Liouville formula for systems of linear homogeneous Itô stochastic differential equations
Commentationes Mathematicae Universitatis Carolinae (1978)
- Volume: 019, Issue: 1, page 141-146
- ISSN: 0010-2628
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topVrkoč, Ivo. "Liouville formula for systems of linear homogeneous Itô stochastic differential equations." Commentationes Mathematicae Universitatis Carolinae 019.1 (1978): 141-146. <http://eudml.org/doc/16889>.
@article{Vrkoč1978,
author = {Vrkoč, Ivo},
journal = {Commentationes Mathematicae Universitatis Carolinae},
language = {eng},
number = {1},
pages = {141-146},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Liouville formula for systems of linear homogeneous Itô stochastic differential equations},
url = {http://eudml.org/doc/16889},
volume = {019},
year = {1978},
}
TY - JOUR
AU - Vrkoč, Ivo
TI - Liouville formula for systems of linear homogeneous Itô stochastic differential equations
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1978
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 019
IS - 1
SP - 141
EP - 146
LA - eng
UR - http://eudml.org/doc/16889
ER -
References
top- A. FRIEDMAN, Stochastic differential equations and applications, Vol. 1, Academic Press, New York, London, 1975. (1975) Zbl0323.60056MR0494490
- I. I. GIHMAN A. V. SKOROHOD, Introduction to the theory of stochastic processes, (Russian), Nauka, Moskva 1965. (1965) MR0198534
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