A Remark on Stochastic Fundamental Matrices
Berger, Marc A.
Ann. Probab., Tome 11 (1983) no. 4, p. 215-216 / Harvested from Project Euclid
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The determinant of the fundamental matrix of a linear system of stochastic differential equations is computed.
Publié le : 1983-02-14
Classification:  Stochastic differential equation,  60H10 
@article{1176993669,
     author = {Berger, Marc A.},
     title = {A Remark on Stochastic Fundamental Matrices},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 215-216},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993669}
}

Berger, Marc A. A Remark on Stochastic Fundamental Matrices. Ann. Probab., Tome 11 (1983) no. 4, pp.  215-216. http://gdmltest.u-ga.fr/item/1176993669/