  We introduce a notion of intervention for stochastic differential equations
and a corresponding causal interpretation. For the case of the
Ornstein-Uhlenbeck SDE, we show that the SDE resulting from a simple type of
intervention again is an Ornstein-Uhlenbeck SDE. We discuss criteria for the
existence of a stationary distribution for the solution to the intervened SDE.
We illustrate the effect of interventions by calculating the mean and variance
in the stationary distribution of an intervened process in a particularly
simple case.
