Abstract
The determinant of the fundamental matrix of a linear system of stochastic differential equations is computed.
Citation
Marc A. Berger. "A Remark on Stochastic Fundamental Matrices." Ann. Probab. 11 (1) 215 - 216, February, 1983. https://doi.org/10.1214/aop/1176993669
Information
Published: February, 1983
First available in Project Euclid: 19 April 2007
zbMATH: 0502.60046
MathSciNet: MR682810
Digital Object Identifier: 10.1214/aop/1176993669
Subjects:
Primary:
60H10
Keywords:
Stochastic differential equation
Rights: Copyright © 1983 Institute of Mathematical Statistics
