Sign Identifiability of Causal Effects in Stationary Stochastic Dynamical Systems
平稳随机动力系统中因果效应符号的可识别性
We study identifiability in continuous-time linear stationary stochastic differential equations with a known causal structure. Unlike existing approaches, we relax the assumption of a known diffusion matrix, thereby respecting the model's intrinsic scale invariance. Therefore, rather than recovering drift coefficients themselves, we introduce edge-sign identifiability: for a given causal structure, we ask whether the sign of a given drift entry is uniquely determined across…