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February, 1983 A Remark on Stochastic Fundamental Matrices
Marc A. Berger
Ann. Probab. 11(1): 215-216 (February, 1983). DOI: 10.1214/aop/1176993669


The determinant of the fundamental matrix of a linear system of stochastic differential equations is computed.


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Marc A. Berger. "A Remark on Stochastic Fundamental Matrices." Ann. Probab. 11 (1) 215 - 216, February, 1983.


Published: February, 1983
First available in Project Euclid: 19 April 2007

zbMATH: 0502.60046
MathSciNet: MR682810
Digital Object Identifier: 10.1214/aop/1176993669

Primary: 60H10

Keywords: Stochastic differential equation

Rights: Copyright © 1983 Institute of Mathematical Statistics

Vol.11 • No. 1 • February, 1983
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