Abstract
This paper considers the underlying group theoretic properties of a system of two linear second-order stochastic ordi- nary differential equations (SODEs) with constant coefficients. The approach involves obtaining the corresponding determining equations of the system of equations and their corresponding equivalent transformations which assist with further classifying the system for selected cases. It is postulated that the approach used here can be applied to all other cases that should help obtain the full classification of the system.This paper considers the underlying group theoretic properties of a system of two linear second-order stochastic ordi- nary differential equations (SODEs) with constant coefficients. The approach involves obtaining the corresponding determining equations of the system of equations and their corresponding equivalent transformations which assist with further classifying the system for selected cases. It is postulated that the approach used here can be applied to all other cases that should help obtain the full classification of the system.
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