2024-11-0920071402-925110.2991/jnmp.2007.14.3.92-s2.0-35748960844http://dx.doi.org/10.2991/jnmp.2007.14.3.9https://hdl.handle.net/20.500.14288/11832Necessary and sufficient conditions for the linearization of one-dimensional nonautonomous jump-diffusion stochastic differential equations are given. Stochastic integrating factor is introduced to solve the linear jump-diffusion stochastic differential equations. Closed form solutions to certain linearizable jump-diffusion stochastic differential equations are obtained.MathematicsApplied mathematicsPhysicsMathematical physicsJournal Article2533016000093809