Linearization criteria for systems of two second-order stochastic ordinary differential equations
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摘要
We provide the necessary and sufficient conditions for the linearization of systems of two second-order stochastic ordinary differential equations. The linearization criteria are given in terms of coefficients of the system followed by some illustrations. This paper gives a new treatment for the linearization of two second-order stochastic ordinary differential equations and with some examples.
论文关键词：Stochastic ordinary differential equations,Linearization,Itô formula,Equivalence transformation
论文评审过程：Received 4 March 2016, Revised 4 July 2016, Accepted 13 December 2016, Available online 27 December 2016, Version of Record 27 December 2016.
论文官网地址：https://doi.org/10.1016/j.amc.2016.12.019
