Geodesic
Liouville formula for systems of linear homogeneous Itô stochastic differential equations
Commentationes Mathematicae Universitatis Carolinae, Tome 19 (1978) no. 1, pp. 141-146

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Classification : 60H10 
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     author = {Vrko\v{c}, Ivo},
     title = {Liouville formula for systems of linear homogeneous {It\^o} stochastic differential equations},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     pages = {141--146},
     publisher = {mathdoc},
     volume = {19},
     number = {1},
     year = {1978},
     mrnumber = {0494493},
     zbl = {0389.60041},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMUC_1978__19_1_a13/}
}
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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/