Linearization criteria for systems of two second-order stochastic ordinary differential equations

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• 作者：T.G. Mkhize^a ; ^b ; ^{thembimk@dut.ac.za} ; K. Govinder^b ; ^{govinder@ukzn.ac.za} ; S. Moyo^c ; ^{moyos@dut.ac.za} ; S.V. Meleshko ; ^d ; ^{sergey@math.sut.ac.th} ; ^{sergeymv@gmail.com}
• 关键词：Stochastic ordinary differential equations ; Linearization ; Itô ; formula ; Equivalence transformation
• 刊名：Applied Mathematics and Computation
• 出版年：2017
• 出版时间：15 May 2017
• 年：2017
• 卷：301
• 期：Complete
• 页码：25-35
• 全文大小：384 K
• 卷排序：301

文摘

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.