The evidence in favor of neutrino oscillations implies the existence of at
least three independent neutrino mass-squared differences. If the Liquid Sc
intillation Neutrino Detector (LSND) results are confirmed, transitions int
o active and sterile neutrinos can take place simultaneously for both solar
and atmospheric neutrinos. In this paper we present a formalism for the ca
lculation of the transition probabilities into active and sterile neutrinos
for solar nu(e)'s and atmospheric nu(mu)'s, taking into account the matter
effects in the Sun and in the Earth. We find that the solar neutrino trans
ition probabilities depend on just one single additional parameter compared
to that of the standard two-generation analysis, while for atmospheric neu
trinos two additional mixing angles are necessary to analyze the data in ad
dition to those of the usual two-generation analysis.