The basic idea is to relate some concepts of causality to the stohastic realization problem. Especially, a new definition of causality ``F$^1$ is a cause of F$^2$ within F$^3$'', which is a generalization of a corresponding definition from [3], is given. The problem of determining possible states of the stohastic dynamic system $S_1$ with known outputs, having a certain causality relationship with another stohastic dynamic system $S_2$ is considered. More precisely, problems formulated in [1] are investigated in the sense of a new definition of cuasality.