About DML-CZ | FAQ | Conditions of Use | Math Archives | Contact Us
  Previous |  Up |  Next

Article

First Page Preview
Vrkoč, Ivo
Liouville formula for systems of linear homogeneous Itô stochastic differential equations. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 19 (1978), issue 1, pp. 141-146
MSC: 60H10 | MR 0494493 | Zbl 0389.60041
References:
[1] A. FRIEDMAN: Stochastic differential equations and applications. Vol. 1, Academic Press, New York, London, 1975. MR 0494490 | Zbl 0323.60056
[2] I. I. GIHMAN A. V. SKOROHOD: Introduction to the theory of stochastic processes. (Russian), Nauka, Moskva 1965. MR 0198534
Partner of
EuDML logo