Geodesic
An Analogue of the Cauchy Formula for Stochastic Differential Equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 415-417

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An analogue of an equality known in the theory of ordinary differential equations as the Cauchy formukla is obtained for a system of linear stochastic differential equations. A stochastic differential equation for the determinant of the fundamental matrix of the system is also derived. 
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     author = {A. M. Sadovyak and E. F. Tsar'kov},
     title = {An {Analogue} of the {Cauchy} {Formula} for {Stochastic} {Differential} {Equations}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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A. M. Sadovyak; E. F. Tsar'kov. An Analogue of the Cauchy Formula for Stochastic Differential Equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 415-417. http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a26/