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

被引：7
|
作者：
Mkhize, T. G. [1 ,2 ]
Govinder, K. [2 ]
Moyo, S. [3 ,4 ]
Meleshko, S. V. [5 ]
机构：
[1] Durban Univ Technol, Dept Math, POB 1334, ZA-4000 Durban, South Africa
[2] Univ KwaZulu Natal, Sch Math Stat & Comp Sci, Private Bag X5400, ZA-4000 Durban, South Africa
[3] Durban Univ Technol, Dept Math, POB 1334, ZA-4000 Durban, South Africa
[4] Durban Univ Technol, Inst Syst Sci, POB 1334, ZA-4000 Durban, South Africa
[5] Suranaree Univ Technol, Sch Math, Nakhon Ratchasima 30000, Thailand
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2017年 / 301卷
关键词：
Stochastic ordinary differential equations; Linearization; Ito formula; Equivalence transformation;
D O I：
10.1016/j.amc.2016.12.019
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
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. (C) 2016 Elsevier Inc. All rights reserved.
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页码：25 / 35
页数：11
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