Liouville formula for systems of linear homogeneous Itô stochastic differential equations
Vrkoč, Ivo
Commentationes Mathematicae Universitatis Carolinae, Tome 019 (1978), p. 141-146 / Harvested from Czech Digital Mathematics Library
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Publié le : 1978-01-01
Classification:  60H10 
@article{105840,
     author = {Ivo Vrko\v c},
     title = {Liouville formula for systems of linear homogeneous It\^o stochastic differential equations},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     volume = {019},
     year = {1978},
     pages = {141-146},
     zbl = {0389.60041},
     mrnumber = {0494493},
     language = {en},
     url = {http://dml.mathdoc.fr/item/105840}
}

Vrkoč, Ivo. Liouville formula for systems of linear homogeneous Itô stochastic differential equations. Commentationes Mathematicae Universitatis Carolinae, Tome 019 (1978) pp. 141-146. http://gdmltest.u-ga.fr/item/105840/

A. Friedman Stochastic differential equations and applications, Vol. 1, Academic Press, New York, London, 1975. (1975) | MR 0494490 | Zbl 0323.60056

I. I. Gihman A. V. Skorohod Introduction to the theory of stochastic processes, (Russian), Nauka, Moskva 1965. (1965) | MR 0198534