2024-11-0920080924-090X10.1007/s11071-006-9165-22-s2.0-35448929964http://dx.doi.org/10.1007/s11071-006-9165-2https://hdl.handle.net/20.500.14288/14374Necessary and sufficient conditions for the linearization of the one-dimensional Ito jump-diffusion stochastic differential equations (JDSDE) are given. Stochastic integrating factor has been introduced to solve the linear JDSDEs. Exact solutions to some linearizable JDSDEs have been provided.EngineeringMechanical engineeringMechanicsJournal Article1573-269X251278000001Q13808