| Title:
|
Liouville formula for systems of linear homogeneous Itô stochastic differential equations (English) |
| Author:
|
Vrkoč, Ivo |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
19 |
| Issue:
|
1 |
| Year:
|
1978 |
| Pages:
|
141-146 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60H10 |
| idZBL:
|
Zbl 0389.60041 |
| idMR:
|
MR0494493 |
| . |
| Date available:
|
2008-06-05T20:57:35Z |
| Last updated:
|
2012-04-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/105840 |
| . |
| Reference:
|
[1] A. FRIEDMAN: Stochastic differential equations and applications.Vol. 1, Academic Press, New York, London, 1975. Zbl 0323.60056, MR 0494490 |
| Reference:
|
[2] I. I. GIHMAN A. V. SKOROHOD: Introduction to the theory of stochastic processes.(Russian), Nauka, Moskva 1965. MR 0198534 |
| . |
