A remark on stochastic fundamental matrices

DOI10.1214/aop/1176993669zbMath0502.60046OpenAlexW1982065770MaRDI QIDQ1172875

Marc A. Berger

Publication date: 1983

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993669

zbMATH Keywords

determinant of fundamental matrixlinear system of stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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