What is it about?
It is about understanding how to apply group algebraic methods in classifying the class of equations that belongs to the family of second -order stochastic ordinary differential equations. Lie group methods have been used in the literature to classify systems of equations and equivalent transformations are found to linearise nonlinear systems to linear systems so that it is then easier to find their corresponding solutions. In this case we apply the group theoretic approach to classify an example to a system of two second-order stochastic ordinary differential equations with the aim of linearising the system so as to establish the relevant transformations which would then imply that the corresponding system is solved.
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Why is it important?
At the time of embarking on this work, it was the first time we applied the group classification method to a system of second-order stochastic differential equations. The subsequent analysis is nontrivial and involves a number of subsequent cases. Some cases have been left for further analysis.
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This page is a summary of: Group classification of systems of two linear second-order stochastic ordinary differential equations, January 2019, American Institute of Physics,
DOI: 10.1063/1.5125077.
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