Linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations

DOI10.2991/JNMP.2007.14.3.9zbMath1179.37074OpenAlexW1964114409MaRDI QIDQ3607665

Chaudry Masood Khalique, Gazanfer Ünal, Ismail Iyigunler

Publication date: 26 February 2009

Published in: Journal of Nonlinear Mathematical Physics (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.954.4802

zbMATH Keywords

jump-diffusion stochastic ordinary differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transformation and reduction of ordinary differential equations and systems, normal forms (34C20) Generation, random and stochastic difference and differential equations (37H10)

Related Items (1)

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

Cites Work

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• Sundman Symmetries of Nonlinear Second-Order and Third-Order Ordinary Differential Equations

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