DETERMINANT FUNCTIONS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS

TitleDETERMINANT FUNCTIONS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
Publication TypeJournal Article
Year of Publication2010
AuthorsLADDE, AG, LADDE, GS
Secondary TitleCommunications in Applied Analysis
Volume14
Issue3
Start Page409
Pagination434
Date Published08/2010
Type of Workscientific: mathematics
ISSN1083–2564
Abstract
A few fundamental results regarding the of calculus of determinant functions of associated with n × n matrix functions are developed. Furthermore, stochastic versions of Liouville–Jacobi [8, 9, 11, 17], Abel-Liouville [1, 2, 17]. Lagrange formula [4, 8, 11, 15–17], Green’s formula [4, 8] and many fundamental results are established for the Ito-Doob type higher order and system of linear stochastic differential equations [6, 10, 12–14].
URLhttp://www.acadsol.eu/en/articles/14/3/10.pdf
Short TitleDETERMINANT FUNCTIONS
Refereed DesignationRefereed
Full Text

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