Generator Identification for Linear SDEs with Additive and Multiplicative Noise
带加性与乘性噪声的线性随机微分方程生成元识别
In this paper, we present conditions for identifying the generator of a linear stochastic differential equation (SDE) from the distribution of its solution process with a given fixed initial state. These identifiability conditions are crucial in causal inference using linear SDEs as they enable the identification of the post-intervention distributions from its observational distribution. Specifically, we derive a sufficient and necessary condition for identifying the…