Geodesic
Liouville formula for systems of linear homogeneous Itô stochastic differential equations
Commentationes Mathematicae Universitatis Carolinae, Tome 19 (1978) no. 1, pp. 141-146 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 60H10 
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     title = {Liouville formula for systems of linear homogeneous {It\^o} stochastic differential equations},
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Vrkoč, Ivo. Liouville formula for systems of linear homogeneous Itô stochastic differential equations. Commentationes Mathematicae Universitatis Carolinae, Tome 19 (1978) no. 1, pp. 141-146. http://geodesic.mathdoc.fr/item/CMUC_1978_19_1_a13/

[1] A. FRIEDMAN: Stochastic differential equations and applications. Vol. 1, Academic Press, New York, London, 1975. | MR | Zbl

[2] I. I. GIHMAN A. V. SKOROHOD: Introduction to the theory of stochastic processes. (Russian), Nauka, Moskva 1965. | MR