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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 2, Pages 415–417 (Mi tvp4310)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

An Analogue of the Cauchy Formula for Stochastic Differential Equations

A. M. Sadovyak, E. F. Tsar'kov

Chernovtsy State University
Full-text PDF (480 kB) Citations (1)
Abstract: 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.
Received: 10.01.1972
English version:
Theory of Probability and its Applications, 1972, Volume 18, Issue 2, Pages 394–396
DOI: https://doi.org/10.1137/1118051
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. M. Sadovyak, E. F. Tsar'kov, “An Analogue of the Cauchy Formula for Stochastic Differential Equations”, Teor. Veroyatnost. i Primenen., 18:2 (1973), 415–417; Theory Probab. Appl., 18:2 (1972), 394–396
Citation in format AMSBIB
\Bibitem{SadTsa73}
\by A.~M.~Sadovyak, E.~F.~Tsar'kov
\paper An Analogue of the Cauchy Formula for Stochastic Differential Equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 2
\pages 415--417
\mathnet{http://mi.mathnet.ru/tvp4310}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=319270}
\zmath{https://zbmath.org/?q=an:0298.60037}
\transl
\jour Theory Probab. Appl.
\yr 1972
\vol 18
\issue 2
\pages 394--396
\crossref{https://doi.org/10.1137/1118051}
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  • https://www.mathnet.ru/eng/tvp/v18/i2/p415
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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