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Linearization criteria for systems of two second-order stochastic ordinary differential equations. (English) Zbl 1411.34084

Summary: 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.

MSC:

34F05 Ordinary differential equations and systems with randomness
34C20 Transformation and reduction of ordinary differential equations and systems, normal forms
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)

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