Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 415-417
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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/
@article{TVP_1973_18_2_a26,
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},
pages = {415--417},
year = {1973},
volume = {18},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a26/}
}
TY - JOUR
AU - A. M. Sadovyak
AU - E. F. Tsar'kov
TI - An Analogue of the Cauchy Formula for Stochastic Differential Equations
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1973
SP - 415
EP - 417
VL - 18
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a26/
LA - ru
ID - TVP_1973_18_2_a26
ER -
%0 Journal Article
%A A. M. Sadovyak
%A E. F. Tsar'kov
%T An Analogue of the Cauchy Formula for Stochastic Differential Equations
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1973
%P 415-417
%V 18
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a26/
%G ru
%F TVP_1973_18_2_a26
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.
