence that people construe mathematical relations as causal. The studies show that people can select the causal versions of equations, and that their selections predict both what they consider most understandable and their expectations of change. When asked to write down equations, people have a strong preference for the version that matches their causal model. Causal Models Frame 3...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2014
ISSN: 1083-6489
DOI: 10.1214/ejp.v19-2891